Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Weifeng Hung"'
Publikováno v:
Journal of Banking & Finance. 141:106531
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7aa1ded0921fb8907e48c98f306a03e
https://doi.org/10.1016/j.jbankfin.2022.106531
https://doi.org/10.1016/j.jbankfin.2022.106531
Autor:
J. Jimmy Yang, Weifeng Hung
Publikováno v:
Journal of Financial Markets. 41:77-91
We modify the Bali et al.’s (2011) MAX measure (maximum daily return over the prior month) when the observed returns are capped at the daily price limit to address the issue of homogeneous MAX across stocks. Our results indicate that the modified M
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf69aca7a574d7c91d850b4cb4675ce3
https://doi.org/10.1016/j.finmar.2018.07.003
https://doi.org/10.1016/j.finmar.2018.07.003
Publikováno v:
The Quarterly Review of Economics and Finance. 58:200-212
By using comprehensive firm-level dataset which includes all investors’ holdings in Japan, we show that institutional investors tend to net buy growth stocks and net sell value stocks. Conversely, individual investors tend to net buy small and valu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b20ab8087e7d42ffe2e3644d2c6e4dae
https://doi.org/10.1016/j.qref.2015.03.004
https://doi.org/10.1016/j.qref.2015.03.004
Publikováno v:
Financial Review. 49:765-792
We examine how a firm's research and development (R&D) increases affect its intra-industry competitors in the long run. Consistent with the R&D spillover hypothesis, when a firm unexpectedly increases its R&D spending, its intra-industry competitors
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe00984db07b4ae4b00ad7e00eb28e88
https://doi.org/10.1111/fire.12056
https://doi.org/10.1111/fire.12056
Publikováno v:
Journal of Accounting, Auditing & Finance. 29:238-259
This study examines the relationship among analysts’ earnings forecast revisions, information uncertainty, and stock returns and provides new evidence that stock price drift occurs after analysts’ earnings forecast revisions. Using data from the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::119016b8a96c0597c4a88cd3b7ec55b2
https://doi.org/10.1177/0148558x14530129
https://doi.org/10.1177/0148558x14530129
Autor:
Weifeng Hung
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 29:71-91
Share repurchase announcements with higher turnover ratio attract more attention from institutions than events with lower turnover ratio. The stock price behavior is associated with the institutional trading behavior around share repurchase announcem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55ed1785bec0ab9cfa015ea9891f31fe
https://doi.org/10.1016/j.intfin.2013.12.001
https://doi.org/10.1016/j.intfin.2013.12.001
Autor:
Chaoshin Chiao1 cschiao@mail.ndhu.edu.tw, Weifeng Hung2 wfhung@mail.dyu.edu.tw, Cheng F. Lee3 lee@business.rutgers.edu
Publikováno v:
Emerging Markets Finance & Trade. Jan/Feb2008, Vol. 44 Issue 1, p95-116. 22p. 7 Charts, 3 Graphs.
Publikováno v:
International Review of Economics & Finance. 22:11-24
Prior studies document that the book-to-market (BM) effect is absent in the Taiwan stock market. Using Taiwanese data covering from 1991 to 2006, we show that, after controlling for the size effect and the Fama and French's (1993) risk factors, the B
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f80fc660f37b111aaf628f27d685b21
https://doi.org/10.1016/j.iref.2011.08.006
https://doi.org/10.1016/j.iref.2011.08.006
Publikováno v:
Journal of Financial Research. 34:131-154
Using daily and intraday data, we investigate the cross-sectional relation between stock prices and institutional trading in the Taiwan stock market. Consistent with the investigative herding hypothesis, we find that institutional herding exists beca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77e34f7aa6d4fb4a5dbab19f6dc5be9c
https://doi.org/10.1111/j.1475-6803.2010.01276.x
https://doi.org/10.1111/j.1475-6803.2010.01276.x
Publikováno v:
Pacific-Basin Finance Journal. 18:477-493
Using quarterly ownership data which identify identity codes of mutual funds in Taiwan, we investigate mutual fund herding and its impact on stock price. We show that mutual funds tend to follow their own steps in trading rather than follow trades ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6aa64feac60ae806869deceeb96ed68c
https://doi.org/10.1016/j.pacfin.2010.06.001
https://doi.org/10.1016/j.pacfin.2010.06.001