Tai Ma

National Sun Yat-sen University

Professor

70 Lien-hai Rd.

Kaohsiung, 80743

Taiwan

http://www.finance.nsysu.edu.tw/teachers/matai/e-index.htm

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 26,802

SSRN RANKINGS

Top 26,802

in Total Papers Downloads

4,085

TOTAL CITATIONS

5

Scholarly Papers (12)

1.

Are Initial Return and IPO Discount the Same Thing? A Comparison of Direct Public Offerings and Underwritten Ipos

Number of pages: 23 Posted: 27 Feb 2002
Tai Ma and Pei Ru Tsai
National Sun Yat-sen University and National Sun Yat-sen University
Downloads 1,045 (46,238)
Citation 1

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Rational or Irrational? A Comprehensive Studies on Stock Market Crashes

Number of pages: 23 Posted: 26 Jan 2017
Tai Ma, Kuo Lee, Chien Lai and Yang Lee
National Sun Yat-sen University, National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Downloads 459 (133,186)

Abstract:

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stock market crash, macro-economics, market microstructure, herding behavior, investor attention, rational and irrational components, heterogeneous agent model, network analysis

Rational or Irrational? A Comprehensive Studies on Stock Market Crashes

Number of pages: 27 Posted: 21 Jun 2017
Tai Ma, Kuo Lee, Chien Lai and Yang Lee
National Sun Yat-sen University, National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Downloads 210 (307,733)

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stock market crash, macro-economics, market microstructure, herding behavior, investor attention, rational and irrational components, heterogeneous agent model, network analysis

3.

The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market

Number of pages: 24 Posted: 19 Oct 2001
Tai Ma, M.H. Hsieh and J.H. Chen
National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Downloads 552 (107,588)
Citation 3

Abstract:

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probability of informed trading, liquidity, efficiency, volatility

4.

What Determines the Discount for Private Equity Offerings - Ownership or Control Rights?

Number of pages: 27 Posted: 06 Mar 2007
National Sun Yat-sen University, National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Downloads 490 (124,539)

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Private placement, discount, private benefits.

5.

Measuring the Probability of Informed Trading in an Order-Driven Auction Market and a Comprehensive Analysis on the Determinants of Informed Trading

Number of pages: 36 Posted: 12 May 2004
Tai Ma and Josephine Yang
National Sun Yat-sen University and National Sun Yat-sen University
Downloads 385 (165,482)
Citation 1

Abstract:

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Probability of informed trading, market depth, spread, call market, insiders competition, information reservation

6.

Corporate Governance in Government-Linked Companies - Control Driven Or Performance Driven?

Number of pages: 34 Posted: 06 Mar 2007
Tai Ma and Hsin-Yi Yu
National Sun Yat-sen University and University of Edinburgh
Downloads 308 (210,474)

Abstract:

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Power Transition, Board Structure, Spoil System, Government-Linked Companies

7.

Effects of Price Limits on Informed Trading Strategies and Market Performances

Number of pages: 51 Posted: 10 Mar 2008 Last Revised: 27 Apr 2008
Tai Ma and Shu-Fan Hsieh
National Sun Yat-sen University and National Kaohsiung University of Science and Technology
Downloads 204 (317,667)

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Price limits, Stealthily trading, Information competitiveness

8.

Rational Expectations and Monetary Policy: A New Perspective on the Chinese Housing Market

Number of pages: 34 Posted: 24 May 2012 Last Revised: 13 Jun 2014
National Sun Yat-sen University - Department of Finance, National Sun Yat-sen University and National Sun Yat-sen University - Department of Finance
Downloads 175 (365,242)

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Rational Expectations; Monetary Policy; State Space Model; Market Regimes.

9.

Board Restructuring in Government-Linked Companies: Control Driven or Performance Driven?

Number of pages: 30 Posted: 08 Mar 2009
Tai Ma and Hsin-Yi Yu
National Sun Yat-sen University and National University of Kaohsiung
Downloads 152 (412,399)

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Power Transition, Corporate Governance, Board Structure, Spoil System, Government-Linked Companies, Powershift

10.

Why Do Insiders Sometimes Pay More and Sometimes Pay Less in Private Placements?

The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 35-52, 2012
Number of pages: 18 Posted: 06 Jan 2012
Yeh Ching Yi and Tai Ma
affiliation not provided to SSRN and National Sun Yat-sen University
Downloads 105 (550,174)

Abstract:

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Private placement discount, power index, control right, self-dealing, ownership structure

11.

What is the Real Relation between Cash Holdings and Stock Returns?

International Review of Economics and Finance 64 (2019) 513-528
Posted: 16 Mar 2013 Last Revised: 12 May 2022
Deakin University - Department of Finance, Independent Researcher, National Sun Yat-sen University, Tongji University and Hong Kong Polytechnic University

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Cash holdings; Accruals; Profitability; Net operating assets; Limits to arbitrage

12.

Does Information Content Necessarily Increase with Greater Pre-Trade Transparency?

Review of Pacific Basin Financial Markets and Policies, Vol. 11, No. 4, pp. 531-554, 2008
Posted: 22 Apr 2010
Yaling Lin and Tai Ma
National Sun Yat-sen University and National Sun Yat-sen University

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Pre-trade transparency, limit order book, information content, intraday analysis