2 Art�culos

Market Efficiency of Commercial Bank in Financial Crisis

Acceso

en l�nea

Han-Ching Huang,Yong-Chern Su,Tze-Yi Lin P�g. 756 - 764

This study investigates commercial bank market efficiency in financial crisis. We employ a time-varying GARCH model because volatility matters in financial crisis. The empirical results show a significant positive relation between contemporaneous order i... ver m�s

Revista: International Journal of Economics and Financial Issues Formato: Electr�nico

Tabla de contenido: Vol: 6 Num: 2 Par: 0 A�o: 2016

Speed of Convergence to Market Efficiency: Example of Top loser Stocks

Acceso

en l�nea

Han-Ching Huang,Yong-Chern Su,Chun-Chi Shih P�g. 591 - 601

This study investigates the convergence process toward efficiency of daily top losers. We find that significance of order imbalance coefficients decreases with increasing time interval, indicating evidences on convergence to market efficiency. A time-var... ver m�s

Revista: International Journal of Economics and Financial Issues Formato: Electr�nico

Tabla de contenido: Vol: 3 Num: 3 Par: 0 A�o: 2013

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