Wang, Janchung; Hsu, Hsinan - In: Review of Pacific Basin Financial Markets and Policies … 09 (2006) 04, pp. 639-660
This study examines how well the pricing model of Hsu and Wang (2004) explains the behavior of stock index futures prices for the developed markets (such as the S&P 500 index futures market) and the emerging markets (such as the Taiwan Futures Exchange (TAIFEX) Taiwan stock index futures...