Ralph Lu

Ming Chuan University - Department of Finance

Taiwan

  • Ming Chuan University - Department of Finance

SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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1.

The Impact of the Sub-Prime Crisis on the Financial Performance of Investment and Commercial Banks

Number of pages: 25 Posted: 23 Aug 2010
Hao Fang and Ralph Lu
affiliation not provided to SSRN and Ming Chuan University - Department of Finance
Downloads 261 (121,404)

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Sub-Prime Crisis, Financial Performance, Investment Banks, Commercial Banks, Capital Adequacy

2.

Revisiting Early Warning Signals of Corporate Credit Default Using Linguistic Analysis

Number of pages: 47 Posted: 12 Feb 2013
Ralph Lu, Chung-Hua Shen and Yu-Chen Wei
Ming Chuan University - Department of Finance, National Taiwan University - Department of Finance and National Kaohsiung University of Science and Technology
Downloads 164 (187,985)

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Credit default, Financial distress, Early warning, Linguistic analysis, Media, Logistic regression

3.

Sentiment in Financial News and the Application of Portfolio Management

Number of pages: 44 Posted: 02 Apr 2013
Ralph Lu, Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Department of Finance, National Kaohsiung University of Science and Technology and National Taiwan University, Department of Finance, Students
Downloads 133 (223,508)

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Sentiment, News, Stock Returns, Linguistic Analysis, Portfolios

4.

Shocks from the Subprime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices

Number of pages: 30 Posted: 23 Aug 2010
Hao Fang, Ren-Guang Lue and Ralph Lu
affiliation not provided to SSRN, affiliation not provided to SSRN and Ming Chuan University - Department of Finance
Downloads 127 (231,628)

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Sub-Prime Crisis, Contagion Effects, ABX Index, CDS Index, Bond Index, VAR

5.

Information Contents of QFIIs' Cascades in the Taiwan Stock Market

Number of pages: 27 Posted: 16 Feb 2009
Hao Fang, Jehn-Yih Wong, Yu-Chun Wang and Ralph Lu
Ming Chuan University - School of Management, Ming Chuan University - School of Management, affiliation not provided to SSRN and Ming Chuan University - Department of Finance
Downloads 88 (298,241)
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informational cascades, herding, momentum trading, habit investing, QFIIs

6.

The Loan Herding of Chinese Banks for Industrial Lending and the Subsequent Economic Impact

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 33 Posted: 17 Feb 2014
Ralph Lu, Chung-Hua Shen and Hao Fang
Ming Chuan University - Department of Finance, National Taiwan University - Department of Finance and Hwa Hsia Institute of Technology - Department of Assets and Property Management
Downloads 74 (330,839)

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China, loan herding, characteristic herding, reputational herding, economic impact.

7.

The Aggregate News Confidence Index by Linguistic Analysis

Number of pages: 42 Posted: 18 Feb 2013
Ralph Lu, Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Department of Finance, National Kaohsiung University of Science and Technology and National Taiwan University, Department of Finance, Students
Downloads 64 (357,721)

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Confidence Index, News, Linguistic Analysis, Taiwan Stock Exchange, Portfolio Management

8.

The News Impact Around the Earnings Announcement with the Incorporation of Investor Types

Number of pages: 29 Posted: 26 Aug 2011
Yu-Chen Wei and Ralph Lu
National Kaohsiung University of Science and Technology and Ming Chuan University - Department of Finance
Downloads 52 (395,268)

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9.

To Follow or Not to Follow Peers’ Loan Decisions: Bank Loan Herding in Taiwan

Number of pages: 30 Posted: 16 Feb 2014
Ralph Lu, Chung-Hua Shen and Hao Fang
Ming Chuan University - Department of Finance, National Taiwan University - Department of Finance and Hwa Hsia Institute of Technology - Department of Assets and Property Management
Downloads 35 (460,859)

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Loan herding, lend herding, other cascade, habit lending, investigative herding.

10.

Exploration into Banks’ Herding on Industrial Loans in Taiwan

Number of pages: 24 Posted: 18 Feb 2013
Ralph Lu, Chung-Hua Shen and Hao Fang
Ming Chuan University - Department of Finance, National Taiwan University - Department of Finance and Hwa Hsia Institute of Technology - Department of Assets and Property Management
Downloads 33 (469,907)

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Bank loan, Investigative herding, Reputation herding, Characteristic herding, Habit loan

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investigative herding, informational herding, reputational herding, mutual fund, UK

12.

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

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