Zobrazeno 1 - 10
of 73
pro vyhledávání: '"Robin K. Chou"'
Publikováno v:
Seonmul yeongu, Vol 31, Iss 4, Pp 278-308 (2023)
– National cultures significantly explain cross-country differences in the relation between asset growth and stock returns. Motivated by the notion that managers in individualistic and low uncertainty-avoiding cultures have a higher tendency to ove
Externí odkaz:
https://doaj.org/article/85283b96b8204664b6192e1e76e3be11
Autor:
Ya‐Kai Chang, Robin K. Chou
Publikováno v:
Journal of Futures Markets. 42:1837-1855
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3557cf2ac7aa51b78c3f6f17a7b82abc
https://doi.org/10.1002/fut.22362
https://doi.org/10.1002/fut.22362
Publikováno v:
Pacific-Basin Finance Journal. 79:102007
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b27517dbd4e32a59814b552184d6a011
https://doi.org/10.1016/j.pacfin.2023.102007
https://doi.org/10.1016/j.pacfin.2023.102007
Publikováno v:
Accounting & Finance. 62:1339-1379
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74a733e7340e8ad41941577bc36d9fc1
https://doi.org/10.1111/acfi.12825
https://doi.org/10.1111/acfi.12825
Publikováno v:
Journal of Empirical Finance. 61:18-33
Share pledging for insiders’ personal bank loans is associated with the agency problems of insider risk aversion and stock price crash risk. We examine the relation between insider share pledging and the value of cash holdings using the pledging da
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e32c49a3d49d84bd175d85f81aad67d
https://doi.org/10.1016/j.jempfin.2020.12.004
https://doi.org/10.1016/j.jempfin.2020.12.004
Publikováno v:
Journal of Futures Markets. 41:926-948
We investigate the contributions of the Taiwan regular and mini index futures to price discovery. We find that the regular futures provide more price discovery, which is inconsistent with the findings for the US futures markets. This dominance of reg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0d0077a8887d4d905a377359a5cbe9d
https://doi.org/10.1002/fut.22192
https://doi.org/10.1002/fut.22192
Publikováno v:
Financial Management. 50:75-106
A moneyness‐based propensity to sell (MPS) measure, at the aggregate level, determines the propensity of option holders to exercise their winning relative to losing positions. Using data on individual stock and S&P 500 Index options, we find that t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8b8c945184c883f29ffdfc773d1453a
https://doi.org/10.1111/fima.12309
https://doi.org/10.1111/fima.12309
Publikováno v:
Journal of Futures Markets. 40:308-328
This study investigates the effects of switching to a closing continuous trading (CCT) on market quality, while considering the trading behaviors of different types of traders. Investors become more patient in the period preceding the last trading ph
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b7505c2c3fd24b66321cb0033876c03
https://doi.org/10.1002/fut.22081
https://doi.org/10.1002/fut.22081
Publikováno v:
Journal of Financial and Quantitative Analysis. 55:1555-1579
We examine the effects of a temporary suspension of short-sale price tests on the options market. Consistent with the notion that put option trading substitutes for short selling, we find a significant reduction in put option volume. In addition, pre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::091e9d0ef3b352be8dd6325beb65d6d6
https://doi.org/10.1017/s002210901900053x
https://doi.org/10.1017/s002210901900053x
Publikováno v:
Journal of Empirical Finance. 51:28-43
This article details an investigation of the impact of investor sentiment on the probability of firms conducting seasoned equity offerings (SEOs) and on stock price performance around and subsequent to SEOs. The results show that investor sentiment h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ceffbf82e6ac4c56e029468f73914615
https://doi.org/10.1016/j.jempfin.2019.01.008
https://doi.org/10.1016/j.jempfin.2019.01.008