Shu-Feng Wang

National Central University, Department of Finance

Assistant Professor

No. 300, Jhongda Rd, Jhogli City, Taoyuan, Taiwan,

Jhongli, TY 32001

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

403

CITATIONS

0

Scholarly Papers (5)

Does a Firm's Takeover Vulnerability Cause its Stock Price to Deviate from Random Walks?

Number of pages: 41 Posted: 28 Sep 2005 Last Revised: 13 Apr 2013
Joon Chae, Dong Wook Lee and Shu-Feng Wang
Seoul National University, Korea University and National Central University, Department of Finance
Downloads 229 (110,291)

Abstract:

Takeover vulnerability, Noise trading, Information environment, Random Walk, Variance ratio

Does a Firm's Takeover Vulnerability Cause Its Stock Price to Deviate from Random Walks?

Number of pages: 41 Posted: 14 Mar 2011
Joon Chae, Dong Wook Lee and Shu-Feng Wang
Seoul National University, Korea University and National Central University, Department of Finance
Downloads 32 (398,886)

Abstract:

Takeover vulnerability, Noise trading, Information environment, Random Walk, Variance ratio

2.

Short-Selling with a Short Wait: Trade- and Account-Level Analyses in Korean Stock Market

Published: Pacific-Basin Finance Journal 38, 209-222, 2016
Number of pages: 38 Posted: 14 Feb 2015 Last Revised: 10 Feb 2017
Kuan-Hui Lee and Shu-Feng Wang
Seoul National University Business School and National Central University, Department of Finance
Downloads 37 (311,758)

Abstract:

Short selling; short cover; day trading; individual investor; emerging market; Korean stock market

3.

Do Foreign Short-Sellers Predict Stock Returns? Evidence from Daily Short-Selling in Korean Stock Market

Pacific-Basin Finance Journal 32, 56-75, 2015
Number of pages: 39 Posted: 19 Apr 2014 Last Revised: 16 Feb 2017
Kuan-Hui Lee and Shu-Feng Wang
Seoul National University Business School and National Central University, Department of Finance
Downloads 27 (370,530)

Abstract:

short-selling; foreign investor; emerging market; Korean stock market

4.

Do Individual Investors Make Money? Evidence from Proprietary Short-Selling Account Data in Korea

Number of pages: 53 Posted: 12 Sep 2014 Last Revised: 15 Sep 2014
Kuan-Hui Lee, Shu-Feng Wang and Min-Cheol Woo
Seoul National University Business School, National Central University, Department of Finance and Korea Exchange (KRX)
Downloads 19 (331,785)

Abstract:

Short-selling; short cover; individual investor; emerging market; Korean stock market

5.

Takeover Vulnerability and the Behavior of Short-Term Stock Returns

Journal of Corporate Finance, Forthcoming
Posted: 14 Apr 2013
Joon Chae, Dong Wook Lee and Shu-Feng Wang
Seoul National University, Korea University and National Central University, Department of Finance

Abstract:

Takeover vulnerability, Short-term price reversal, Overreaction, Price concession