Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Wenchien Liu"'
Publikováno v:
Financial Review. 54:541-582
This paper studies market microstructure implications of informed high‐frequency traders (HFTs) from two seconds of advance peek into the Michigan Index of Consumer Sentiment (ICS), provided by Thomson Reuters to its elite customers. Using individu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac68039d1d3cc0abf13dbd630ee66e99
https://doi.org/10.1111/fire.12184
https://doi.org/10.1111/fire.12184
Publikováno v:
European Financial Management. 26:503-534
How does bankruptcy contagion propagate among industry peers? We study the debt recovery channel of industry contagion by examining whether the cost of a company's debt is affected by the observed recovery rates of its bankrupt industry peers. Our re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30c4995bede4f30b129357f7fd98d801
https://doi.org/10.1111/eufm.12217
https://doi.org/10.1111/eufm.12217
Publikováno v:
Pacific-Basin Finance Journal. 48:186-209
In this study, we examine the information diffusion of firms in investor networks. Using a unique investor account-level dataset from the Taiwan Stock Exchange from 2005 to 2014, we identify the information diffusion of firms as their centralization
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1007f293af6dd68a04b5859619cf1398
https://doi.org/10.1016/j.pacfin.2018.02.004
https://doi.org/10.1016/j.pacfin.2018.02.004
Publikováno v:
The North American Journal of Economics and Finance. 41:168-189
We examine the information content of index options trading during the pre-opening session. Using data from the Taiwan market, we find that variables constructed based upon option implied volatility and option volume imbalance in the pre-opening sess
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81ee65b0e7673fece78c3058e51953ec
https://doi.org/10.1016/j.najef.2017.04.004
https://doi.org/10.1016/j.najef.2017.04.004
Publikováno v:
Journal of Financial Intermediation. 21:123-150
We investigate whether the spread of corporate debt contacts can be explained by their ultimate recovery rates. Using the actual realized recovery rates of defaulted debt instruments issued in the US from 1962 to 2007, we find that recovery rate is r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::620fe9d4d8c557b97b74db9afa6ee69a
https://doi.org/10.1016/j.jfi.2011.07.001
https://doi.org/10.1016/j.jfi.2011.07.001
Autor:
Wenchien Liu, Yuanchen Chang
Publikováno v:
SSRN Electronic Journal.
This article compares the influence of financial constraint and corporate governance on corporate cash holdings of publicly traded U.S. firms in the 1990-2006 periods. We find that firms with good governance hold more cash than firms with poor govern
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::951106777ff111fce0402da8a7587a3f
https://doi.org/10.2139/ssrn.1342780
https://doi.org/10.2139/ssrn.1342780