Pei-Fang Hsieh : Citation Profile


Are you Pei-Fang Hsieh?

National Tsing Hua University

3

H index

2

i10 index

52

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   4 years (2009 - 2013). See details.
   Cites by year: 13
   Journals where Pei-Fang Hsieh has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 3 (5.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phs28
   Updated: 2020-02-08    RAS profile: 2013-10-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pei-Fang Hsieh.

Is cited by:

TSAI, WEI-CHE (3)

Fahlenbrach, Ruediger (2)

Lee, Yi-Tsung (2)

Aggarwal, Raj (2)

Kirby, Chris (2)

Song, Wonho (1)

Park, Seongkyu (Gilbert) (1)

Sharma, Susan (1)

Tiwari, Aviral (1)

Saldias, Martin (1)

Narayan, Paresh (1)

Cites to:

Cao, Charles (6)

Chen, Zhiwu (5)

pan, jun (5)

Sarin, Atulya (3)

Shastri, Kuldeep (3)

Richards, Anthony (3)

Mayhew, Stewart (3)

Liu, Yu-Jane (2)

McInish, Thomas (2)

Odean, Terrance (2)

Stulz, René (2)

Main data


Where Pei-Fang Hsieh has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Recent works citing Pei-Fang Hsieh (2018 and 2017)


YearTitle of citing document
2017Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market. (2017). Mohibul, MD ; Islam, Anisul M. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:157--172.

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2019Forecasting securitys volatility using low-frequency historical data, high-frequency historical data and option-implied volatility. (2019). Cui, Xiangyu ; Zhang, Zhiyuan ; Zhou, Yong ; Yuan, Huiling. In: Papers. RePEc:arx:papers:1907.02666.

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2017Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2019Who has volatility information in the index options market?. (2019). Yang, Heejin ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:266-270.

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2018Retrieving aggregate information from option volume. (2018). Lin, William T ; Qiao, Shuai ; Zheng, Zhenlong ; Tsai, Shih-Chuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:220-232.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2018Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme. (2018). Ahmed, Abdullahi ; Huo, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:135-152.

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2019Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis. (2019). Tiwari, Aviral ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:24-:d:217055.

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2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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2018Liquidity of the Chinese Agricultural Futures Market and Its Impact on Futures Price—Based on High-Frequency Data. (2018). Xu, Yuanyuan ; Li, Chongguang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4579-:d:187752.

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2019Price discovery and price leadership of various investor types: evidence from Taiwan futures markets. (2019). Shiu, Cheng-Yi ; Lin, Ching-Ting ; Chen, Wei-Kuang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0760-3.

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2017Foreign Institutional Investors, Shareholding Change, and Corporate Governance. (2017). Ni, Yensen ; Huang, Paoyu ; Liao, Yulu. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:53:y:2017:i:4:p:764-775.

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Works by Pei-Fang Hsieh:


YearTitleTypeCited
2013The intraday behavior of information misreaction across various categories of investors in the Taiwan options market In: Journal of Financial Markets.
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article0
2009Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange In: Journal of Banking & Finance.
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article28
2010Information content of options trading volume for future volatility: Evidence from the Taiwan options market In: Journal of Banking & Finance.
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article16
2013The price impact of options and futures volume in after-hours stock market trading In: Pacific-Basin Finance Journal.
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article8

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