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The stock closing call and futures price behavior : evidence from the Taiwan futures market
Lee, Hsiu-chuan; Chien, Cheng-yi; Huang, Yen-sheng - In: The journal of futures markets 27 (2007) 10, pp. 1003-1019
Persistent link: https://www.econbiz.de/10003531013
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Commonality in trading activity and futures-cash basis : evidence from the Taiwan futures and stock markets
Lee, Hsiu-chuan; Chien, Cheng-yi; Liao, Tzu-hsiang - In: The journal of futures markets 32 (2012) 10, pp. 964-994
Persistent link: https://www.econbiz.de/10009612626
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Commonality in Trading Activity and Futures-Cash Basis : Evidence from the Taiwan Futures and Stock Markets
Lee, Hsiu-Chuan - 2013
This study examines commonality in trading activity by various types of institutional investors across futures and stock markets, and the dynamic relationship between the common factors in trading activity and the futures-cash basis. The empirical results provide evidence of commonality in...
Persistent link: https://www.econbiz.de/10013091056
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The impact of tick size in intraday stock price behavior : evidence from the Taiwan Stock Exchange
Ke, Mei-chu; Jiang, Ching-hai; Huang, Yen-sheng - In: Pacific-Basin finance journal 12 (2004) 1, pp. 19-39
Persistent link: https://www.econbiz.de/10001867132