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Institutional investor trading in a short investment horizon : evidence from the Korean stock market

Chung, Chune Young; Liu, Chang; Wang, Kainan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1002-1012

Persistent link: https://www.econbiz.de/10011563263

The big picture : the industry effect of short interest

Chung, Chune Young; Liu, Chang; Wang, Kainan - In: International review of financial analysis 76 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012804694

On the optimality of social status seeking

Liu, Chia-ying; Wang, Wei-Neng - In: Economic modelling 93 (2020), pp. 520-525

Persistent link: https://www.econbiz.de/10012430229

Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies

Li, Yongli; Wang, Tianchen; Sun, Baiqing; Liu, Chao - In: Financial innovation : FIN 8 (2022), pp. 1-36

Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the financial domain, the first aim of this paper is to validate whether the well-known power-law distribution can be observed in this activity. Interestingly, this paper determines...

Persistent link: https://www.econbiz.de/10013272642

A càdlàg rough path foundation for robust finance

Allan, Andrew L.; Liu, Chong; Prömel, David Johannes - In: Finance and stochastics 28 (2024) 1, pp. 215-257

Persistent link: https://www.econbiz.de/10014447739

Model-free portfolio theory : a rough path approach

Allan, Andrew L.; Cuchiero, Christa; Liu, Chong; … - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 709-765

Persistent link: https://www.econbiz.de/10014329902

Fixed costs and asset market participation

Yaron, Amir; Zhang, Harold H. - In: Revista de análisis económico 15 (2000) 1, pp. 89-109

Persistent link: https://www.econbiz.de/10001537960

Optimal consumption and investment with capital gains taxes

Dammon, Robert Mark; Spatt, Chester S.; Zhang, Harold H. - In: The review of financial studies 14 (2001) 3, pp. 583-616

Persistent link: https://www.econbiz.de/10001602970

Comment on "Household portfolio choices in taxable and tax-deferred accounts : another puzzle?"

Zhang, Harold H. - In: European finance review : the official journal of the … 7 (2003) 3, pp. 583-586

Persistent link: https://www.econbiz.de/10002024196

Optimal asset location and allocation with taxable and tax-deferred investing

Dammon, Robert Mark; Spatt, Chester S.; Zhang, Harold H. - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 999-1037

Persistent link: https://www.econbiz.de/10002094319