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Price linkage between the US and Japanese futures across different time zones : an analysis of the minute-by-minute data
Kao, Erin H.; Ho, Tsung-wu; Fung, Hung-gay - In: Journal of international financial markets, … 34 (2015), pp. 321-336
Persistent link: https://www.econbiz.de/10011474595
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The pricing of liquidity risk on the Shanghai stock market
Ho, Tsung-wu; Chang, Shu-Hwa - In: International review of economics & finance : IREF 38 (2015), pp. 112-130
Persistent link: https://www.econbiz.de/10011572341