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Information sharing in regular and E-mini futures : an analysis of Russell 2000 small cap index futures

Wang, Yu-shan; Chung, Huimin - In: The international journal of finance 20 (2008) 1, pp. 4697-4724

Persistent link: https://www.econbiz.de/10003886793

Price clustering in E-mini and floor-traded index futures

Chung, Huimin; Chiang, Shumei - In: The journal of futures markets 26 (2006) 3, pp. 269-295

Persistent link: https://www.econbiz.de/10003304001

Expiration day effects of Taiwan index futures : the case of the Singapore and Taiwan Futures Exchanges

Chung, Huimin; Hseu, Mei-Maun - In: Journal of international financial markets, … 18 (2008) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10003710323

Price discovery across the stock index futures and the EFT markets : intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices

Hseu, Mei-Maun; Chung, Huimin; Sun, Erh-Yin - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 215-236

Persistent link: https://www.econbiz.de/10003507265

Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets

Chung, Huimin; Sheu, Her-jiun; Hsu, Shufang - In: International review of economics & finance : IREF 19 (2010) 4, pp. 742-754

Persistent link: https://www.econbiz.de/10009006975

Intraday liquidity provision by trader types in a limit order market : evidence from Taiwan index futures

Chiu, Junmao; Chung, Huimin; Wang, George H. K. - In: The journal of futures markets 34 (2014) 2, pp. 145-172

Persistent link: https://www.econbiz.de/10010255481

Price discovery in the S&P 500 index derivatives markets

Chen, Wei Peng; Chung, Huimin; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 45 (2016), pp. 438-452

Persistent link: https://www.econbiz.de/10011626500

Information sharing in regular and E-mini futures : an analysis of Russell 2000 small cap index futures

Wang, Yu-shan; Chung, Huimin - In: International journal of economic perspectives : IJEP 5 (2011) 2, pp. 149-161

Persistent link: https://www.econbiz.de/10011587469

Intraday Liquidity Provision by Trader Types in a Limit Order Market : Evidence from Taiwan Index Futures

Chiu, Junmao - 2012

This study examines the dynamic liquidity provision process by institutional and individual traders in the Taiwan index futures market, which is a pure limit order market. The empirical analysis obtains several interesting empirical results. We find that trader type affects liquidity provision...

Persistent link: https://www.econbiz.de/10013113239