Tao Chen

Personal Details

First Name:	Tao
Middle Name:
Last Name:	Chen
Suffix:
RePEc Short-ID:	pch1000
	[This author has chosen not to make the email address public]

Affiliation

Faculty of Business Administration
University of Macau

Macau, Macao
https://fba.umac.mo/
RePEc:edi:fbmacmo (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Guo, Fei & Kit-Ming Yan, Isabel & Chen, Tao & Hu, Chun-Tien, 2023. "Fiscal multipliers, monetary efficacy, and hand-to-mouth households," Journal of International Money and Finance, Elsevier, vol. 130(C).

   Cited by:

   1. Victoria Baudisch & Matthias Neuenkirch, 2023. "Costly, but (Relatively) Ineffective? An Assessment of Germany’s Temporary VAT Rate Reduction during the Covid-19 Pandemic," CESifo Working Paper Series 10417, CESifo.
      • Victoria Baudisch & Matthias Neuenkirch, 2023. "Costly, but (Relatively) Ineffective? An Assessment of Germany’s Temporary VAT Rate Reduction During the Covid-19 Pandemic," Research Papers in Economics 2023-04, University of Trier, Department of Economics.
   2. Puonti, Päivi, 2023. "Effective Fiscal Policy in an Aging Economy: Evidence from a BVAR Analysis," ETLA Working Papers 110, The Research Institute of the Finnish Economy.
   3. Nikeel Nishkar Kumar & Arvind Patel & Navneel Shalendra Prasad & Shayal Nandani, 2023. "Loss aversion or hand-to-mouth behaviour in private consumption models," New Zealand Economic Papers, Taylor & Francis Journals, vol. 57(3), pages 247-259, September.

2. Tao Chen, 2022. "Delayed informed trades and opinion divergence: Evidence from earnings releases," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4556-4574, October.

   Cited by:

   1. Tao Chen & Andreas Karathanasopoulos, 2022. "Do Heterogeneous Beliefs Matter to Post‐announcement Informed Trading?," Abacus, Accounting Foundation, University of Sydney, vol. 58(4), pages 714-741, December.
   2. Chu-Lan Michael Kao & Emily Lin, 2023. "A new PIN model with application of the change-point detection method," Review of Quantitative Finance and Accounting, Springer, vol. 61(4), pages 1513-1528, November.

3. Kam C. Chan & Tao Chen & Baohua Liu & Junfeng Wu, 2022. "Air pollution and CEO compensation: Evidence from China," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 31(2), pages 448-469, April.

   Cited by:

   1. Yi Shen & Minghan Lyu & Jiali Zhu, 2022. "Air Pollution and Corporate Green Financial Constraints: Evidence from China’s Listed Companies," IJERPH, MDPI, vol. 19(22), pages 1-23, November.
   2. Chen, Sicen & Liu, Siyi & Zhang, Junsheng & Zhang, Pengdong, 2023. "The effect of extreme rainfall on corporate financing policies," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 670-685.

4. Tao Chen, 2021. "Does Country Matter to Investor Herding? Evidence from an Intraday Analysis," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(1), pages 56-64, January.

   Cited by:

   1. Tao Chen & Robert K. Larson & Han Mo, 2024. "Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 25(1), pages 92-110, January.
   2. Ahmed Jinjiri Bala & Aminu Hassan & Muhammad Liman Muhammad, 2024. "Do board characteristics matter in the relationship between intellectual capital efficiency and firm value? Evidence from the Nigerian oil and gas downstream sector," Future Business Journal, Springer, vol. 10(1), pages 1-24, December.

5. Chen, Tao, 2021. "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).

   Cited by:

   1. Tao Chen & Andreas Karathanasopoulos, 2022. "Do Heterogeneous Beliefs Matter to Post‐announcement Informed Trading?," Abacus, Accounting Foundation, University of Sydney, vol. 58(4), pages 714-741, December.
   2. Tao Chen, 2022. "Delayed informed trades and opinion divergence: Evidence from earnings releases," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4556-4574, October.
   3. Tao Chen, 2022. "Investor Protection and Post-Disclosure Disagreement: International Evidence," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-28, September.

