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Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs
Lee, Hsiu-Chuan; Tseng, Yung-Ching; Yang, Chung-Jen - In: Pacific-Basin finance journal 29 (2014), pp. 35-58
Persistent link: https://www.econbiz.de/10010494004
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Information, hedging demand, and institutional investors : evidence from the Taiwan Futures Exchange
Chien, Cheng-yi; Lee, Hsiu-chuan; Tai, Shih-wen; Liao, … - In: Journal of multinational financial management 23 (2013) 5, pp. 394-414
Persistent link: https://www.econbiz.de/10010252378
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Overnight returns of industry exchange-traded funds, investor sentiment, and futures market returns
Lee, Yun-Huan; Liao, Tzu-Hsiang; Lee, Hsiu-chuan - In: The journal of futures markets 42 (2022) 6, pp. 1114-1134
Persistent link: https://www.econbiz.de/10013287919
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Risk-neutral skewness and market returns : the role of institutional investor sentiment in the futures market
Chen, Chen; Lee, Hsiu-Chuan; Liao, Tzu-Hsiang - In: The North American journal of economics and finance : a … 35 (2016), pp. 203-225
Persistent link: https://www.econbiz.de/10011672315
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Location of trade, return comovements, and diversification benefits : evidence from Asian country ETFs
Lee, Hsiu-Chuan; Hsu, Chih-Hsiang; Lee, Yun-Huan - In: The North American journal of economics and finance : a … 37 (2016), pp. 279-296
Persistent link: https://www.econbiz.de/10011672973
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Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan; Liao, Tzu-Hsiang; Tung, Pao-Ying - In: The journal of futures markets 37 (2017) 9, pp. 939-960
Persistent link: https://www.econbiz.de/10011950912