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The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915

Persistent link: https://www.econbiz.de/10011392699

The impact of foreign institutional traders on price efficiency : evidence from the Taiwan futures market

Hao, Ying; Chou, Robin K.; Ho, Keng-Yu; Weng, Pei-Shih - In: Pacific-Basin finance journal 34 (2015), pp. 24-42

Persistent link: https://www.econbiz.de/10011535292

Investor sentiment, SEO market timing, and stock price performance

Chen, Yi-Wen; Chou, Robin K.; Lin, Chu-Bin - In: Journal of empirical finance 51 (2019), pp. 28-43

Persistent link: https://www.econbiz.de/10012169955

The 52-week high, momentum, and investor sentiment

Hao, Ying; Chou, Robin K.; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: International review of financial analysis 57 (2018), pp. 167-183

Persistent link: https://www.econbiz.de/10012006342

Investor sentiment and price discovery : evidence from the pricing dynamics between the futures and spot markets

Lin, Chu-Bin; Chou, Robin K.; Wang, George H. K. - In: Journal of banking & finance 90 (2018), pp. 17-31

Persistent link: https://www.econbiz.de/10011963151

Does the weather have impacts on returns and trading acitivities in order-driven stock markets? : evidence from China

Lu, Jing; Chou, Robin K. - In: Journal of empirical finance 19 (2012) 1, pp. 79-93

Persistent link: https://www.econbiz.de/10009615815

Investor Sentiment and Price Discovery : Evidence from the Pricing Dynamics between the Futures and Spot Markets

Chou, Robin K. - 2020

This study shows that investor sentiment plays an important role in affecting the pricing dynamics between the spot and futures markets. The empirical evidence suggests that investor sentiment has a positive impact on price volatility and the bid-ask spread on both the spot and futures markets,...

Persistent link: https://www.econbiz.de/10012856572

The Effects of Margin Changes on the Composition of Traders and Market Liquidity : Evidence from the Taiwan Futures Exchange

Chou, Robin K. - 2014

We examine the effects of margin changes on futures trading activity, the composition of traders and market liquidity, using an account level data set from the Taiwan Futures Exchange. We find that margin increases reduce trading activity for all trader types, which is consistent with the...

Persistent link: https://www.econbiz.de/10013050282

Algorithmic trading and market quality : evidence from the Taiwan index futures market

Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855

Persistent link: https://www.econbiz.de/10013465825

A timing momentum strategy

Lin, Chaonan; Yang, Nien-Tzu; Chou, Robin K.; Ko, Kuan-Cheng - In: Accounting and finance 62 (2022), pp. 1339-1379

Persistent link: https://www.econbiz.de/10013187792