6. Tan, Jianhua & Chen, Tao & Zhang, Peng & Chan, Kam C., 2021. "Environmental rule enforcement and cash holdings: Evidence from a natural experiment," Economic Modelling, Elsevier, vol. 103(C).

   Cited by:

   1. Gao, Yihong & Gao, Jiayan, 2023. "Employee protection and trade credit: Learning from China's social insurance law," Economic Modelling, Elsevier, vol. 127(C).
   2. Shu, Hao & Tan, Weiqiang & Wei, Ping, 2023. "Carbon policy risk and corporate capital structure decision," International Review of Financial Analysis, Elsevier, vol. 86(C).
   3. Francisco Salas-Molina & Juan A. Rodríguez-Aguilar & Montserrat Guillen, 2023. "A multidimensional review of the cash management problem," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-35, December.
   4. Weiping Li & Xiaoqi Chen & Tao Yuan, 2023. "Green credit policy and corporate cash holdings: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S2), pages 2875-2903, June.
   5. Deng, Lixing & Lai, Shaojie & Liu, Shiang & Pu, Xiaoling, 2022. "Social insurance premiums and corporate cash holdings: Evidence from social insurance law in China," Economic Modelling, Elsevier, vol. 114(C).
   6. Kong, Gaowen & Wang, Shuai & Wang, Yanan, 2022. "Fostering firm productivity through green finance: Evidence from a quasi-natural experiment in China," Economic Modelling, Elsevier, vol. 115(C).
   7. Li, Mengjie & Du, Weijian, 2022. "Opening the black box of capacity governance: Environmental regulation and capacity utilization of microcosmic firms in China," Economic Modelling, Elsevier, vol. 108(C).

7. Tao Chen, 2020. "Trade‐size clustering and informed trading in global markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 579-597, October.

   Cited by:

   1. Tao Chen, 2022. "Are individuals informed in global markets?," Empirical Economics, Springer, vol. 63(1), pages 243-263, July.
   2. Telli, Şahin & Zhao, Xufeng, 2023. "Clustering in Bitcoin balance," Finance Research Letters, Elsevier, vol. 55(PA).

8. Tao Chen, 2020. "Country herding in the global market," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 21(2), pages 174-185, April.

   Cited by:

   1. Tao Chen & Robert K. Larson & Han Mo, 2024. "Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 25(1), pages 92-110, January.
   2. Ooi Kok Loang & Zamri Ahmad, 2024. "Does Volatility Cause Herding in Malaysian Stock Market? Evidence from Quantile Regression Analysis," Millennial Asia, , vol. 15(2), pages 197-215, June.
   3. Tao Chen, 2022. "A cross‐country study on informed herding," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4336-4349, October.
   4. Monica Laura Zlati & Romeo Victor Ionescu & Valentin Marian Antohi, 2022. "Modelling the Vulnerability of Financial Accounting Systems during Global Challenges: A Comparative Analysis," Mathematics, MDPI, vol. 10(9), pages 1-21, April.
   5. Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis & Corbet, Shaen, 2021. "Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
   6. Fabio Della Rossa & Lorenzo Giannini & Pietro DeLellis, 2020. "Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-16, September.

9. Chen Tao, 2020. "Does retail trading matter to price discovery?," German Economic Review, De Gruyter, vol. 21(4), pages 475-492, December.

   Cited by:

   1. Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2023. "Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).

10. Tao Chen & Andreas Karathanasopoulos & Stanley Iat-Meng Ko & Chia Chun Lo, 2020. "Lucky lots and unlucky investors," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 735-751, February.

    Cited by:

    1. Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024. "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 93(C).
    2. Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021. "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, vol. 94(C), pages 170-183.

11. Chen, Tao, 2020. "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, vol. 109(C), pages 174-183.

    Cited by:

    1. Tao Chen, 2022. "Delayed informed trades and opinion divergence: Evidence from earnings releases," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4556-4574, October.
    2. Tao Chen, 2022. "Investor Protection and Post-Disclosure Disagreement: International Evidence," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-28, September.
    3. Zhang, Teng & Xu, Zhiwei, 2023. "The informational feedback effect of stock prices on corporate investments: A comparison of new energy firms and traditional energy firms in China," Energy Economics, Elsevier, vol. 127(PA).

