D. Books and Monographs

Ma, Tai, "The Structure and Mechanisms of Taiwanese Stock Market" (in Chinese), Management Science Association, 1993.

E. Ministry of Science and Technology (MST) and Other Research Projects

1. An Investor-sentiment based IPO performance learning model: A Machine Learning Approach, 2019.06-2020.05 (MST Project)

2. Asset Pricing, Investor Types and Market trend: A Social Network and AI Approach, 2018.08-2019.07 (MST Project)

3. Construction of a machine learning sentiment index and data visualization platform using big data, text mining and network analysis, 2017.11-2018.10 (MST Project)

4. Explaining asset pricing, price trend pattern and market trading pattern from investor trading network topology, 2017.8-2018.7 (MST Project)

5. Taiwan Stock Exchange Investor Sentiment Indicators, 2016.10-2017.7 (TWSE Project)

6. A new measure of market fragility - can trading network structure explain futures market reflexivity ?, 2016.8-2017.7 (MST Project)

7. Trading Strategies Base On Big Data, Market Microstructure And Investor Behavior Analysis, 2015.11-2016.10 (MST Project)

8. Herding, Investor Attention, Google Search and Prediction of Market Crash, 2015.8-2016.7 (MST Project)

9. An International Study of Bubble Prediction in Stock markets: Models and Comparison, 2014.8-2016.7 (MST Project)

10. The Impact of High Frequency Trading on Market Quality and Asset Pricing , 2012.8.-2013.7.(NSC Project)

11. Charts, noise, fundamental, bubble and asset pricing: a heterogeneous agent model approach, 2011.8.-2012.7.(NSC Project)

12. Opinion Divergence, Investor Structure, Short Selling Constraint and Epidemic Liquidity Crunch: an International Empirical Analysis, 2009.8-2011.7. (NSC Project)

13. Feasibility Study on Multiple Listing Standards, 2009.1-20009.8. (TWSE Project)

14. What determines private placement discounts: monitoring, private benefit or behavioral effect?, 2008.8-2010.7. (NSC Project)

15. Bidders Herding, Auction Mechanisms and Performance: On Taiwan's Real Estate Auctions., 2008.8-2009.7.(NSC Project)

16. Evaluation of IPO Rules in Major Stock Markets: The Trend in Private and Public Placements, Taiwan Stock Exchange, 2007.10-2008.8. (TWSE Project)

17. A Dynamic Model of Insider's Disclosing Decision: Transparency v.s. Precision., 2006.8-2008.7.  (NSC Project)

18. Evaluation of the New Block Trading Mechanism in Taiwan Stock Exchange, 2006.2-2006.9. (TWSE Project)

19. A Model of Optimal Stabilizing Mechanism., 2004.8-2006.7. (NSC Project)

20. The Impact and Feasibility Study on Disclosing Open Interest information in Taiwan Futures Exchange, 2004.5.16-2004.11.15.(TFE Project)

21. Transparency, Trading Strategies and Market Performance: Theoretical Model and High Frequency Data Analysis, 2003.8-2004-7. (NSC Project)

22. Trading Mechanism and Price Discovery: Taiwan Emerging Stock Market vs. Auction Market, 2002.8-2003.7. (NSC Project)

23. The Impact of Internet on the Primary Market, 2001.2-2001.9. (TWSE Project)

24. Trading Time and Off Hours Trading: Investors Strategies, Price Formation and Market Performance, 2001.8-2002.7. (NSC Project)

25. The Impact of Internet Technology on the Primary and Secondary Stock Markets Performance, 2000.11-2001.10. (NSC Project)

26. Stabilization Fund, Rumors, Cross Holdings and Information Asymmetry, 1999.8-2001.7. (NSC Project)

27. The Determination of Underwriting Methods and It's Impact on IPO Discount: Auction, Bookbuilding and Lottery, 1998.8-1999.7. (NSC Project)

28. IPO Discount of State-owned Enterprises: An International Comparison, 1997.8-1998.7. (NSC Project)

29. Trading Mechanisms and Stock Market Performance: Cases of The Taiwan Stock Exchange and OTC Exchange, 1995.8-1997.7. (NSC Project)

30. The Impact of Exchange Rate and Interest Rate Changes on the Financial Decisions of the Taiwanese Firms in Mainland China, 1994.2-1995.7. (NSC Project)

31. Stock Surveillance Systems: International Comparison and Empirical Analysis on the Market Surveillance System in Taiwanese Stock Market, 1993.8-1994.7. (NSC Project)

32. The Causes of the 1987 Stock Market Crash, 1991.6-9. (NSC Project)

33. The Measures and Impact of Stabilization in the 1987 Market Crash, 1991.6-9. (NSC Project)

34. An Analysis of the Price Stabilizing Regulations of the Taiwan Stock Market, 1990.8-1991.7. (NSC Project)

35. A Study on the Liquidity of the Taiwan Stock Market, 1988.8-1989.7. (NSC Project)

36. The Impacts of Block Trading on the Taiwan Stock Exchange, 1986.8-1987.7. (NSC Project)

37. Inflation and Securities Returns: The Taiwan Case, 1985.8-1986.7. (NSC Project)

　

F. Other Technical Reports (in Chinese)

1. Ma, Tai, “The Impact of Internet on the Primary Stock Market”, Taiwan Stock Exchange, September 2002.

2. Ma, Tai, Yi-Huei Kao and Hsiu Chi, "A Study on the Effectiveness of the Criteria and Enforcement Measures of the Market Surveillance System in Taiwan", Research Project Report, Securities and Futures Institute, August, 2000.

3. Ma, Tai, Chris Y Liao and Ming-Hsien Wu, "The Structure and Trading Mechanisms of New Business Stock Markets in Europe and US", OTC Monthly Review, No 44 & 45, 2000.

4. Ma, Tai, "Unlisted Stock Market for Small Firms in Taiwan: A Feasibility Study", Research Project Report, Taipei Securities Dealers Association, April 1998.

5. Ma, Tai, "Re-examination of Mass Share Privatization Methods", Project Report 01-3003, Council for Economic Planning and Development, 1997.

6. Ma, Tai, "Feasibility Study on Public Lottery Issuance by Kaohsiung Municipal Government", Project Report, Bureau of Finance, Kaohsiung City, February 1995.

7. Ma, Tai, "Feasibility Study on ESOP in Taiwan", Project Report, Council of Labor Affairs, June 1994.

8. Ma, Tai, "Regulations and Practices Regarding Securities Information: The Cases of U.S., Japan and European Countries", Project Report, Securities and Exchange Commission, June 1993.

9. Ma, Tai, "Privatization of State-owned Enterprises in China and Taiwan", Project Report, Council of Mainland Affairs, May 1993.

10. Ma, Tai, "Evaluating the Alternatives of the Employee Share Allocation Plan for China Steel Corporation", Project Report, Labor Union of China Steel Corp., 1992.

11. Ma, Tai, "Evaluating the Management and Performance of the Revolving Medical Fund of Kaohsiung Municipal Government", Project Report, Research, Development and Evaluating Commission, Kaohsiung City, 1987.

12. Ma, Tai, "An Empirical Study of Inflation and Stock Returns", Securities Management, Vol.5, No. 4, 1987, pp. 11-16.

13. Ma, Tai, "Appraising the Financial Policies of China Steel Corporation", Project Report, China Steel Corporation, 1987.

14. Ma, Tai, "An Introduction to Options", Taiwan Securities Quarterly, 1985, pp.35-40.

15. Ma, Tai, "Do Block Tradings Increase Stock Volatility?", Taiwan Securities Quarterly, Vol.9, 1985, pp.33-37.