Robin K. Chou

National Chengchi University

Professor

No. 64, Chih-Nan Road

Section 2

Wenshan, Taipei, 11623

Taiwan

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 14,177

SSRN RANKINGS

Top 14,177

in Total Papers Downloads

2,822

CITATIONS
Rank 16,913

SSRN RANKINGS

Top 16,913

in Total Papers Citations

20

Scholarly Papers (14)

1.

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

EFMA 2004 Basel Meetings Paper
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 321 (75,040)
Citation 4

Abstract:

Loading...

Adverse Selection, Decimalization, Information Shares, Tick Size

2.

Robust Measurement of Size and Book-to-Market Premia

EFMA 2003 Helsinki Meetings
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 297 (83,095)

Abstract:

Loading...

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

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 - Finance Area
Downloads 291 (78,519)
Citation 5

Abstract:

Loading...

Index Futures, Market Quality, Transaction Tax

4.

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

EFMA 2002 London Meetings
Number of pages: 41 Posted: 12 Jun 2002
Robin K. Chou, Gang Shyy and Mei Chen
National Chengchi University, National Central University at Taiwan - Department of Finance and National Central University at Taiwan - Department of Finance
Downloads 245 (102,642)
Citation 1

Abstract:

Loading...

ECNs, Dealers, Order imbalance, Spread size

5.

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 242 (88,602)

Abstract:

Loading...

dynamic capital structure, speed of adjustment, corporate governance

6.

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

EFMA 2001 Lugano Meetings
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 235 (102,642)
Citation 3

Abstract:

Loading...

Index Futures, Trading Cost, Market Structure, Information Transmission

7.

Decimalization and Market Quality

EFMA 2003 Helsinki Meetings
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 209 (117,111)

Abstract:

Loading...

Decimalization, Front-running, Market Quality, Tick Size

8.

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 161 (140,016)
Citation 3

Abstract:

Loading...

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

9.

The Impact of Liquidity on Option Prices

Number of pages: 42 Posted: 17 Mar 2010
National Chengchi University, National Central University at Taiwan, National Taiwan University and National Taiwan University - Department of Finance
Downloads 129 (171,195)
Citation 3

Abstract:

Loading...

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 - Finance Area and Feng Chia University
Downloads 123 (159,194)

Abstract:

Loading...

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

11.

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 75 (259,326)

Abstract:

Loading...

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

12.

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 Taiwan University, National Chengchi University and National Chengchi University
Downloads 72 (164,630)

Abstract:

Loading...

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

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
National Chengchi University, George Mason University - Finance Area, Feng Chia University and Barclays Capital
Downloads 62 (281,961)
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 - Finance Area and Feng Chia University
Downloads 29 (357,768)

Abstract:

Loading...

Margins, Trading activity, Trader types, Liquidity, Volatility

Other Papers (1)

Total Downloads: 76    Citations: 0
1.

The Effect of EPS on Capital Structure

Number of pages: 52 Posted: 18 Aug 2015
Yi-Wen Chen and Robin K. Chou
National Chengchi University and National Chengchi University
Downloads 0

Abstract:

Loading...

Earnings per share (EPS); Earnings management; Capital structure; Leverage