The stock closing call and futures price behavior : evidence from the Taiwan futures market
Year of publication: |
2007
|
---|---|
Authors: | Lee, Hsiu-chuan ; Chien, Cheng-yi ; Huang, Yen-sheng |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 10, p. 1003-1019
|
Subject: | Index-Futures | Index futures | Aktienmarkt | Stock market | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Taiwan | 2001-2003 |
-
Expiration-day effects on individual stocks and the overall market : evidence from Taiwan
Hsieh, Wen-liang Gideon, (2009)
-
Information content of investor trading behavior : evidence from Taiwan index options market
Lee, Yen-Hsien, (2016)
-
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai, (2022)
- More ...
-
Lee, Hsiu-chuan, (2009)
-
Lee, Hsiu-Chuan, (2012)
-
Auction Designs and Futures Price Behavior : Evidence from the Taiwan Futures Market
Lee, Hsiu-Chuan, (2012)
- More ...