Mei Chen

National Central University - Department of Finance

No. 300, Jhongda Rd, Jhogli City, Taoyuan, Taiwan,

Jhongli, TY 32001

Taiwan

  • National Central University - Department of Finance

SCHOLARLY PAPERS

2

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296

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

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 (219,035)
Citation 1

Abstract:

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ECNs, Dealers, Order imbalance, Spread size

2.

The Pitfall of Using Sharpe Ratio

Posted: 21 Nov 2003
Mei Chen and Pin-Huang Chou
National Central University - Department of Finance and National Central University

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Sharpe Ratio, Block Resampling, Investment Horizon