Robin K. Chou

National Chengchi University

Professor

No. 64, Chih-Nan Road

Section 2

Wenshan, Taipei, 11623

Taiwan

  • National Chengchi University

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

14

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3,583

SSRN CITATIONS
Rank 19,025

SSRN RANKINGS

Top 19,025

in Total Papers Citations

39

CROSSREF CITATIONS

26

Scholarly Papers (14)

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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 376 (137,236)
Citation 16

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dynamic capital structure, speed of adjustment, corporate governance

2.

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 360 (143,960)
Citation 10

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Adverse Selection, Decimalization, Information Shares, Tick Size

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 358 (144,857)

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Index Futures, Market Quality, Transaction Tax

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 333 (156,553)
Citation 1

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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 332 (157,066)
Citation 3

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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 293 (179,301)
Citation 4

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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 280 (187,791)
Citation 1

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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 252 (208,714)
Citation 1

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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
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 245 (214,540)
Citation 2

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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 244 (215,379)

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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 222 (235,935)

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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 108 (427,161)
Citation 1

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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 107 (430,016)
Citation 1

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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 73 (546,614)
Citation 2

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Margins, Trading activity, Trader types, Liquidity, Volatility