Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Wen Liang Gideon Hsieh"'
Autor:
Wen liang Gideon Hsieh, Chin Shen Lee
Publikováno v:
Pacific-Basin Finance Journal. 65:101492
Using a comprehensive dataset that distinguishes the buy/sell volume of four investor types, we find that foreign institutions and domestic mutual funds are the primary users of analyst reports. Their buy–sell imbalances move in tandem with analyst
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa01696d4eb9dde72f34bd037a8c7bb6
https://doi.org/10.1016/j.pacfin.2020.101492
https://doi.org/10.1016/j.pacfin.2020.101492
Autor:
Yuan-yi Lin, Wen-liang Gideon Hsieh
Publikováno v:
Asia-Pacific Journal of Financial Studies. 45:606-645
By using data that distinguish order flow among types of trader, we provide new evidence that retail investors’ trading leads to strong liquidity commonality in the Taiwanese stock market. The liquidity provision of retail traders is cross-sectiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16ad0e4ca4ef51d87d4b4d7b683356e1
https://doi.org/10.1111/ajfs.12141
https://doi.org/10.1111/ajfs.12141
Publikováno v:
Journal of Futures Markets. 27:361-385
This study examines the impact of execution delay on the profitability of put-call-futures quasi-arbitrage strategies using trade and quote data in the Taiwanese market. Assuming order execution at the next immediate price following a mispricing sign
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::443fc1904306502f142cacb50cd6b8f3
https://doi.org/10.1002/fut.20245
https://doi.org/10.1002/fut.20245
Autor:
Wen-liang Gideon Hsieh
Publikováno v:
Journal of Futures Markets. 24:399-412
This article examines the cross-border competition in price discovery between the Taiwan Futures Exchange (TAIFEX) and the Singapore Exchange Derivatives Trading (SGX). We focused on the impact of market reforms on the information leadership of simil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2f12fe11283ffad7c2628ab166179b8
https://doi.org/10.1002/fut.10122
https://doi.org/10.1002/fut.10122
Autor:
Quentin C. Chu, Wen-liang Gideon Hsieh
Publikováno v:
Journal of Futures Markets. 22:877-900
Standard & Poor's Depositary Receipts (SPDRs) are exchange traded securities representing a portfolio of S&P 500 stocks. They allow investors to track the spot portfolio and better engage in index arbitrage. We tested the impact of the introduction o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::720555b4dd8d8784d9506d72484ebcef
https://doi.org/10.1002/fut.10037
https://doi.org/10.1002/fut.10037
Publikováno v:
International Review of Financial Analysis. 8:21-34
This paper investigates the price discovery function in three S&P 500 index markets: the spot index, index futures, and S&P Depositary Receipts markets. Four hypotheses regarding market structure and security design are proposed to differentiate the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::78aa560beecfbd48293d20a4cc57b2fd
https://doi.org/10.1016/s1057-5219(99)00003-4
https://doi.org/10.1016/s1057-5219(99)00003-4
Autor:
Hung-Kun Chen, Wen-liang Gideon Hsieh
Publikováno v:
SSRN Electronic Journal.
We analyze the impact of tick size reduction on market quality, placing particular focus on whether a multiple tick rule helps to mitigate the impact of a tick rule size reduction in purely order-driven markets. Using a novel dataset covering an enti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff0bdbc7212e682163c40d925d22e678
https://doi.org/10.2139/ssrn.2629524
https://doi.org/10.2139/ssrn.2629524