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Price limits, margin requirements, and stock market volatility : an empirical analysis of the Taiwan stock market

Ma, Tai - In: Rising Asian capital markets : empirical studies, (pp. 229-251). 1993

Persistent link: https://www.econbiz.de/10001331654

Stock market surveillance and market performance : the case of Taiwan

Ma, Tai - In: Asia Pacific journal of management : APJM ; a … 11 (1994) 2, pp. 305-325

Persistent link: https://www.econbiz.de/10001174917

Does monetary policy have any relationship with the expectations of stock market participants?

Hung, Kuo-Che; Ma, Tai - In: Journal of multinational financial management 39 (2017), pp. 100-117

Persistent link: https://www.econbiz.de/10011927795

The effects of expectations-based monetary policy on international stock markets : an application of heterogeneous agent model

Hung, Kuo-Che; Ma, Tai - In: International review of economics & finance : IREF 47 (2017), pp. 70-87

Persistent link: https://www.econbiz.de/10011740098

What is the real relationship between cash holdings and stock returns?

Ang, Tze Chuan; Lam, F. Y. Eric; Ma, Tai; Wang, Shujing; … - 2019

Persistent link: https://www.econbiz.de/10012203013

What is the real relationship between cash holdings and stock returns?

Ang, Tze Chuan; Lam, F. Y. Eric C.; Ma, Tai; Wang, Shujing - In: International review of economics & finance : IREF 64 (2019), pp. 513-528

Persistent link: https://www.econbiz.de/10012372841

Factor Momentum in the Chinese Stock Market

Ma, Tian; Liao, Cunfei; Jiang, Fuwei - 2022

Based on 10 commonly used non-momentum factors, we construct a novel factor momentum strategy and find that it earns an annualized return of 9.91% and a Sharpe ratio of 1.15 in the Chinese stock market, which lacks stock-level momentum. We also find that factor momentum has strong explanatory...

Persistent link: https://www.econbiz.de/10013405130

Factor momentum in the Chinese stock market

Ma, Tian; Liao, Cunfei; Jiang, Fuwei - In: Journal of empirical finance 75 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014491862

From fundamental signals to stock volatility : a machine learning approach

Liao, Cunfei; Ma, Tian - In: Pacific-Basin finance journal 84 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014534531