135, Far-East Rd., Chung-Li
Taoyuan, ROC
Taiwan
Yuan Ze University
Information disclosure; Product market competition; Firm value
institutional ownership, stock price delay, market frictions, information asymmetry, information efficiency
disclosure quality, information rating, price delay, expected returns, Taiwan stock market
institutional investors; investment horizons; portfolio risk; portfolio characteristics
subordinate debts, bank capital, risks, regulation, China
Reset Option, Autocorrelation; MA(q) process, Delta Jump; Gamma Jump
Countercyclical Capital Buffers, Basel III, Pro-Cyclicality, Distance-to-Default, Sovereign Debt, Credit-to-GDP Ratio