Wen-Chyan Ke

National Taipei University-Department of Finance and Cooperative Management

Dept. of Finance

Taipei, Taiwan 100

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

492

SSRN CITATIONS
Rank 44,221

SSRN RANKINGS

Top 44,221

in Total Papers Citations

19

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

A Computing Bias in Estimating the Probability of Informed Trading - Supplement

Number of pages: 10 Posted: 08 Nov 2009 Last Revised: 14 May 2011
Hsiou-Wei William Lin and Wen-Chyan Ke
National Taiwan University - Department of International Business and National Taipei University-Department of Finance and Cooperative Management
Downloads 195 (277,925)
Citation 10

Abstract:

Loading...

Floating-point exception, Informed trading, Market microstructure

2.

Reducing the Impact of Trade Misclassification on Estimating the Probability of Informed Trading

Number of pages: 40 Posted: 25 Aug 2013
Wen-Chyan Ke and Hsiou-Wei William Lin
National Taipei University-Department of Finance and Cooperative Management and National Taiwan University - Department of International Business
Downloads 107 (451,485)

Abstract:

Loading...

Informed trading, Market microstructure, Trade classification

3.

Estimating PIN for Firms with High Levels of Trading — A Note

Number of pages: 15 Posted: 06 Nov 2014
National Taipei University-Department of Finance and Cooperative Management, National Taiwan Normal University and National Taiwan University - Department of International Business
Downloads 104 (460,785)

Abstract:

Loading...

Maximum likelihood; Scaled trade counts; Floating-point exception

4.

An Abductive-Reasoning Guide for Finance Practitioners — Supplement

Number of pages: 8 Posted: 25 Jun 2013
National Chengchi University (NCCU) - Department of Management Information Systems, National Taiwan University - Department of International Business and National Taipei University-Department of Finance and Cooperative Management
Downloads 86 (522,017)

Abstract:

Loading...

Abductive reasoning, Rule extraction, Neural networks, Linear/nonlinear programming

5.

The Impact of Mandatory Corporate Social Responsibility Reporting on Liquidity and Risk

Journal of Accounting Review (會計評論), Vol. 72, 2021, Nanyang Business School Research Paper No. 22-20
Posted: 07 Jun 2022 Last Revised: 22 Feb 2023
National Taipei College of Business, Deloitte Consulting (Pacific) Limited, Nanyang Technological University (NTU), Nanyang Business School and National Taipei University-Department of Finance and Cooperative Management

Abstract:

Loading...

Corporate social responsibility, Liquidity, Systematic risk, Non-systematic risk