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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  
The Effect of Stock Market Indexing on Option Price Efficiency Presentation
会议地点: University of New South Wales (Presented by Coauthor), 报告日期: 2021-10-01
Authors:  Eric C. Chang;  Li Ge;  Tse-Chun Lin;  Xiaorong Ma
Favorite |  | Submit date：2022/08/31
Stock Indexing Effect  Option Price Efficiency  Options Market Liquidity  Russell Index Reconstitution  Local Linear Regressions  
Modeling the Economic Effect of Statutory Taxation on Gaming Hospitality Journal article
Gu, Xinhua, Sheng, Li, Yuen, Chun Yip, Lei, Chun Kwok. Modeling the Economic Effect of Statutory Taxation on Gaming Hospitality[J]. Journal of Hospitality and Tourism Research, 2021, 45(2), 325-344.
Authors:  Gu, Xinhua;  Sheng, Li;  Yuen, Chun Yip;  Lei, Chun Kwok
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:4.4/5.0 | Submit date：2021/12/07
Casino Taxation  Economic Efficiency  Export Tariff  Price Elasticity  Tourism & Hospitality  
Modeling the economic effect of statutory taxation on gaming hospitality Journal article
Gu, X. H., Sheng, L., Yuen, C. Y., Lei, C. K.. Modeling the economic effect of statutory taxation on gaming hospitality[J]. Journal of Hospitality & Tourism Research (SSCI Q1 on the publication date), 2021, 45(2), 325-344.
Authors:  Gu, X. H.;  Sheng, L.;  Yuen, C. Y.;  Lei, C. K.
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:4.4/5.0 | Submit date：2022/06/20
Casino Taxation  Export Tariff  Price Elasticity  Economic Efficiency  Tourism & Hospitality  
Modeling the economic effect of statutory taxation on gaming hospitality Journal article
Gu, X. H., Sheng, L., Yuen, C. Y., Lei, C. K.. Modeling the economic effect of statutory taxation on gaming hospitality[J]. Journal of Hospitality & Tourism Research (SSCI Q1 on the publication date), 2021, 45(2), 325-344.
Authors:  Gu, X. H.;  Sheng, L.;  Yuen, C. Y.;  Lei, C. K.
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:4.4/5.0 | Submit date：2022/06/20
Casino Taxation  Export Tariff  Price Elasticity  Economic Efficiency  Tourism & Hospitality  
Trade-size clustering and price efficiency Journal article
Tao Chen. Trade-size clustering and price efficiency[J]. Japan and the World Economy, 2019, 49, 195-203.
Authors:  Tao Chen
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.3/1.3 | Submit date：2019/12/02
Size Clustering  Stealth Trading  Price Efficiency  
The Loud Silence of Suppressed Short-Sale Demand Journal article
Jinjuan Ren, Yinghui Yu. The Loud Silence of Suppressed Short-Sale Demand[J]. SSRN Electronic Journal, 2018.
Authors:  Jinjuan Ren;  Yinghui Yu
Favorite | TC[Scopus]:0 | Submit date：2019/10/02
Short-sale Demand  Chinese Market  Price Efficiency  Overvaluation