William T. LIn

Tamkang University - Banking & Finance

Professor

Department of Banking and Finance

Taiwan, 25137

Taiwan

  • Tamkang University - Banking & Finance

SCHOLARLY PAPERS

10

DOWNLOADS

548

TOTAL CITATIONS

0

Scholarly Papers (10)

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1.

Individual Investor Trading Around Earnings Announcements: Noise or Information? Evidence from an Emerging Market

Number of pages: 25 Posted: 31 Jan 2013
Zhijuan Chen, William T. LIn and Changfeng Ma
Zhejiang Gongshang University (ZJGSU), Tamkang University - Banking & Finance and Zhejiang Gongshang University (ZJGSU)
Downloads 108 (510,542)

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Individual investor, noise trading, information, net individual trading, return predictability, liquidity provision

2.

Searching Out of Trading Noise: A Study of Intraday Transactions Cost

Number of pages: 26 Posted: 27 Mar 2011
William T. LIn, David S. Sun and Shih-Chuan Tsai
Tamkang University - Banking & Finance, Kainan University and National Taiwan Normal University
Downloads 101 (535,539)

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Noise, transaction cost, herding, search model, order book

3.

Does Trading Remove or Bring Frictions?

Emerging Markets Finance and Trade, Volume 48, Supplement 4, 33 - 53
Number of pages: 26 Posted: 12 Mar 2012 Last Revised: 03 Dec 2013
William T. LIn, David S. Sun and Shih-Chuan Tsai
Tamkang University - Banking & Finance, Kainan University and National Taiwan Normal University
Downloads 99 (542,972)

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noise, transaction cost, herding, search model, order book

4.

Price Informativeness and Predictability: How Liquidity Can Help

Applied Economics, Vol. 43(17), 2199-2217.
Number of pages: 33 Posted: 23 Jan 2010 Last Revised: 01 Jun 2012
William T. LIn, Shih-Chuan Tsai and David S. Sun
Tamkang University - Banking & Finance, National Taiwan Normal University and Kainan University
Downloads 94 (561,451)

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Liquidity; Trading Concentration, Information Asymmetry, Information Transmission, Yield Curve Fitting

5.

Diversification with Idiosyncratic Credit Spreads: A Pooled Estimation on Heterogeneous Panels

Taiwan Banking and Finance Quarterly, Vol. 8, No. 2, 2007
Number of pages: 26 Posted: 23 Jan 2010
William T. LIn and David S. Sun
Tamkang University - Banking & Finance and Kainan University
Downloads 79 (623,182)

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bond pricing, credit spread, diversifiable risk, cointegration, heterogeneous panels, pooled

6.

Search Costs and Investor Trading Activity: Evidences from Limit Order Book

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 23 Posted: 12 Mar 2012 Last Revised: 26 Apr 2013
William T. LIn, Shih-Chuan Tsai and David S. Sun
Tamkang University - Banking & Finance, National Taiwan Normal University and Kainan University
Downloads 67 (679,816)

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Liquidity, search model, limit order book, market depth, execution cost

7.

Are Credit Spreads Too Low or Too High - A Hybrid Barrier Option Approach for Financial Distress

Journal of Futures Markets, Vol. 29, No. 12, pp. 1161-1189, 2009
Posted: 25 Jan 2010
William T. LIn and David S. Sun
Tamkang University - Banking & Finance and Kainan University

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Asymmetric threshold cointegration, barrier option, credit risk, diversifiable risk

8.

Long Run Credit Risk Diversification: Empirical Decomposition of Corporate Bond

Review of Securities and Futures Markets, Vol. 20, No. 2, 2008
Posted: 23 Jan 2010 Last Revised: 27 Jan 2010
David S. Sun, William T. LIn and Chien Chung Nieh
Kainan University, Tamkang University - Banking & Finance and Tamkang University

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bond pricing, cointegration, credit risk, credit spread, diversifiable risk

9.

What Causes Herding: Information Cascade or Search Cost?

Posted: 23 Jan 2010 Last Revised: 03 Dec 2013
William T. LIn, Shih-Chuan Tsai and David S. Sun
Tamkang University - Banking & Finance, National Taiwan Normal University and Kainan University

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Herding, information cascade, search model, order book

10.

Liquidity-Adjusted Benchmark Yield Curve: A Look at Trading Concentration and Information

Review of Pacific Basin Financial Markets and Policies (RPBFMP), Vol. 10, No. 4, 2007
Posted: 23 Jan 2010
William T. LIn and David S. Sun
Tamkang University - Banking & Finance and Kainan University

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Liquidity; trading concentration; information discovery; term structure;yield curve.