Robin K. Chou

National Chengchi University

Professor

No. 64, Chih-Nan Road

Section 2

Wenshan, Taipei, 11623

Taiwan

  • National Chengchi University

    • Email
    • Tel: +886-2-29393091 ext. 81016
SCHOLARLY PAPERS

14

DOWNLOADS
Rank 27,163

SSRN RANKINGS

Top 27,163

in Total Papers Downloads

3,972

TOTAL CITATIONS
Rank 19,877

SSRN RANKINGS

Top 19,877

in Total Papers Citations

49

Scholarly Papers (14)

Actions:
Email selected abstracts
1.

Corporate Governance and the Dynamics of Capital Structure: New Evidence

25th Australasian Finance and Banking Conference 2012
Number of pages: 47 Posted: 28 Aug 2012
Robin K. Chou, Yakai Chang and Tai-Hsin Huang
National Chengchi University, National Chengchi University and National Chengchi University (NCCU)
Downloads 465 (130,313)
Citation 22

Abstract:

Loading...

dynamic capital structure, speed of adjustment, corporate governance

2.

Short-Sale Constraints and Option Trading: Evidence from Reg SHO

Number of pages: 56 Posted: 15 Aug 2014 Last Revised: 18 Aug 2015
Sheng‐Syan Chen, Yi-Wen Chen and Robin K. Chou
National Chengchi University, National Chengchi University and National Chengchi University
Downloads 375 (167,025)
Citation 3

Abstract:

Loading...

Option Trading; Pilot Program; Reg SHO; Short-sale

3.

Transaction Tax and Market Quality of the Taiwan Stock Index Futures

Journal of Futures Market, Forthcoming
Number of pages: 38 Posted: 06 Jun 2006
Robin K. Chou and George H. K. Wang
National Chengchi University and George Mason University - Department of Finance
Downloads 373 (168,032)

Abstract:

Loading...

Index Futures, Market Quality, Transaction Tax

4.

Decimalization, Trading Costs, and Information Transmissions between Etfs and Index Futures

Number of pages: 40 Posted: 28 May 2004
Robin K. Chou and Huimin Chung
National Chengchi University and National Chiao-Tung University - Graduate Institute of Finance
Downloads 373 (168,032)
Citation 11

Abstract:

Loading...

Adverse Selection, Decimalization, Information Shares, Tick Size

5.

Robust Measurement of Size and Book-to-Market Premia

Number of pages: 28 Posted: 27 Jun 2003
Chih-Chiang Hsu and Robin K. Chou
National Central University at Taiwan - Department of Economics and National Chengchi University
Downloads 344 (183,715)
Citation 1

Abstract:

Loading...

Asset pricing, Quantile regression, Size and Book-to-Market effects

6.

The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

Number of pages: 53 Posted: 06 Apr 2013
Robin K. Chou, George H. K. Wang and Yun-Yi Wang
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads 305 (209,012)

Abstract:

Loading...

Individuals, Day trading, Foreign institutional trading, Trading strategies, Liquidity, Volatility

7.

The Relative Efficiencies of Price Execution between Singapore Exchange and Taiwan Futures Exchange

Number of pages: 33 Posted: 14 May 2001
Robin K. Chou and Jie-Haun Lee
National Chengchi University and National Chenchi University - Department of Finance
Downloads 302 (211,208)
Citation 4

Abstract:

Loading...

Index Futures, Trading Cost, Market Structure, Information Transmission

8.

An Empirical Investigation of Ecns and the Dealer Market: Order Imbalances and Spread Patterns

Number of pages: 41 Posted: 12 Jun 2002
Robin K. Chou, Gang Shyy and Mei Chen
National Chengchi University, National Central University - Department of Finance and National Central University - Department of Finance
Downloads 296 (215,693)
Citation 1

Abstract:

Loading...

ECNs, Dealers, Order imbalance, Spread size

9.

The Impact of Liquidity on Option Prices

Journal of Futures Markets 31(12):1116-1141.
Number of pages: 42 Posted: 17 Mar 2010 Last Revised: 23 Feb 2019
Robin K. Chou, Yu-Jen Hsiao, Yaw-Huei Wang and San-Lin Chung
National Chengchi University, National Central University, National Taiwan University and National Taiwan University - Department of Finance
Downloads 273 (234,434)
Citation 2

Abstract:

Loading...

Liquidity, Option price, Implied volatility curve, Hedging cost

10.

Decimalization and Market Quality

Number of pages: 46 Posted: 08 May 2003
Robin K. Chou and Wan-Chen Lee
National Chengchi University and Ching-Yun Institute of Technology
Downloads 267 (239,840)
Citation 1

Abstract:

Loading...

Decimalization, Front-running, Market Quality, Tick Size

11.

Decimalization and the ETFs and Futures Pricing Efficiency

Number of pages: 44 Posted: 08 Mar 2007
Wei-Peng Chen, Robin K. Chou and Huimin Chung
National Chiao-Tung University, National Chengchi University and National Chiao-Tung University - Graduate Institute of Finance
Downloads 250 (256,387)

Abstract:

Loading...

Arbitrage, Decimalization, E-mini futures, ETFs, Pricing efficiency

12.

Market Efficiency and Foreign Institutional Trading: Evidence from the Taiwan Futures Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 32 Posted: 22 Aug 2012 Last Revised: 31 Oct 2012
Robin K. Chou, Keng-Yu Ho and Pei-Shih (Pace) Weng
National Chengchi University, National Taiwan University - Department of Finance and National Dong Hwa University - Department of Finance
Downloads 127 (466,749)
Citation 1

Abstract:

Loading...

Foreign institution, Market efficiency, Liquidity cost, Limit order, Order aggressiveness

13.

The Impacts of Large Trades by Trader Types on Intraday Futures Prices: Evidence from the Taiwan Futures Exchange

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 42 Posted: 22 Aug 2010 Last Revised: 29 Nov 2010
Robin K. Chou, George H. K. Wang, Yun-Yi Wang and C. Johan Bjursell
National Chengchi University, George Mason University - Department of Finance, Feng Chia University and Barclays Capital
Downloads 127 (466,749)
Citation 1

Abstract:

Loading...

Large Trades, Trader Types, Total Price Effects, Liquidity Effects, Information Effects, Futures Price Behavior

14.

The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 54 Posted: 26 Jul 2014
Robin K. Chou, George H. K. Wang and Yun-Yi Wang
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads 95 (576,684)
Citation 2

Abstract:

Loading...

Margins, Trading activity, Trader types, Liquidity, Volatility