Search Results - Hsieh, Wen-liang Gideon

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  1. 1
    Liquidity Commonality in Individuals' Order Flows: New Evidence from the Taiwanese Stock Market

    Liquidity Commonality in Individuals' Order Flows: New Evidence from the Taiwanese Stock Market by Hsieh, Wen-liang Gideon, Lin, Yuan-yi

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  2. 2
    Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance

    Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance by Hsieh, Wen-liang Gideon, Lee, Chin-Shen

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  3. 3
    Expiration-day effects on individual stocks and the overall market: Evidence from Taiwan

    Expiration-day effects on individual stocks and the overall market: Evidence from Taiwan by Hsieh, Wen-Liang Gideon

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  4. 4
    The impact of execution delay on the profitability of put-call-futures trading strategies-Evidence from Taiwan

    The impact of execution delay on the profitability of put-call-futures trading strategies-Evidence from Taiwan by Chiou, Jong-Rong, Hsieh, Wen-Liang Gideon, Lin, Yuan-Yi

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  5. 5
    Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts

    Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts by Chu, Quentin C., Hsieh, Wen-Liang Gideon

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  6. 6
    Regulatory changes and information competition: The case of Taiwan index futures

    Regulatory changes and information competition: The case of Taiwan index futures by Hsieh, Wen-liang Gideon

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  7. 7
    Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs

    Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs by Chu, Quentin C., Hsieh, Wen-liang Gideon, Tse, Yiuman

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  8. 8
    Regulatory changes and information competition: the case of Taiwan index futures

    Regulatory changes and information competition: the case of Taiwan index futures by Hsieh, Wen-Liang Gideon

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