Junmao Chiu

National Sun Yat-sen University-Department of Finance

Associate Professor of Finance

70 Lien-Hai Road

Kaohsiung

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

423

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

Journal of Futures Markets, Forthcoming
Number of pages: 38 Posted: 21 Dec 2011 Last Revised: 03 Aug 2012
Junmao Chiu, Huimin Chung and George H. K. Wang
National Sun Yat-sen University-Department of Finance, National Chiao-Tung University - Graduate Institute of Finance and George Mason University - Department of Finance
Downloads 187 (200,551)
Citation 1

Abstract:

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Liquidity Provision, Limit Order Market, Informed Traders, Individual Traders

2.

Liquidity Connectedness in the Foreign Exchange Market

Number of pages: 55 Posted: 08 Jul 2021
Junmao Chiu, Hsiu-Chuan Lee and Donald D. Lien
National Sun Yat-sen University-Department of Finance, Ming Chuan University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 108 (315,343)

Abstract:

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Liquidity connectedness; Currency risk; Carry-trade returns; FX market

3.

Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

Journal of Futures Markets, Forthcoming
Number of pages: 49 Posted: 24 Oct 2016 Last Revised: 02 Nov 2016
Junmao Chiu, Huimin Chung and George H. K. Wang
National Sun Yat-sen University-Department of Finance, National Chiao-Tung University - Graduate Institute of Finance and George Mason University - Department of Finance
Downloads 106 (313,352)

Abstract:

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Limit-order book; Order aggressiveness; Trading patience; Pre-trade transparency; Trader types

4.

The Effects of US Macroeconomic Surprises on the Term Structure of Emerging-market Sovereign Credit Default Swaps

Number of pages: 54 Posted: 18 Feb 2021
National Sun Yat-sen University, National Sun Yat-sen University-Department of Finance, National Dong Hwa University, affiliation not provided to SSRN and Oregon State University
Downloads 20 (635,758)

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Credit default swaps, Term structur, Spillover effect, Financial crisis.

5.

Givers or Receivers? Return and volatility spillovers between Fintech and the Traditional Financial Industry

Financial Research Letters, Forthcoming
Number of pages: 18
Yuxuan Chen, Junmao Chiu and Huimin Chung
affiliation not provided to SSRN, National Sun Yat-sen University-Department of Finance and affiliation not provided to SSRN
Downloads 2

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Fintech, financial markets spillovers, connectedness