12. Chen, Tao, 2019. "The price impact of trade-size clustering: Evidence from an intraday analysis," Journal of Business Research, Elsevier, vol. 101(C), pages 300-314.

    Cited by:

    1. Tao Chen, 2022. "Are individuals informed in global markets?," Empirical Economics, Springer, vol. 63(1), pages 243-263, July.
    2. Bao Doan & Duc Hong Vo, 2021. "Is there any information content of traded stocks in an emerging market? Evidence from Vietnam," International Economics, CEPII research center, issue 167, pages 78-87.
       • Doan, Bao & Vo, Duc Hong, 2021. "Is there any information content of traded stocks in an emerging market? Evidence from Vietnam," International Economics, Elsevier, vol. 167(C), pages 78-87.
    3. Chen, Tao, 2021. "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).
    4. Francesca Mariani & Maria Cristina Recchioni & Tai-Ho Wang & Roberto Giacalone, 2024. "Can market volumes reveal traders' rationality and a new risk premium?," Papers 2406.05854, arXiv.org.
    5. Tao Chen, 2021. "Round‐number biases on trading time: Evidence from international markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 469-495, September.

13. Chen, Tao, 2018. "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, vol. 92(C), pages 105-117.

    Cited by:

    1. Benjamin Patrick Evans & Sumitra Ganesh, 2024. "Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning," Papers 2402.00787, arXiv.org.
    2. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023. "Crypto Wash Trading," Management Science, INFORMS, vol. 69(11), pages 6427-6454, November.
       • Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2022. "Crypto Wash Trading," NBER Working Papers 30783, National Bureau of Economic Research, Inc.
       • Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021. "Crypto Wash Trading," Papers 2108.10984, arXiv.org.
    3. Tao Chen, 2022. "Investor Protection and Post-Disclosure Disagreement: International Evidence," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-28, September.
    4. Donglian Ma & Hisashi Tanizaki, 2022. "Intraday patterns of price clustering in Bitcoin," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-25, December.
    5. Ozcan, Timucin & Hair, Michael & Gunasti, Kunter, 2024. "How reaching numerical roundness on subgoals affects the completion of superordinate goals," Journal of Business Research, Elsevier, vol. 177(C).
    6. Chen, Tao, 2019. "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, vol. 49(C), pages 195-203.
    7. Chen, Tao, 2021. "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).
    8. Antonio, Fernando J. & Itami, Andreia S. & Dalmedico, Jônatas F. & Mendes, Renio S., 2022. "On the dynamics of reporting data: A case study of UFO sightings," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    9. Tao Chen, 2021. "Round‐number biases on trading time: Evidence from international markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 469-495, September.

14. Miao Luo & Tao Chen & Jun Cai, 2018. "Stock return predictability when growth and accrual measures are negatively correlated," China Finance Review International, Emerald Group Publishing Limited, vol. 9(3), pages 401-422, December.

    Cited by:

    1. Li, Dakai & Zhang, Fan & Li, Xuezhi, 2022. "Can U.S. trade policy uncertainty help in predicting stock market excess return?," Finance Research Letters, Elsevier, vol. 49(C).
    2. Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming, 2022. "Co-skewness and expected return: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).

15. Tao Chen, 2017. "Stock Return Anomalies from Ending-Digit Effects Around the World," Global Economic Review, Taylor & Francis Journals, vol. 46(4), pages 464-494, October.

    Cited by:

    1. Guglielmo Maria Caporale & Alex Plastun, 2020. "Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets," CESifo Working Paper Series 8783, CESifo.
    2. Guglielmo Maria Caporale & Alex Plastun, 2021. "Gold and oil prices: abnormal returns, momentum and contrarian effects," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 353-368, September.
       • Guglielmo Maria Caporale & Alex Plastun, 2020. "Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects," CESifo Working Paper Series 8445, CESifo.

