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Chou, Robin K.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,206 |
Total
Citations
19 |
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1.
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Chou, Robin K. National Chengchi University Chung, Huimin National Chiao-Tung University - Graduate Institute of Finance
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309
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4
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Adverse Selection, Decimalization, Information Shares, Tick Size
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2.
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Hsu, Chih-Chiang National Central University at Taiwan - Department of Economics Chou, Robin K. National Chengchi University
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287
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Asset pricing, Quantile regression, Size and Book-to-Market effects
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3.
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Chou, Robin K. National Chengchi University Wang, George H. K. George Mason University - Finance Area
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250
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4
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Index Futures, Market Quality, Transaction Tax
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4.
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Chou, Robin K. National Chengchi University Shyy, Gang National Central University at Taiwan - Department of Finance Chen, Mei National Central University at Taiwan - Department of Finance
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242
(61,318)
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1
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ECNs, Dealers, Order imbalance, Spread size
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5.
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Chou, Robin K. National Chengchi University Lee, Jie-Haun National Chenchi University - Department of Finance
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224
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3
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Index Futures, Trading Cost, Market Structure, Information Transmission
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6.
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Chou, Robin K. National Chengchi University Lee, Wan-Chen Ching-Yun Institute of Technology
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193
(77,524)
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Decimalization, Front-running, Market Quality, Tick Size
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7.
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Chou, Robin K. National Chengchi University Chung, San-Lin National Taiwan University - Department of Finance Hsiao, Yu-Jen National Central University at Taiwan Wang, Yaw-Huei National Taiwan University
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175
(85,118)
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2
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Liquidity risk, Option price, Implied volatility curve, Hedging cost
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8.
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Chen, Wei-Peng National Chiao-Tung University Chou, Robin K. National Chengchi University Chung, Huimin National Chiao-Tung University - Graduate Institute of Finance
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148
(99,207)
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3
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Arbitrage, Decimalization, E-mini futures, ETFs, Pricing efficiency
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9.
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Chou, Robin K. National Chengchi University Hsiao, Yu-Jen National Central University at Taiwan Wang, Yaw-Huei National Taiwan University Chung, San-Lin National Taiwan University - Department of Finance
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110
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2
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Liquidity, Option price, Implied volatility curve, Hedging cost
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10.
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Chou, Robin K. National Chengchi University Chang, Yakai National Chengchi University Huang, Tai-Hsin National Chengchi University (NCCU)
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101
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dynamic capital structure, speed of adjustment, corporate governance
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11.
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Chang, Yakai National Chengchi University Chen, Yu-Lun Chung Yuan Christian University - Department of Finance Chou, Robin K. National Chengchi University
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53
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Commitments of Traders (COT), Price discovery, Information share, Logistic smooth transition regression (LSTR)
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12.
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Chou, Robin K. National Chengchi University Ho, Keng-Yu National Taiwan University - Department of Finance Weng, Pei-Shih (Pace) National Dong Hwa University - Department of Finance
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22 Aug 12
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Last Revised:
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31 Oct 12
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46
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Foreign institution, Market efficiency, Liquidity cost, Limit order, Order aggressiveness
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13.
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Chou, Robin K. National Chengchi University Wang, George H. K. George Mason University - Finance Area Wang, Yun-Yi Feng Chia University Bjursell, C. Johan Barclays Capital
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22 Aug 10
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Last Revised:
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29 Nov 10
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46
(208,031)
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Large Trades, Trader Types, Total Price Effects, Liquidity Effects, Information Effects, Futures Price Behavior
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14.
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Chou, Robin K. National Chengchi University Wang, George H. K. George Mason University - Finance Area Wang, Yun-Yi Feng Chia University
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22
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Individuals, Day trading, Foreign institutional trading, Trading strategies, Liquidity, Volatility
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Records 1 -
14
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