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Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns

Lai, Hung-Cheng; Wang, Kuan Min - In: Economic modelling 41 (2014), pp. 156-165

Persistent link: https://www.econbiz.de/10010438382

Algorithmic trading and market quality : evidence from the Taiwan index futures market

Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855

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Market overreaction and investment strategies

Han, Chulwoo; Hwang, Soosung; Ryu, Doojin - In: Applied economics 47 (2015) 52/54, pp. 5868-5885

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The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options

Lemmon, Michael L. - 2014

We find that the demand for stock option positions that increase exposure to the underlying is positively related to measures of investor sentiment and past market returns, while the demand for index options is invariant to these factors. These differences in trading patterns are reflected in...

Persistent link: https://www.econbiz.de/10013070183

New evidence that index traders did not drive bubbles in grain futures markets

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 42 (2017) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10011607640

The impacts of institutional and individual investors on the price discovery in stock index futures market : evidence from China

Xu, Feng; Wan, Difang - In: Finance research letters 15 (2015), pp. 221-231

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Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance

Kao, Erin H. - In: International review of economics & finance : IREF 20 (2011) 3, pp. 459-467

Persistent link: https://www.econbiz.de/10009304033

Overconfident individual day traders : evidence from the Taiwan futures market

Kuo, Wei-yu; Lin, Tse-chun - In: Journal of banking & finance 37 (2013) 9, pp. 3548-3561

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Trading behavior of institutional investors and stock index futures returns in Taiwan

Lai, Hung-Cheng; Wang, Kuan Min - In: The journal of behavioral finance : a publication of … 16 (2015) 4, pp. 311-326

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Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market

Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347

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