16. Tao Chen, 2017. "Investor Attention and Global Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 18(3), pages 358-372, July.

    Cited by:

    1. Tihana Škrinjarić, 2019. "Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets," IJFS, MDPI, vol. 7(4), pages 1-30, October.
    2. Smales, L.A., 2021. "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 73(C).
    3. Shuhong Wang & Xiaojing Yi & Malin Song, 2023. "The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10955-10973, October.
    4. Smales, L.A., 2022. "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 79(C).
    5. Chong, Oiping & Bany- Ariffin, A.N. & Matemilola, Bolaji Tunde & McGowan, C.B., 2020. "Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    6. Minghua Dong & Xiong Xiong & Xiao Li & Dehua Shen, 2018. "Weibo Attention and Stock Market Performance: Some Empirical Evidence," Complexity, Hindawi, vol. 2018, pages 1-8, September.
    7. Duc Dang Thi Viet & Hoai Nguyen Thu & Nguyen Van Phuoc & Nguyen Dang Phong & Anh Nguyen Huong & Hai Ho Hong, 2024. "Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market," Economics and Business Review, Sciendo, vol. 10(1), pages 30-56, April.
    8. Imene Ben El Hadj Said & Skander Slim, 2022. "The Dynamic Relationship between Investor Attention and Stock Market Volatility: International Evidence," JRFM, MDPI, vol. 15(2), pages 1-25, February.
    9. Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022. "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-34, December.
    10. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024. "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, vol. 91(C).
    11. Chen, Zhongdong & Craig, Karen Ann, 2023. "Active attention, retail investor base, and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    12. Wang, Gaoshan & Yu, Guangjin & Shen, Xiaohong, 2021. "The effect of online environmental news on green industry stocks: The mediating role of investor sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    13. Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng, 2022. "Investor attention factors and stock returns: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    14. Zhang, Yongjie & Chu, Gang & Shen, Dehua, 2021. "The role of investor attention in predicting stock prices: The long short-term memory networks perspective," Finance Research Letters, Elsevier, vol. 38(C).
    15. Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021. "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    16. Qian Chen & Xiang Gao & Jianming Mo & Zhouling Xu, 2022. "Market Reaction to Local Attention around Earnings Announcements in China: Evidence from Internet Search Activity," IJFS, MDPI, vol. 10(4), pages 1-26, October.
    17. Oi-Ping Chong & A.N. Bany-Ariffin & Annuar Md Nassir & Junaina Muhammad, 2019. "An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 37-57.
    18. Cai, Haidong & Jiang, Ying & Liu, Xiaoquan, 2022. "Investor attention, aggregate limit-hits, and stock returns," International Review of Financial Analysis, Elsevier, vol. 83(C).
    19. Ahmad, Fawad & Oriani, Raffaele, 2022. "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, vol. 79(C).
    20. Huang, Yisu & Ma, Feng & Bouri, Elie & Huang, Dengshi, 2023. "A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns," International Review of Financial Analysis, Elsevier, vol. 87(C).
    21. Zheng, Yan & Wen, Fenghua & Deng, Hanshi & Zeng, Aiqing, 2022. "The relationship between carbon market attention and the EU CET market: Evidence from different market conditions," Finance Research Letters, Elsevier, vol. 50(C).
    22. Wang, Chen & Shen, Dehua & Li, Youwei, 2022. "Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective," Finance Research Letters, Elsevier, vol. 49(C).

17. Tao Chen & Erin Pik Ki So & Liang Wu & Isabel Kit Ming Yan, 2015. "The 2007–2008 U.S. Recession: What Did The Real-Time Google Trends Data Tell The United States?," Contemporary Economic Policy, Western Economic Association International, vol. 33(2), pages 395-403, April.

