Shih-Chuan Tsai

National Taiwan Normal University

No. 162, Section 1

Heping East Road

Taipei City, Da’an District 106

Taiwan

  • National Taiwan Normal University

SCHOLARLY PAPERS

7

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361

TOTAL CITATIONS

0

Scholarly Papers (7)

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1.

Searching Out of Trading Noise: A Study of Intraday Transactions Cost

Number of pages: 26 Posted: 27 Mar 2011
William T. LIn, David S. Sun and Shih-Chuan Tsai
Tamkang University - Banking & Finance, Kainan University and National Taiwan Normal University
Downloads 101 (535,539)

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Noise, transaction cost, herding, search model, order book

2.

Does Trading Remove or Bring Frictions?

Emerging Markets Finance and Trade, Volume 48, Supplement 4, 33 - 53
Number of pages: 26 Posted: 12 Mar 2012 Last Revised: 03 Dec 2013
William T. LIn, David S. Sun and Shih-Chuan Tsai
Tamkang University - Banking & Finance, Kainan University and National Taiwan Normal University
Downloads 99 (542,972)

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noise, transaction cost, herding, search model, order book

3.

Price Informativeness and Predictability: How Liquidity Can Help

Applied Economics, Vol. 43(17), 2199-2217.
Number of pages: 33 Posted: 23 Jan 2010 Last Revised: 01 Jun 2012
William T. LIn, Shih-Chuan Tsai and David S. Sun
Tamkang University - Banking & Finance, National Taiwan Normal University and Kainan University
Downloads 94 (561,451)

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Liquidity; Trading Concentration, Information Asymmetry, Information Transmission, Yield Curve Fitting

4.

Search Costs and Investor Trading Activity: Evidences from Limit Order Book

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 23 Posted: 12 Mar 2012 Last Revised: 26 Apr 2013
William T. LIn, Shih-Chuan Tsai and David S. Sun
Tamkang University - Banking & Finance, National Taiwan Normal University and Kainan University
Downloads 67 (679,816)

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Liquidity, search model, limit order book, market depth, execution cost

5.

Diversifying Risks in Bond Portfolios: A Cross-Border Approach

Journal of Fixed Income, Vol. 26, No. 1, 2016
Posted: 05 Mar 2013 Last Revised: 03 Mar 2017
David S. Sun and Shih-Chuan Tsai
Kainan University and National Taiwan Normal University

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bond pricing, credit spread, diversifiable risk, cointegration, heterogeneous panels, pooled mean group estimation

6.

Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach

Emerging Markets Finance and Trade, Vol. 49, No. Supp. 3, 2013
Posted: 12 Mar 2012 Last Revised: 03 Dec 2013
David S. Sun, Shih-Chuan Tsai and Wei Wang
Kainan University, National Taiwan Normal University and Jhe Jiang University - School of Economics

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Momentum Strategy, Statistical Arbitrage, Market State, Disposition Effect

7.

What Causes Herding: Information Cascade or Search Cost?

Posted: 23 Jan 2010 Last Revised: 03 Dec 2013
William T. LIn, Shih-Chuan Tsai and David S. Sun
Tamkang University - Banking & Finance, National Taiwan Normal University and Kainan University

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Herding, information cascade, search model, order book