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CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
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The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market
Lu, Yang-cheng; Fang, Hao; Nieh, Chien-chung - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10009629085
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Price transmission effect between GDRs and their underlying stocks : evidence from Taiwan
Chen, Shen-Yuan; Chou, Li-Chuan; Yang, Chau-chen - In: Review of quantitative finance and accounting 19 (2002) 2, pp. 181-213
Persistent link: https://www.econbiz.de/10001719976
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Impact of earnings, dividends and cash flows on stock returns : case of Taiwan's stock market
Chu, Eric LiLuan - In: Review of quantitative finance and accounting 9 (1997) 2, pp. 181-202
Persistent link: https://www.econbiz.de/10001590901
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Does the major market influence transfer? : alternative effect on Asian stock markets
Lin, Luke; Lin, Wen-Yuan - In: Review of quantitative finance and accounting 50 (2018) 4, pp. 1169-1200
Persistent link: https://www.econbiz.de/10011979370
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Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
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Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
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The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-li; Chen, Mei-ling - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 371-394
Persistent link: https://www.econbiz.de/10003600297
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Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka; Li, Wei - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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Valuation of complex financial instruments via basic components
Cheung, Joseph K.; Chung, Richard - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 163-176
Persistent link: https://www.econbiz.de/10001467552