    Cited by:

    1. Chi, Tsung-Li & Liu, Hung-Tsen & Chang, Chia-Chien, 2023. "Hedging performance using google Trends–Evidence from the indian forex options market," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 107-123.
    2. Shuaizhang Feng & Jiandong Sun, 2020. "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," Working Papers 2020-029, Human Capital and Economic Opportunity Working Group.
    3. Askitas, Nikos & Zimmermann, Klaus F., 2015. "The Internet as a Data Source for Advancement in Social Sciences," IZA Discussion Papers 8899, Institute of Labor Economics (IZA).
       • Nikolaos Askitas & Klaus F. Zimmermann, 2015. "The Internet as a Data Source for Advancement in Social Sciences," RatSWD Working Papers 248, German Data Forum (RatSWD).
       • Nikolaos Askitas & Klaus F. Zimmermann, 2015. "The internet as a data source for advancement in social sciences," International Journal of Manpower, Emerald Group Publishing Limited, vol. 36(1), pages 2-12, April.
    4. Muhammad Omar & Arif Mehmood & Gyu Sang Choi & Han Woo Park, 2017. "Global mapping of artificial intelligence in Google and Google Scholar," Scientometrics, Springer;Akadémiai Kiadó, vol. 113(3), pages 1269-1305, December.
    5. Bulut Levent & Dogan Can, 2018. "Google Trends and Structural Exchange Rate Models for Turkish Lira–US Dollar Exchange Rate," Review of Middle East Economics and Finance, De Gruyter, vol. 14(2), pages 1-12, August.
    6. Maas, Benedikt, 2019. "Short-term forecasting of the US unemployment rate," MPRA Paper 94066, University Library of Munich, Germany.
       • Benedikt Maas, 2020. "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
    7. France, Stephen L. & Shi, Yuying & Kazandjian, Brett, 2021. "Web Trends: A valuable tool for business research," Journal of Business Research, Elsevier, vol. 132(C), pages 666-679.
    8. Feng, Shuaizhang & Sun, Jiandong, 2020. "Misclassification-errors-adjusted Sahm Rule for Early Identification of Economic Recession," GLO Discussion Paper Series 523, Global Labor Organization (GLO).
    9. Karolien Lenaerts & Miroslav Beblavý & Brian Fabo, 2016. "Prospects for utilisation of non-vacancy Internet data in labour market analysis—an overview," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-18, December.
       • Karolien Lenaerts & Miroslav Beblavý & Brian Fabo, 2016. "Prospects for utilisation of non-vacancy Internet data in labour market analysis—an overview," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-18, December.
    10. Fabo, B., 2017. "Towards an understanding of job matching using web data," Other publications TiSEM b8b877f2-ae6a-495f-b6cc-9, Tilburg University, School of Economics and Management.
    11. Feng, Shuaizhang & Sun, Jiandong, 2020. "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," IZA Discussion Papers 13168, Institute of Labor Economics (IZA).
    12. Simionescu, Mihaela & Zimmermann, Klaus F., 2017. "Big Data and Unemployment Analysis," GLO Discussion Paper Series 81, Global Labor Organization (GLO).
    13. F. Kuchler & M. Bowman & M. Sweitzer & C. Greene, 2020. "Evidence from Retail Food Markets That Consumers Are Confused by Natural and Organic Food Labels," Journal of Consumer Policy, Springer, vol. 43(2), pages 379-395, June.
    14. Stephen L. France & Yuying Shi, 2017. "Aggregating Google Trends: Multivariate Testing and Analysis," Papers 1712.03152, arXiv.org, revised Mar 2018.
    15. Sun, Jiandong & Feng, Shuaizhang & Hu, Yingyao, 2021. "Misclassification errors in labor force statuses and the early identification of economic recessions," Journal of Asian Economics, Elsevier, vol. 75(C).
    16. Nicolas Woloszko, 2020. "Tracking activity in real time with Google Trends," OECD Economics Department Working Papers 1634, OECD Publishing.

