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Group by: Date | Item ID
Jump to: 20226 | 21204 | 28937 | 37281 | 37282 | 37283 | 37284 | 37285 | 37288 | 44767 | 44826
Number of items: 11.

20226

Lin, William and Tsai, Shih-Chuan and Sun, David (2008): Price informativeness and predictability: how liquidity can help. Published in: Applied Economics , Vol. 17, No. 43 (July 2011): pp. 2199-2217.

21204

Lin, William and Tsai, Shih-Chuan and Sun, David (2009): What Causes Herding:Information Cascade or Search Cost ?

28937

Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Searching out of Trading Noise: A Study of Intraday Transactions Cost.

37281

Sun, David and Tsai, Shih-Chuan and Wang, Wei (2011): Behavioral investment strategy matters: a statistical arbitrage approach.

37282

Lin, William and Sun, David (2007): Liquidity-adjusted benchmark yield curves: a look at trading concentration and information. Published in: Review of Pacific Basin Financial Markets and Policies , Vol. 4, No. 10 (December 2007): pp. 491-518.

37283

Sun, David and Lin, William T. and Nieh, Chien-Chung (2007): Long run credit risk diversification: empirical decomposition of corporate bond spreads. Published in: Review of Securities and Futures Markets , Vol. 2, No. 20 (July 2008): pp. 135-187.

37284

Lin, William and Tsai, Shih-Chuan and Sun, David (2010): Search costs and investor trading activity: evidences from limit order book. Forthcoming in: Emerging Markets Finance and Trade

37285

Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Does trading remove or bring frictions?

37288

Lin, William and Sun, David (2006): Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels. Published in: Taiwan Banking and Finance Quarterly , Vol. 2, No. 8 (June 2007): pp. 1-24.

44767

Sun, David and Tsai, Shih-Chuan (2013): Diversifying Risks in Bond Portfolios: A Cross-border Approach.

44826

Sun, David and Chow, Da-Ching (2014): Forgive, or Award, Your Debtor? - A Barrier Option Approach.

This list was generated on Wed Feb 8 04:24:04 2023 CET.
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