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Can google search volume index predict the returns and trading volumes of stocks in a retail investor dominant market

Lai, Huei-Hwa; Chang, Tzu-pu; Hu, Cheng-Han; Chou, Po-Ching - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

This research examines whether Google search volume index (GSVI), a proxy of investor attention, can predict the excess returns and abnormal trading volumes of TPEx 50 index constituents. It also explores the motive underlying GSVI based on positive or negative shocks to stock prices. The...

Persistent link: https://www.econbiz.de/10013464702

Can google search volume index predict the returns and trading volumes of stocks in a retail investor dominant market

Lai, Huei-Hwa; Chang, Tzu-Pu; Hu, Cheng-Han; Chou, Po-Ching - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015074288

Decomposition of mutual fund underperformance

Hu, Jin-li; Chang, Tzu-pu - In: Applied financial economics letters 4 (2008) 4/6, pp. 363-367

Persistent link: https://www.econbiz.de/10003807805

Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model

Chang, Tzu-pu; Hu, Jin-li - In: Applied economics letters 16 (2009) 10/12, pp. 1255-1259

Persistent link: https://www.econbiz.de/10003886820

A comprehensive analysis of the effects of risk measures on bank efficiency : evidence from emerging Asian countries

Sun, Lei; Chang, Tzu-pu - In: Journal of banking & finance 35 (2011) 7, pp. 1727-1735

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The sources of bank productivity growth in China during 2002 - 2009 : a disaggregation view

Chang, Tzu-pu; Hu, Jin-li; Chou, Ray Yeutien; Sun, Lei - In: Journal of banking & finance 36 (2012) 7, pp. 1997-2006

Persistent link: https://www.econbiz.de/10009629765

Market conditions and the effect of diversification on mutual fund performance : should funds be more concentrative under crisis?

Hu, Jin-li; Chang, Tzu-pu; Chou, Ray Yeutien - In: Journal of productivity analysis 41 (2014) 1, pp. 141-151

Persistent link: https://www.econbiz.de/10010429325

Total-factor energy efficiency and its extensions : introduction, computation and application

Hu, Jin-li; Chang, Tzu-pu - In: Data envelopment analysis : a handbook of empirical …, (pp. 45-69). 2016

Persistent link: https://www.econbiz.de/10011474676

Dynamic capacity utilization in China's industrial sector

Zhang, Shaohua; Chang, Tzu-pu; Jiang, Weijie - In: The empirical economics letters : a monthly … 15 (2016) 6, pp. 585-592

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Anchoring effect on macroeconomic forecasts : a heterogeneity approach

Chang, Tzu-pu; Chou, Ray Yeutien - In: Romanian journal of economic forecasting 21 (2018) 4, pp. 134-147

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