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Publications

by members of

Taiwan Academy of Banking and Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Sun, David & Chow, Da-Ching, 2014, "Forgive, or Award, Your Debtor? - A Barrier Option Approach," MPRA Paper, University Library of Munich, Germany, number 44826, Jan, revised 06 Jan 2014.

2013

  1. Sun, David & Tsai, Shih-Chuan, 2013, "Diversifying Risks in Bond Portfolios: A Cross-border Approach," MPRA Paper, University Library of Munich, Germany, number 44767, Dec, revised 09 Jan 2014.

2011

  1. Sun, David & Tsai, Shih-Chuan & Wang, Wei, 2011, "Behavioral investment strategy matters: a statistical arbitrage approach," MPRA Paper, University Library of Munich, Germany, number 37281, Aug, revised 16 Jan 2012.

2010

  1. Lin, William & Sun, David & Tsai, Shih-Chuan, 2010, "Searching out of Trading Noise: A Study of Intraday Transactions Cost," MPRA Paper, University Library of Munich, Germany, number 28937, Jun, revised 14 Jan 2011.
  2. Lin, William & Tsai, Shih-Chuan & Sun, David, 2010, "Search costs and investor trading activity: evidences from limit order book," MPRA Paper, University Library of Munich, Germany, number 37284, Aug, revised Aug 2011.
  3. Lin, William & Sun, David & Tsai, Shih-Chuan, 2010, "Does trading remove or bring frictions?," MPRA Paper, University Library of Munich, Germany, number 37285, Aug, revised Jan 2011.

2009

  1. Lin, William & Tsai, Shih-Chuan & Sun, David, 2009, "What Causes Herding:Information Cascade or Search Cost ?," MPRA Paper, University Library of Munich, Germany, number 20217, Feb, revised 23 Jan 2010.

2008

  1. Lin, William & Tsai, Shih-Chuan & Sun, David, 2008, "Price informativeness and predictability: how liquidity can help," MPRA Paper, University Library of Munich, Germany, number 20226, Feb, revised 18 Oct 2009.

2007

  1. Lin, William & Sun, David, 2007, "Liquidity-adjusted benchmark yield curves: a look at trading concentration and information," MPRA Paper, University Library of Munich, Germany, number 37282, Dec.
  2. Sun, David & Lin, William T. & Nieh, Chien-Chung, 2007, "Long run credit risk diversification: empirical decomposition of corporate bond spreads," MPRA Paper, University Library of Munich, Germany, number 37283, Oct, revised Jul 2008.

2006

  1. Lin, William & Sun, David, 2006, "Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels," MPRA Paper, University Library of Munich, Germany, number 37288, Sep, revised Jun 2007.

Journal articles

2022

  1. Elisabetta Cameroni & John E. Bowen & Laura E. Rosen & Christian Saliba & Samantha K. Zepeda & Katja Culap & Dora Pinto & Laura A. VanBlargan & Anna Marco & Julia Iulio & Fabrizia Zatta & Hannah Kaise, 2022, "Broadly neutralizing antibodies overcome SARS-CoV-2 Omicron antigenic shift," Nature, Nature, volume 602, issue 7898, pages 664-670, February, DOI: 10.1038/s41586-021-04386-2.

2013

  1. David S. Sun & Shih-Chuan Tsai & Wei Wang, 2013, "Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S3, pages 47-61, July.

2012

  1. 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, Taylor & Francis Journals, volume 48, issue 3, pages 4-30, May.
  2. William T. Lin & David S. Sun & Shih-Chuan Tsai, 2012, "Does Trading Remove or Cause Friction?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue S4, pages 33-53, November.

2011

  1. William Lin & Shih-Chuan Tsai & David Sun, 2011, "Price informativeness and predictability: how liquidity can help," Applied Economics, Taylor & Francis Journals, volume 43, issue 17, pages 2199-2217, DOI: 10.1080/00036840903153812.

2009

  1. William Lin & David Sun, 2009, "Are credit spreads too low or too high? A hybrid barrier option approach for financial distress," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 12, pages 1161-1189, December.

2007

  1. 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., volume 10, issue 04, pages 491-518, DOI: 10.1142/S0219091507001173.

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