Robin K. Chou

National Chengchi University

Professor

No. 64, Chih-Nan Road

Section 2

Wenshan, Taipei, 11623

Taiwan

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 22,855

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Top 22,855

in Total Papers Downloads

3,342

SSRN CITATIONS
Rank 21,194

SSRN RANKINGS

Top 21,194

in Total Papers Citations

21

CROSSREF CITATIONS

26

Scholarly Papers (14)

1.

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 353 (125,628)
Citation 10

Abstract:

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Adverse Selection, Decimalization, Information Shares, Tick Size

2.

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 350 (127,143)

Abstract:

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Index Futures, Market Quality, Transaction Tax

3.

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 332 (134,294)
Citation 6

Abstract:

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dynamic capital structure, speed of adjustment, corporate governance

4.

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 322 (138,677)
Citation 1

Abstract:

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

5.

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 309 (144,773)
Citation 3

Abstract:

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

6.

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 276 (162,637)
Citation 4

Abstract:

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Index Futures, Trading Cost, Market Structure, Information Transmission

7.

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 266 (168,855)
Citation 1

Abstract:

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ECNs, Dealers, Order imbalance, Spread size

8.

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 240 (186,784)
Citation 1

Abstract:

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Decimalization, Front-running, Market Quality, Tick 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
National Chengchi University, National Central University, National Taiwan University and National Taiwan University - Department of Finance
Downloads 223 (200,343)
Citation 2

Abstract:

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Liquidity, Option price, Implied volatility curve, Hedging cost

10.

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 217 (205,503)

Abstract:

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

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 206 (215,665)

Abstract:

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

12.

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
National Chengchi University, George Mason University - Department of Finance, Feng Chia University and Barclays Capital
Downloads 96 (389,834)

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

13.

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 95 (392,473)
Citation 1

Abstract:

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

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 57 (519,391)
Citation 2

Abstract:

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Margins, Trading activity, Trader types, Liquidity, Volatility