Access Statistics for Tao Chen

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cross‐country study on informed herding 0 0 0 0 0 0 1 3
Active Management and Price Efficiency of Exchange-traded Funds 0 0 0 24 0 0 0 66
Air pollution and CEO compensation: Evidence from China 0 0 2 11 0 0 3 38
Algorithmic Trading and Post-Earnings-Announcement Drift: A Cross-Country Study 0 0 3 13 2 10 19 43
Are crises sentimental? 0 0 1 2 0 0 1 18
Are individuals informed in global markets? 0 0 0 1 0 0 2 6
Common auditors and internal control similarity: Evidence from China 0 0 2 8 1 1 6 26
Country herding in the global market 1 1 2 7 1 1 3 19
DOES INVESTOR ATTENTION MATTER TO RENMINBI TRADING? 0 0 0 2 0 0 0 28
Delayed informed trades and opinion divergence: Evidence from earnings releases 0 0 0 0 0 0 1 3
Do Heterogeneous Beliefs Matter to Post‐announcement Informed Trading? 0 0 1 3 0 0 3 10
Does Country Matter to Investor Herding? Evidence from an Intraday Analysis 0 0 0 12 0 0 2 28
Does Warrant Trading Matter in Tracking Errors of China-Focused Exchange-Traded Funds? 0 0 1 7 0 1 2 86
Does news affect disagreement in global markets? 0 0 0 11 0 1 4 34
Does retail trading matter to price discovery? 0 0 0 2 0 0 2 11
Dragon CEOs and Firm Value 0 1 1 6 0 1 4 35
Environmental rule enforcement and cash holdings: Evidence from a natural experiment 0 1 1 6 0 2 3 20
Fiscal multipliers, monetary efficacy, and hand-to-mouth households 0 0 1 16 0 0 4 42
Herding on Ending Digits in Security Trading 0 0 0 6 1 1 1 38
Information content of inter-trade time on the Chinese market 1 1 1 27 1 1 1 136
Informational Efficiency: Which Institutions Matter? 0 0 0 31 0 0 0 115
Informed trading and earnings announcement driven disagreement in global markets 0 0 0 1 0 1 5 23
Intraday information efficiency on the Chinese equity market 0 0 0 34 2 2 3 205
Investor Attention and Global Stock Returns 1 3 9 28 1 4 16 73
Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements 2 2 2 5 2 2 10 17
Investor Protection and Post-Disclosure Disagreement: International Evidence 0 0 1 4 0 0 2 8
Logo Colour, Earnings Management and Firm Value 0 1 2 70 0 6 10 220
Lucky lots and unlucky investors 0 0 0 6 0 0 4 56
Mandatory R&D disclosure and analyst forecast Accuracy: Evidence from an emerging market 0 0 2 2 0 4 9 15
On the Use of International Commodity Futures Spread for Forecasting China's Net Imports of Commodities 0 0 0 5 0 0 1 43
Periodicity of trading activity in foreign exchange markets 0 0 1 7 0 0 4 27
Price discovery with and without trading on the Tokyo Stock Exchange 0 0 0 25 0 0 0 77
Price informativeness and institutional ownership: evidence from Japan 0 0 0 13 0 0 1 89
Round-number biases and informed trading in global markets 0 0 2 22 0 2 5 103
Round‐number biases on trading time: Evidence from international markets 0 0 0 9 0 0 4 26
Stock Return Anomalies from Ending-Digit Effects Around the World 0 0 0 8 0 0 0 24
Stock return predictability when growth and accrual measures are negatively correlated 0 0 1 3 0 0 2 16
Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions 0 0 2 4 0 1 6 11
THE 2007–2008 U.S. RECESSION: WHAT DID THE REAL-TIME GOOGLE TRENDS DATA TELL THE UNITED STATES? 0 0 1 35 0 0 2 111
The price impact of trade-size clustering: Evidence from an intraday analysis 0 1 2 10 0 3 8 35
Trade-size clustering and price efficiency 0 0 0 12 1 1 3 93
Trade‐size clustering and informed trading in global markets 0 0 0 8 1 1 3 20
Which institutions matter to short-term market efficiency in Japan? 0 0 0 14 0 0 0 83
Total Journal Articles 5 11 41 520 13 46 160 2,180

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05