An analysis of intraday return-order imbalance relation to stealth trading

von Huang, Han-Ching
Veröffentlicht in Investment management and financial innovations (2011)

The impact of options trading on the relationship between research quotient and firm performance

von Huang, Han-Ching
Veröffentlicht in International journal of economics and finance (2017)

Does option provide more informative content than stock after regulation fair disclosure?

von Huang, Han-Ching
Veröffentlicht in Applied economics (2013)

Insider trading and the classification of seasoned equity offerings : evidence from Taiwan

von Huang, Han-Ching
Veröffentlicht in International journal of economics and finance (2017)

Intraday relation between stock return and order imbalance in different stock market cycles

von Huang, Han-Ching
Veröffentlicht in The empirical economics letters (2012)

The effect of enforcement intensity on illegal insider trading volume : the case of Taiwan

von Huang, Han-Ching
Veröffentlicht in Investment management and financial innovations (2016)

Lot winning rate and the classification of seasoned equity offerings : evidence from Taiwan

von Huang, Han-Ching
Veröffentlicht in The international journal of business and finance research (2016)

An analysis of prices, volumes, and bid-ask spreads surrounding the announcement of tender offers

von Huang, Han-Ching
Veröffentlicht in Investment management and financial innovations (2012)

How does divergence of opinions affect the relative trading activity and information content in option and stock prior to takeover announcement?

von Huang, Han-Ching
Veröffentlicht in The quarterly review of economics and finance (2016)

The impact of Shanghai-Hong Kong stock connect policy on price difference and announcement effects

von Huang, Han-Ching
Veröffentlicht in Global journal of business research (2016)

Convergence to market efficiency for Taiwan 50 index added stocks

von Huang, Han-Ching
Veröffentlicht in Investment management and financial innovations (2011)

Modeling value at risk of financial holding company : time varying vs. traditional models

von Su, Yong-chern
Veröffentlicht in Banks and bank systems (2010)

Dynamic relations between order imbalance, volatility and return of top gainers

von Su, Yong-chern
Veröffentlicht in Applied economics (2012)

GJR-GARCH model in value-at-risk of financial holdings

von Su, Yong-chern
Veröffentlicht in Applied financial economics (2011)

The speed of convergence to market efficiency on NASDAQ hedging stocks

von Huang, Han-Ching
Veröffentlicht in Investment management and financial innovations (2013)

The performance of imbalance-based trading strategy on tender offer announcement day

von Huang, Han-Ching
Veröffentlicht in Investment management and financial innovations (2014)

Convergence to market efficiency of top gainers

von Su, Yong-chern
Veröffentlicht in Journal of banking & finance (2010)

Market efficiency around the announcement day of self-tender offers

von Huang, Han-Ching
Veröffentlicht in The international journal of business and finance research (2015)

Profitability and causality of order imbalance based trading strategy in hedge stocks

von Su, Yong-chern
Veröffentlicht in Investment management and financial innovations (2010)

Evidence on the speed of convergence to market efficiency : evidence from stock spin-offs

von Huang, Han-Ching
Veröffentlicht in Global journal of business research (2015)