Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Pei‐Shih Weng"'
Publikováno v:
Seonmul yeongu, Vol 28, Iss 4, Pp 191-207 (2020)
This paper aims to investigate the impact of day trading on market quality on the Taiwan stock market with the implementation of a unique policy change. This paper examines 396 listed stocks from June 2015 to October 2016, a period when the stock mar
Externí odkaz:
https://doaj.org/article/89144d180a3144178b71ee13cb158e81
Autor:
Pei-Shih Weng, 翁培師
100
This dissertation studies the issues about the foreign institutional investors in emerging markets. The research sample is Taiwan futures market, and the data are obtained from Taiwan Futures Exchanges (TAIFEX). The study period is from 2003
This dissertation studies the issues about the foreign institutional investors in emerging markets. The research sample is Taiwan futures market, and the data are obtained from Taiwan Futures Exchanges (TAIFEX). The study period is from 2003
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/62976314620029615498
Autor:
Pei-Shih Weng, 翁培師
92
The purpose of this paper is to propose a sequential decision model to analyze the event that foreign investment institutions often release their private information to public gratuitously. The results of the analysis conclude that there are
The purpose of this paper is to propose a sequential decision model to analyze the event that foreign investment institutions often release their private information to public gratuitously. The results of the analysis conclude that there are
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/68598486500896719577
Publikováno v:
Journal of Futures Markets.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ba54efcec3640dfb058566163c445c8
https://doi.org/10.1002/fut.22413
https://doi.org/10.1002/fut.22413
Publikováno v:
Journal of Futures Markets. 41:1315-1332
This paper analyzes the impacts of investor attention on the returns and volatility of commodity futures in China. Using online search volumes as a proxy for investor attention, we find that investor attention exhibits a positive contemporaneous rela
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::602a01e39326a721dcd7c88fe3e86446
https://doi.org/10.1002/fut.22203
https://doi.org/10.1002/fut.22203
Publikováno v:
Journal of Banking & Finance. 148:106746
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cba4ced9cc3416e5f155ebfb1816c2e
https://doi.org/10.1016/j.jbankfin.2022.106746
https://doi.org/10.1016/j.jbankfin.2022.106746
Publikováno v:
Journal of Futures Markets. 41:325-348
This study investigates the relationship between stock short‐selling restrictions and bearish equity warrants on the Taiwan Stock Exchange to clarify the substitutive role of put warrants for underlying stocks subject to short‐sale constraints. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb2c37308c0056f8dc41d7eb062d87ac
https://doi.org/10.1002/fut.22169
https://doi.org/10.1002/fut.22169
Publikováno v:
Journal of Derivatives and Quantitative Studies: 선물연구. 28:191-207
This paper aims to investigate the impact of day trading on market quality on the Taiwan stock market with the implementation of a unique policy change. This paper examines 396 listed stocks from June 2015 to October 2016, a period when the stock mar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6be3df14b4fc797148842a1d46fb03b8
https://doi.org/10.1108/jdqs-06-2020-0015
https://doi.org/10.1108/jdqs-06-2020-0015
Publikováno v:
Journal of Futures Markets. 39:279-301
A unique data set containing all transactions from the Taiwan Futures Exchange allows us to dissect the long‐lasting outperformance of foreign institutional investors in this emerging market. We show that foreign institutional investors comprehensi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::35dcfa3bce3e3bbad0e2b37eab4971e5
https://doi.org/10.1002/fut.21975
https://doi.org/10.1002/fut.21975
Autor:
Pei-Shih Weng, Wei-Che Tsai
Publikováno v:
International Review of Economics & Finance. 55:308-323
We investigate whether foreign institutional investors possess private information in index futures trading based upon six-year market index futures transaction data on the Taiwan Futures Exchange (TAIFEX). According to the French and Roll (1986) ‘
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2fbfad0ad98f422a89e4775dd0263ea8
https://doi.org/10.1016/j.iref.2017.07.011
https://doi.org/10.1016/j.iref.2017.07.011