Han-Ching Huang
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13 publications
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2140 downloads
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3397 views
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Intraday causality between order imbalance and return of speculative top losers
Yong-Chern Su , Shing-Yang Hu , Han-Ching Huang , Jun-Quei HsiehInvestment Management and Financial Innovations Volume 6, 2009 Issue #1
Views: 483 Downloads: 221 TO CITE -
Modeling value at risk of financial holding company: time varying vs. traditional models
Yong-Chern Su , Han-Ching Huang , Serena Wang -
Profitability and causality of order imbalance based trading strategy in hedge stocks
Yong-Chern Su , Han-Ching Huang , Chien-Chang ChiuInvestment Management and Financial Innovations Volume 7, 2010 Issue #1
Views: 448 Downloads: 1468 TO CITE -
An analysis of intraday return - order imbalance relation to stealth trading
Han-Ching HuangInvestment Management and Financial Innovations Volume 8, 2011 Issue #1 (cont.)
Views: 452 Downloads: 240 TO CITE -
Convergence to market efficiency for Taiwan 50 index added stocks
Han-Ching Huang , Pei-Shan TungInvestment Management and Financial Innovations Volume 8, 2011 Issue #2
Views: 416 Downloads: 134 TO CITE -
Certification announcement effect of financial holding company – a GARCH event study
Yong-Chern Su , Han-Ching Huang , He-Hua Ni -
Investment bank reputation in primary and secondary market makings
Yong-Chern Su , Han-Ching Huang , Hung-En Ku -
An analysis of prices, volumes, and bid-ask spreads surrounding the announcement of tender offers
Han-Ching Huang , Pei-Shan TungInvestment Management and Financial Innovations Volume 9, 2012 Issue #2
Views: 502 Downloads: 166 TO CITE -
Liquidity of financial options on GARCH option pricing in AMEX option market
Han-Ching Huang , Yong-Chern Su , Kai-Ming Cheng -
The speed of convergence to market efficiency on NASDAQ hedging stocks
Han-Ching Huang , Yong-Chern Su , Ming-Yu YangInvestment Management and Financial Innovations Volume 10, 2013 Issue #2
Views: 433 Downloads: 140 TO CITE -
International investment bank spillover efficiency in financial crisis
Han-Ching Huang , Yong-Chern Su , Fan-Wei Yeh -
The performance of imbalance-based trading strategy on tender offer announcement day
Han-Ching Huang , Yong-Chern Su , Yi-Chun LiuInvestment Management and Financial Innovations Volume 11, 2014 Issue #2
Views: 640 Downloads: 608 TO CITE -
The effect of enforcement intensity on illegal insider trading volume: the case of Taiwan
Han-Ching Huang , Jung-Tzu Chang doi: http://dx.doi.org/10.21511/imfi.13(2-1).2016.02Investment Management and Financial Innovations Volume 13, 2016 Issue #2 (cont. 1) pp. 141-148
Views: 912 Downloads: 202 TO CITEIn this paper, the authors examine the illegal insider trading volume and cumulative abnormal return by the relative variables of the amendment, the change of the securities price, the number of defendants, the penalty and the fine for insider who committed a crime, and the quality of concealed important information. Illegal insider trading is prohibited by the article 157-1 of Securities and Exchange Act in Taiwan. It has been amended three times to provide a sound and rigorous law and completely protect investors. The authors examine the illegal insider trading volume after the amendment to explore whether the Securities and Exchange Act is efficient enough to lower illegal insider trading. The authors find that the change of the securities price and the quality of concealed important information are the critical factors which affect the illegal insider trading volume and cumulative abnormal returns. Nevertheless, the relative variables of the amendment do not show significant effects
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