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Market dynamics and momentum in the Taiwan stock market

Lin, Chaonan; Ko, Kuan-Cheng; Feng, Zhi-Xiang; Yang, … - In: Pacific-Basin finance journal 38 (2016), pp. 59-75

Persistent link: https://www.econbiz.de/10011669064

Price limits and the value premium in the Taiwan stock market

Lin, Chaonan; Ko, Kuan-Cheng; Lin, Lin; Yang, Nien-Tzu - In: Pacific-Basin finance journal 41 (2017), pp. 26-45

Persistent link: https://www.econbiz.de/10011800487

Multi-market trading, price delay, and return predictability

Xia, Chuanxin; Yang, Nien-Tzu; Lin, Chaonan; Ko, Kuan-Cheng - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819821

Does the momentum gap explain momentum in Taiwan?

Lin, Chaonan; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Pacific-Basin finance journal 72 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013370560

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

Is there the maturity premium in Taiwan?

Lin, Chaonan; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Pacific-Basin finance journal 79 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014463261

Is There the Maturity Premium in Taiwan?

Lin, Chaonan; Ko, Kuan-Cheng; Yang, Nien-Tzu - 2022

Chaderina et al. (2022) document a new anomaly, namely the maturity premium, to characterize higher returns of long-maturity stocks for the U.S. stock markets. They develop a theoretical model to show that the higher returns of long-maturity stocks are compensation to investors for exposing them...

Persistent link: https://www.econbiz.de/10014238726

Enhancing momentum profits in the Taiwan Stock Market : the role of extreme absolute strength

Lin, Chaonan; Xia, Chuanxin; Yang, Nien-Tzu; Yang, … - In: Pacific-Basin finance journal 59 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012231281

Why is the Amihud (2002) measure priced in Taiwan : Illiquidity or mispricing?

Lin, Chaonan; Ko, Kuan-Cheng; Lu, Chien-Lin - In: Pacific-Basin finance journal 79 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014463259

Shorting flows and return predictability in Taiwan

Lin, Chaonan; Ho, Hsiao-Wei; Ko, Kuan-Cheng - In: Pacific-Basin finance journal 77 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014463691