This study examines the relationships between price limit changes and market quality in the
Taiwan Stock Exchange taking into account limit hits, order choices, and firm characteristics …

In this paper, we propose a new window dressing index, Simulation Return Rank Gap, and
show it improves over the two popular fund window dressing indexes, Backward Holding …

This study examines the relationships among window dressing (WD), portfolio
concentration, fund flows, and fund performance in Taiwan's equity fund industry. Our …

Analyzing firms listed on the Taiwan Stock Exchange, this research examines whose trades
move stock prices. To emphasize the roles of different types of investors, we construct the …

This paper examines how analyst recommendations and investors' herding influence stock
returns and trading performance. Different types of investors display distinct herding …

This paper examines order price clustering, size clustering, and stock price movements in an
active emerging country's equities market, the Taiwan Stock Exchange (TWSE). We first …

Yatırım fonu yöneticilerinin özel bilgi veya yeteneklerine dayalı olarak izleyebilecekleri
yatırım stratejileri yatırım fonlarının performansına ilişkin farklı bir karşılaştırma imkânı …

This study is the first to examine the efficacy of the Cumulative Prospect Theory value of the
past return (CPTV) to explain fund flow in emerging markets funds by considering the impact …

We investigate whether the regulatory improvements made in the aftermath of the global
financial crisis have been effective in limiting bank downward window dressing by means of …

This study examines the relationships among price limit changes, order submission
decisions, and stock returns in the Taiwan Stock Exchange. Specifically, we first investigate …