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Does index futures dominate index spot? : Evidence from Taiwan market

Lin, Ching-chung; Chen, Shen-yuan; Hwang, Dar-yeh; Lin, … - In: Review of Pacific Basin financial markets and policies 5 (2002) 2, pp. 255-275

Persistent link: https://www.econbiz.de/10001697447

A comparison of hedge effectiveness and price discovery between TAIFEX TAIEX index futures and SGX MSCI Taiwan index futures

Chen, Shen-yuan; Lin, Ching-chung; Chou, Pin-huang; … - In: Review of Pacific Basin financial markets and policies 5 (2002) 2, pp. 277-300

Persistent link: https://www.econbiz.de/10001697453

Contemporaneous and asymmetric volume-return relationship : cross-product evidence from an emerging market

Lin, Jung-chu - In: Investment management and financial innovations 13 (2016) 1, pp. 92-111

Persistent link: https://www.econbiz.de/10011630686

The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan

Lin, Ching-chung - In: Applied financial economics 18 (2008) 18/21, pp. 1657-1665

Persistent link: https://www.econbiz.de/10003800231

The predictive power of volatility models : evidence from the ETF market

Duan, Chang-wen; Lin, Jung-chu - In: Investment management and financial innovations 11 (2014) 2, pp. 100-110

Persistent link: https://www.econbiz.de/10010392825

The effects of high-tech companies' strategic alliance announcements on the stock sprices of the relevant companies : a comparative analysis of indirect benefits for Taiwan's high-...

Liang, Chiung-ju; Yao, Ming-li; Lin, Jung-chu - In: Review of Pacific Basin financial markets and policies 8 (2005) 2, pp. 235-250

Persistent link: https://www.econbiz.de/10002988565

A comparative analysis on the volume-return relationship of the exchange-traded fund and the stock market

Lin, Jung-chu; Sum, Vichet - In: The journal of trading 10 (2015) 2, pp. 5-22

Persistent link: https://www.econbiz.de/10011290770

A Comparative Analysis on the Volume-Return Relationship of the ETF and Stock Market

Lin, Jung-Chu - 2019

This paper aims to examine the contemporaneous relationship between trading volume and returns in the ETF market taking the stock market as a contrast. While past research using correlation analysis and OLS method to specify a linear regression model only catches the average relationship between...

Persistent link: https://www.econbiz.de/10012904919

Short Interest Ratio and Equity Market Return : Causality and Impulse Response Functions

Sum, Vichet - 2015

This study examines the causal link between short interest ratio and equity market return and their respective impulse response functions. Based on the analysis of monthly data from 1931M6 to 2012M12, the results reveal that there is a causal link between NYSE short interest ratio and the...

Persistent link: https://www.econbiz.de/10013035005

Effect of enterprises' announcements regarding carbon reduction actions on corporate market value : evidence from East Asian Stock Markets

Lin, Ching-chung; Huang, Tzu-Hung - In: The empirical economics letters : a monthly … 14 (2015) 1, pp. 63-72

Persistent link: https://www.econbiz.de/10011311287