Zobrazeno 1 - 10
of 41
pro vyhledávání: '"Shu Fan Hsieh"'
Publikováno v:
Journal of Empirical Finance. 59:109-132
In this paper, we argue that when individual investors can obtain information from public resources such as Google search, the degree of investor attention to a particular underlying company is positively linked with herding behavior for retail inves
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::567fa3312a18d8677a321a799feb7136
https://doi.org/10.1016/j.jempfin.2020.09.005
https://doi.org/10.1016/j.jempfin.2020.09.005
Publikováno v:
Soft Computing. 22:1295-1312
Owing to the dynamic changes of the stock market and numerous influences on stock prices, assessing stock prices has become increasingly difficult. Furthermore, when dealing with information on stocks, people tend to amplify the importance of availab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::949b7df564f2cbcb35ebad661fde496f
https://doi.org/10.1007/s00500-016-2417-2
https://doi.org/10.1007/s00500-016-2417-2
Autor:
Shu-Fan Hsieh
Publikováno v:
International Review of Financial Analysis. 29:175-188
Using high frequency intraday data, this paper investigates the herding behavior of institutional and individual investors in the Taiwan stock market. The study finds evidence of herding by both investors but a stronger herding tendency among institu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d9622a17bf4cc23b9c849dc0cdd95fd
https://doi.org/10.1016/j.irfa.2013.01.003
https://doi.org/10.1016/j.irfa.2013.01.003
Autor:
Shu‐Fan Hsieh, So‐De Shyu
Publikováno v:
Journal of Asia Business Studies. 4:49-55
We investigate the long‐term dependency behavior of Asian foreign exchange markets by using rescaled range analysis. Emerging markets in Korea, Taiwan, India, and Thailand, show evidences of long memory in the exchange rate return series, while the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ff80455f9164679b3583e360b1a4344
https://doi.org/10.1108/15587890980001519
https://doi.org/10.1108/15587890980001519
Autor:
Shu-Fan Hsieh, Tai Ma
Publikováno v:
International Review of Economics & Finance. 18:290-300
We compare the expiration-day effects of two index futures contracts, TAIEX futures and SGX TW futures, which have the same underlying spot market, but different settlement mechanisms. By taking into account other factors such as open interests and i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5600c0cc324b904ea0e4d4059cf33e82
https://doi.org/10.1016/j.iref.2007.05.010
https://doi.org/10.1016/j.iref.2007.05.010
Publikováno v:
Soft Computing - A Fusion of Foundations, Methodologies & Applications; Feb2018, Vol. 22 Issue 4, p1295-1312, 18p
Market Transparency, Investor Strategies, and Trading Costs: Evidence from the Taiwan Stock Exchange
Publikováno v:
Accounting and Finance Research. 1
This paper investigates the effect of changes in pre-trade transparency on trading strategies and trading costs by examining the effects of increased transparency in the limit order book at the Taiwan Stock Exchange. Our results demonstrate that pre-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a5222f28c98bf3b70aa71bc802836aa
https://doi.org/10.5430/afr.v1n1p180
https://doi.org/10.5430/afr.v1n1p180
Autor:
Shu-fan Hsieh, 謝舒帆
96
This paper investigates the effect of price limits on strategically informed trading and market performances. We show that a price limit will increase the costs of liquidity traders and volatility spillover by its ex ante effects on strategic
This paper investigates the effect of price limits on strategically informed trading and market performances. We show that a price limit will increase the costs of liquidity traders and volatility spillover by its ex ante effects on strategic
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/fgmhf5
Autor:
Tai Ma, Shu-Fan Hsieh
Publikováno v:
SSRN Electronic Journal.
This paper investigates the effect of price limits on strategically informed trading and market performances. We show that a price limit will increase the costs of liquidity traders and volatility spillover by its ex ante effects on strategically inf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0787343dcfecb1827ab4e1d993ff872
https://doi.org/10.2139/ssrn.1104543
https://doi.org/10.2139/ssrn.1104543