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David S. Sun

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Personal Details

First Name: David
Middle Name: S.
Last Name: Sun
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RePEc Short-ID: psu248

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Affiliation

Taiwan Academy of Banking and Finance
Location: Taipei, Taiwan
Homepage: http://www.tabf.org.tw/
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Handle: RePEc:edi:tabfttw (more details at EDIRC)

Works

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Working papers

  1. Sun, David & Tsai, Shih-Chuan & Wang, Wei, 2011. "Behavioral investment strategy matters: a statistical arbitrage approach," MPRA Paper 37281, University Library of Munich, Germany, revised 16 Jan 2012.
  2. Lin, William & Tsai, Shih-Chuan & Sun, David, 2010. "Search costs and investor trading activity: evidences from limit order book," MPRA Paper 37284, University Library of Munich, Germany, revised Aug 2011.
  3. Lin, William & Sun, David & Tsai, Shih-Chuan, 2010. "Searching out of Trading Noise: A Study of Intraday Transactions Cost," MPRA Paper 28937, University Library of Munich, Germany, revised 14 Jan 2011.
  4. Lin, William & Sun, David & Tsai, Shih-Chuan, 2010. "Does trading remove or bring frictions?," MPRA Paper 37285, University Library of Munich, Germany, revised Jan 2011.
  5. Lin, William & Tsai, Shih-Chuan & Sun, David, 2009. "What Causes Herding:Information Cascade or Search Cost ?," MPRA Paper 20217, University Library of Munich, Germany, revised 23 Jan 2010.
  6. Lin, William & Tsai, Shih-Chuan & Sun, David, 2008. "Price informativeness and predictability: how liquidity can help," MPRA Paper 20226, University Library of Munich, Germany, revised 18 Oct 2009.
  7. Sun, David & Lin, William & Nieh, Chien-Chung, 2007. "Long run credit risk diversification: empirical decomposition of corporate bond spreads," MPRA Paper 37283, University Library of Munich, Germany, revised Jul 2008.
  8. Lin, William & Sun, David, 2007. "Liquidity-adjusted benchmark yield curves: a look at trading concentration and information," MPRA Paper 37282, University Library of Munich, Germany.
  9. Lin, William & Sun, David, 2006. "Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels," MPRA Paper 37288, University Library of Munich, Germany, revised Jun 2007.

Articles

  1. David S. Sun & Shih-Chuan Tsai & Wei Wang, 2013. "Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 49(S3), pages 47-61, July.
  2. William T. Lin & David S. Sun & Shih-Chuan Tsai, 2012. "Does Trading Remove or Cause Friction?," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 48(S4), pages 33-53, November.
  3. William T. Lin & Shih-Chuan Tsai & David S. Sun, 2012. "Search Costs and Investor Trading Activity: Evidence from Limit Order Books," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 48(3), pages 4-30, May.
  4. William Lin & Shih-Chuan Tsai & David Sun, 2011. "Price informativeness and predictability: how liquidity can help," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(17), pages 2199-2217.
  5. William T. Lin & David S. Sun, 2007. "Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 10(04), pages 491-518.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MST: Market Microstructure (2) 2010-02-05 2011-02-26. Author is listed

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