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Liquidity shocks and intraday price reaction Journal article
Tao Chen. Liquidity shocks and intraday price reaction[J]. Journal of Financial Research, 2023, 46(2), 573-599.
Authors:  Tao Chen
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.5/2.0 | Submit date：2022/07/28
Liquidity Shocks  Price Impact  Uninformed Traders  Intraday Market Efficiency  
A comparative study of bank efficiency in three Chinese regions: Mainland China, Hong Kong, and Macao Journal article
Xinhua Gu, Zhaotong Lian, Lei Peng, Qingbin Zhao. A comparative study of bank efficiency in three Chinese regions: Mainland China, Hong Kong, and Macao[J]. Journal of Financial Research, 2022, 46(2), 547-571.
Authors:  Xinhua Gu;  Zhaotong Lian;  Lei Peng;  Qingbin Zhao
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:1.5/2.0 | Submit date：2022/08/31
Periodicity of trading activity in foreign exchange markets Journal article
Tao chen, Kam C. Chan, Haodong Chang. Periodicity of trading activity in foreign exchange markets[J]. Journal of Financial Research, 2022, 45(2), 445-465.
Authors:  Tao chen;  Kam C. Chan;  Haodong Chang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.5/2.0 | Submit date：2022/06/01
Clock‐time Periodicity  Foreign Exchange Markets  Price Discovery  
Interbank borrowing and bank liquidity risk Journal article
Li, Zongyuan, Lai, Rose Neng. Interbank borrowing and bank liquidity risk[J]. JOURNAL OF FINANCIAL RESEARCH, 2022, 45(1), 53-91.
Authors:  Li, Zongyuan;  Lai, Rose Neng
Favorite | TC[WOS]:3 TC[Scopus]:2  IF:1.5/2.0 | Submit date：2022/05/13
Interbank Market  Liquidity Risk  Market Discipline  
Round-number biases on trading time: Evidence from international markets Journal article
Tao Chen. Round-number biases on trading time: Evidence from international markets[J]. Journal of Financial Research, 2021, 44(3), 469-495.
Authors:  Tao Chen
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:1.5/2.0 | Submit date：2022/05/13