Yong-chern Su

National Taiwan University

1 Sec. 4, Roosevelt Road

Taipei 106, 106

Taiwan

SCHOLARLY PAPERS

7

DOWNLOADS

342

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Asymmetric GARCH Value at Risk of QQQQ

Number of pages: 27 Posted: 04 Feb 2010
Peiwen Chen, Chihsien Lin and Yong-chern Su
affiliation not provided to SSRN, National Taiwan University - Department of Finance and National Taiwan University
Downloads 137 (210,525)

Abstract:

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Value-at-Risk, GJR-GARCH, NA-GARCH, QQQQ

2.

Cross Return, Volatility and Order Imbalance in International Cross Listings

Number of pages: 25 Posted: 05 Mar 2010
Yong-chern Su, PeiShin Chen and Peiwen Chen
National Taiwan University, National Taiwan University - Department of Finance and affiliation not provided to SSRN
Downloads 59 (359,833)
Citation 1

Abstract:

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Convergence to Market Efficiency of Top Losers

Number of pages: 28 Posted: 19 Jan 2010
Yong-chern Su
National Taiwan University
Downloads 41 (429,548)

Abstract:

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market efficiency, order imbalance, top loser

Convergence to Market Efficiency of Top Losers

Number of pages: 28 Posted: 28 Nov 2010
National Taiwan University, Chung Yuan Christian University and National Taiwan University
Downloads 7 (628,700)

Abstract:

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4.

Evidence on the Speed of Convergence to Market Efficiency: Evidence from Stock Spin-Offs

Global Journal of Business Research, v. 9 (2) p. 1-8, 2015
Number of pages: 8 Posted: 08 Feb 2016
Han-Ching Huang, Yong-chern Su and Chun-E Shih
Chung Yuan Christian University, National Taiwan University and National Taiwan University
Downloads 47 (398,834)

Abstract:

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Spin-off, Order Imbalance, Market Efficiency, Volatility

5.

Bank Stock and Option Transmissions in Financial Crisis

The International Journal of Business and Finance Research, v. 9 (58) p. 17-23
Number of pages: 8 Posted: 29 Jan 2016
Han-Ching Huang, Yong-chern Su and Sheng-Jung Wu
Chung Yuan Christian University, National Taiwan University and National Taiwan University
Downloads 30 (467,781)

Abstract:

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Order Imbalance, Market Efficiency, Investment Bank, Commercial Bank, Financial Crisis, Option

6.

Dynamic Return-Order Imbalance Relationship Response to Leveraged Buyout Announcements

Global Journal of Business Research, v. 8 (2) p. 55-63, 2014
Number of pages: 9 Posted: 11 Dec 2014
Han-Ching Huang, Yong-chern Su and Yao-Hsuan Chang
Chung Yuan Christian University, National Taiwan University and National Taiwan University
Downloads 21 (516,588)

Abstract:

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Leveraged-buyout, Order Imbalance, Return, Volatility

7.

Dynamic Intraday Relations between Order Imbalance, Volatility and Return of Jump Losers

Posted: 19 Jan 2010
Yong-chern Su, HanChing Huang and Yen-Tzu Chen
National Taiwan University, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

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order imbalance, information asymmetry, volatility, causal relationship