18. Miao Luo & Tao Chen & Isabel Yan, 2014. "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 627-651, May.

    Cited by:

    1. Zhang, Qiyu & Zhang, Xiaoxiang & Chen, Ding & Strange, Roger, 2022. "Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments," International Review of Financial Analysis, Elsevier, vol. 79(C).
    2. Moonsoo Kang & Kiseok Nam, 2015. "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 551-572, April.
    3. Wei-Kuang Chen & Ching-Ting Lin & Cheng-Yi Shiu, 2019. "Price discovery and price leadership of various investor types: evidence from Taiwan futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 601-631, August.
    4. Shaio Yan Huang & Chao-Hsiung Lee & Lee-Hsien Pan & Bich Hanh Nguyen Thi, 2016. "IPO Initial Excess Return in an Emerging Market: Evidence from Vietnam’s Stock Exchanges," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-23, June.
    5. Thomas Pöppe & Michael Aitken & Dirk Schiereck & Ingo Wiegand, 2016. "A PIN per day shows what news convey: the intraday probability of informed trading," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1187-1220, November.
    6. Iwatsubo, Kentaro & Watkins, Clinton, 2021. "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
       • Kentaro Iwatsubo & Clinton Watkins, 2021. "The Changing Role of Foreign Investors in Tokyo Stock Price Formation," Discussion Papers 2106, Graduate School of Economics, Kobe University.
    7. Pereira da Silva, Paulo, 2021. "Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment," Journal of Multinational Financial Management, Elsevier, vol. 59(C).
    8. Man Jin & Huiting Tian & Subal C. Kumbhakar, 2020. "How to survive and compete: the impact of information asymmetry on productivity," Journal of Productivity Analysis, Springer, vol. 53(1), pages 107-123, February.
    9. Amon Chizema & Wei Jiang & Jing-Ming Kuo & Xiaoqi Song, 2020. "Mutual funds, tunneling and firm performance: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 355-387, July.
    10. William Cheung & Li Jiang, 2016. "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 123-140, January.
    11. Donald Lien & Pi-Hsia Hung, 2023. "Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 213-263, July.

19. Wang, Anxing & Zhou, Jimei & Chen, Tao, 2011. "Which institutions matter to short-term market efficiency in Japan?," Research in Economics, Elsevier, vol. 65(3), pages 164-179, September.

    Cited by:

    1. Jonnergård, Karin & von Koch, Christopher & Nilsson, Ola, 2020. "Information environment – An exploration and clarification of the concept based on prior literature," Advances in accounting, Elsevier, vol. 50(C).
    2. Mohammad Joarder & Monir Ahmed & Tahsina Haque & Syed Hasanuzzaman, 2014. "An empirical testing of informational efficiency in Bangladesh capital market," Economic Change and Restructuring, Springer, vol. 47(1), pages 63-87, February.

20. Tao Chen, 2009. "Informational Efficiency: Which Institutions Matter?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(2), pages 141-168, June.

    Cited by:

    1. Miao Luo & Tao Chen & Isabel Yan, 2014. "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 627-651, May.

21. Chen, Tao & Cai, Jun & Ho, Richard Y.K., 2009. "Intraday information efficiency on the Chinese equity market," China Economic Review, Elsevier, vol. 20(3), pages 527-541, September.

    Cited by:

    1. Yingyi Hu, 2019. "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market," Annals of Operations Research, Springer, vol. 281(1), pages 253-274, October.
    2. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018. "Stock market liquidity and trading activity: Is China different?," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 32-51.

22. Chen, Tao & Li, Jie & Cai, Jun, 2008. "Information content of inter-trade time on the Chinese market," Emerging Markets Review, Elsevier, vol. 9(3), pages 174-193, September.

    Cited by:

    1. Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016. "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 395-411.
    2. Chen, Tao & Cai, Jun & Ho, Richard Y.K., 2009. "Intraday information efficiency on the Chinese equity market," China Economic Review, Elsevier, vol. 20(3), pages 527-541, September.
    3. Doojin Ryu, 2017. "Comprehensive market microstructure model: considering the inventory holding costs," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 18(2), pages 183-201, March.
    4. Raymond P. H. Fishe & Richard Haynes & Esen Onur, 2022. "Resiliency in the E‐mini futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 5-23, January.
    5. Doojin Ryu, 2015. "Information content of inter-transaction time: A structural approach," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(4), pages 697-711, August.

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