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Sun, David S.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
541 |
Total
Citations
2 |
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1.
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Sun, David S. Kai Nan University Tsai, Shih-Chuan National Taiwan Normal University Wang, Wei Jhe Jiang University - School of Economics
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167
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Momentum Strategy, Statistical Arbitrage, Market State, Disposition Effect
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2.
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LIn, William T. Tamkang University - Banking & Finance Tsai, Shih-Chuan National Taiwan Normal University Sun, David S. Kai Nan University
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23 Jan 10
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Last Revised:
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16 Feb 11
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139
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Herding, information cascade, search model, order book
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3.
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LIn, William T. Tamkang University - Banking & Finance Sun, David S. Kai Nan University Tsai, Shih-Chuan National Taiwan Normal University
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12 Mar 12
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Last Revised:
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01 Jun 12
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47
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noise, transaction cost, herding, search model, order book
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4.
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LIn, William T. Tamkang University - Banking & Finance Tsai, Shih-Chuan National Taiwan Normal University Sun, David S. Kai Nan University
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23 Jan 10
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Last Revised:
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01 Jun 12
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44
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Liquidity; Trading Concentration, Information Asymmetry, Information Transmission, Yield Curve Fitting
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5.
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LIn, William T. Tamkang University - Banking & Finance Sun, David S. Kai Nan University
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42
(215,922)
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1
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bond pricing, credit spread, diversifiable risk, cointegration, heterogeneous panels, pooled
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6.
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LIn, William T. Tamkang University - Banking & Finance Sun, David S. Kai Nan University Tsai, Shih-Chuan National Taiwan Normal University
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40
(219,987)
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Noise, transaction cost, herding, search model, order book
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7.
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Sun, David S. Kai Nan University
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28
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bond pricing, credit spread, diversifiable risk, cointegration, heterogeneous panels, pooled mean group estimation
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8.
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Sun, David S. Kai Nan University Chow, Da-Ching Yuan Ze University Lee, Cheng-Few Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
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17
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9.
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LIn, William T. Tamkang University - Banking & Finance Tsai, Shih-Chuan National Taiwan Normal University Sun, David S. Kai Nan University
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12 Mar 12
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Last Revised:
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26 Apr 13
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17
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1
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Liquidity, search model, limit order book, market depth, execution cost
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10.
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LIn, William T. Tamkang University - Banking & Finance Sun, David S. Kai Nan University
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Asymmetric threshold cointegration, barrier option, credit risk, diversifiable risk
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11.
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Sun, David S. Kai Nan University LIn, William T. Tamkang University - Banking & Finance Nieh, Chien Chung Tamkang University
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23 Jan 10
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Last Revised:
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27 Jan 10
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bond pricing, cointegration, credit risk, credit spread, diversifiable risk
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12.
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LIn, William T. Tamkang University - Banking & Finance Sun, David S. Kai Nan University
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Liquidity; trading concentration; information discovery; term structure;yield curve.
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Records 1 -
12
of 12 matches
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