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David S. Sun

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First Name:David
Middle Name:S.
Last Name:Sun
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RePEc Short-ID:psu248
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Location: Taipei, Taiwan
Homepage: http://www.tabf.org.tw/
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Handle: RePEc:edi:tabfttw (more details at EDIRC)
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  1. Sun, David & Chow, Da-Ching, 2014. "Forgive, or Award, Your Debtor? - A Barrier Option Approach," MPRA Paper 44826, University Library of Munich, Germany, revised 06 Jan 2014.
  2. Sun, David & Tsai, Shih-Chuan, 2013. "Diversifying Risks in Bond Portfolios: A Cross-border Approach," MPRA Paper 44767, University Library of Munich, Germany, revised 09 Jan 2014.
  3. 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.
  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, 2010. "Search costs and investor trading activity: evidences from limit order book," MPRA Paper 37284, University Library of Munich, Germany, revised Aug 2011.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  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., 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., 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., 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, vol. 43(17), pages 2199-2217.
  5. 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., vol. 29(12), pages 1161-1189, December.
  6. 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., vol. 10(04), pages 491-518.
5 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
  2. NEP-RMG: Risk Management (1) 2014-01-17

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