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Price discovery in the options markets : an application of put-call parity
Hsieh, Wen-liang G.; Lee, Chin-shen; Yuan, Shu-fang - In: The journal of futures markets 28 (2008) 4, pp. 354-375
Persistent link: https://www.econbiz.de/10003699412
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Price discovery in the options markets: An application of put-call parity
Hsieh, Wen-Liang G.; Lee, Chin-Shen; Yuan, Shu-Fang - In: The journal of futures markets 28 (2008) 4, pp. 354-375
Persistent link: https://www.econbiz.de/10007909352
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Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market
Chen, Chin-Ho; Chung, Huimin; Yuan, Shu-Fang - In: The journal of futures markets 34 (2014) 12, pp. 1122-1145
Persistent link: https://www.econbiz.de/10010508675
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Order aggressiveness, trading patience, and trader types in a limit order market
Chiu, Junmao; Chung, Huimin; Wang, George H. K. - In: The journal of futures markets 37 (2017) 11, pp. 1094-1123
Persistent link: https://www.econbiz.de/10011950949
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Decimalization, ETFs and futures pricing efficiency
Chen, Wei-Peng; Chou, Robin K.; Chung, Huimin - In: The journal of futures markets 29 (2009) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10003831070
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Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?
Chen, Wei-peng; Chung, Huimin - In: The journal of futures markets 32 (2012) 7, pp. 683-711
Persistent link: https://www.econbiz.de/10009554762
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Intraday liquidity provision by trader types in a limit order market : evidence from Taiwan index futures
Chiu, Junmao; Chung, Huimin; Wang, George H. K. - In: The journal of futures markets 34 (2014) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10010255481
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Price clustering in E-mini and floor-traded index futures
Chung, Huimin; Chiang, Shumei - In: The journal of futures markets 26 (2006) 3, pp. 269-295
Persistent link: https://www.econbiz.de/10003304001
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Has the introduction of S&P 500 ETF options LED to improvements in price discovery of SPDRs?
Chen, Wei‐Peng; Chung, Huimin - In: The journal of futures markets 32 (2012) 7, pp. 683-712
Persistent link: https://www.econbiz.de/10009964829
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Price clustering in E-mini and floor-traded index futures
Chung, Huimin; Chiang, Shumei - In: The journal of futures markets 26 (2006) 3, pp. 269-296
Persistent link: https://www.econbiz.de/10006809215