Emily Lin

St. John’s University

499, Sec. 4, Tam King Road

Tamsui District

New Taipei City, Taiwan 25135

Taiwan

http://www.sju.edu.tw/

National Chiao Tung University

1001 University Road

East District

Hsinchu, 300

Taiwan

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Scholarly Papers (1)

1.

Settlement Procedures and Stock Market Efficiency

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 41 Posted: 06 Sep 2014
Emily Lin and Carl R. Chen
St. John’s University and University of Dayton
Downloads 33 (474,678)

Abstract:

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Expiration-day effect, liquidity, market efficiency, price discovery, intraday seasonality, spillover, market depth