Hsiu-Chuan Lee

Ming Chuan University

Assistant Professor

No. 250, Section 5

Zhongshan North Road

Taipei, 111

Taiwan

SCHOLARLY PAPERS

11

DOWNLOADS

129

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (11)

1.

Why Do Investors Trade More Following High Returns?

Number of pages: 70 Posted: 04 Oct 2023 Last Revised: 10 May 2024
Wen-I Chuang, Yun-Huan Lee, Hsiu-Chuan Lee and Rauli Susmel
Department of Finance, Ming Chuan University, Ming Chuan University and University of Houston
Downloads 108 (472,156)

Abstract:

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Trading behavior, Return-volume relation, Market uncertainty

2.

An Extension Analysis of Amihud's Illiquidity Premium: Evidence from the Taiwan Stock Market

Number of pages: 28 Posted: 03 May 2024
Hsiu-Chuan Lee, Donald D. Lien, Her-Jiun Sheu and James Yang
Ming Chuan University, University of Texas at San Antonio - College of Business - Department of Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 21 (969,378)

Abstract:

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Stock illiquidity ratio, Overnight returns, Recency effect, Asset pricing, Long-short strategy

3.

Commonality in Trading Activity and Futures-Cash Basis: Evidence from the Taiwan Futures and Stock Markets

Journal of Futures Markets, 2012, 964-994
Posted: 09 May 2012 Last Revised: 04 Jan 2013
Hsiu-Chuan Lee, Cheng-Yi Chien and Tzu-Hsiang Liao
Ming Chuan University, Feng Chia University and Independent

Abstract:

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Commonality, Basis, Institutional Investors

4.

R&D Investment, Assets in Place, Employee Stock Bonus and Firm Performance

International Research Journal of Finance and Economics, 31,41-54. 2009
Posted: 08 May 2012
National Kaohsiung University of Science and Technology, Ming Chuan University, Feng Chia University and National Taiwan University of Science and Technology

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R&D investments, assets in place, employee stock bonus, firm performance

5.

The Stock Closing Call and Futures Price Behavior: Evidence from the Taiwan Futures Market

Journal of Futures Markets, 27, 1003-1019. 2007
Posted: 08 May 2012
Hsiu-Chuan Lee, Cheng-Yi Chien and Yen-Sheng Huang
Ming Chuan University, Feng Chia University and National Taiwan University of Science and Technology

Abstract:

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Stock closing call, Stock index futures, Information asymmetry, Contagion effects

6.

Auction Designs and Futures Price Behavior: Evidence from the Taiwan Futures Market

Review of Futures Markets, 17, 259-316. 2009
Posted: 08 May 2012
Ming Chuan University, Feng Chia University, affiliation not provided to SSRN and National Taiwan University of Science and Technology

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Auction designs, Futures price behavior, Market microstructure

7.

The Extended Opening Session of Futures Market and Stock Price: Evidence from the Taiwan Stock Exchange

Review of Pacific Basin Financial Markets and Policies, 12, 403-416. 2009
Posted: 08 May 2012
Ming Chuan University, Feng Chia University, National Kaohsiung University of Science and Technology and National Taiwan University of Science and Technology

Abstract:

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Extended opening session of futures market, stock price behavior

8.

Hedging Performance and Stock Market Liquidity: Evidence from the Taiwan Futures Market

Asia-Pacific Journal of Financial Studies, 39,396-415. 2010
Posted: 08 May 2012
Hsiu-Chuan Lee and Cheng-Yi Chien
Ming Chuan University and Feng Chia University

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Hedging performance, Market conditions, Stock market liquidity

9.

Transparency and Price Discovery: Evidence from the Taiwan Stock Exchange

Journal of Statistics & Management Systems,10, 885-903. 2007
Posted: 08 May 2012
Cheng-Yi Chien, Hsiu-Chuan Lee and Yen-Sheng Huang
Feng Chia University, Ming Chuan University and National Taiwan University of Science and Technology

Abstract:

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Transparency, Price discovery, Market model, Taiwan Stock Exchange

10.

Determinants of New Taiwan Dollar Interest Rate Swap Spreads

Journal of Financial Studies, 2013
Posted: 08 May 2012
Ralph Lu, Yu-Chun Wang and Hsiu-Chuan Lee
Ming Chuan University - Department of Finance, affiliation not provided to SSRN and Ming Chuan University

Abstract:

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Swap spreads, Term structure of interest rates, Liquidity risk, Credit risk, Market conditions

11.

The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Returns Relations

Pacific-Basin Finance Journal, 18, 521-535. 2010
Posted: 08 May 2012
Wen-I Chuang and Hsiu-Chuan Lee
Department of Finance and Ming Chuan University

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Short-sales constraints, Liquidity, Sentiment indicator, Sentiment indicator