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Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market

Chen, Chin-Ho; Chung, Huimin; Yuan, Shu-Fang - In: The journal of futures markets 34 (2014) 12, pp. 1122-1145

Persistent link: https://www.econbiz.de/10010508675

Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?

Chen, Wei-peng; Chung, Huimin - In: The journal of futures markets 32 (2012) 7, pp. 683-711

Persistent link: https://www.econbiz.de/10009554762

Funding liquidity and equity liquidity in the subprime crisis period : evidence from the ETF market

Chiu, Junmao; Chung, Huimin; Ho, Keng-yu; Wang, George H. K. - In: Journal of banking & finance 36 (2012) 9, pp. 2660-2671

Persistent link: https://www.econbiz.de/10009657608

Fear sentiment, liquidity, and trading behavior : evidence from the index ETF market

Chiu, Junmao; Chung, Huimin; Ho, Keng-yu - In: Review of Pacific Basin financial markets and policies 17 (2014) 3, pp. 1-25

Persistent link: https://www.econbiz.de/10010402983

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

Funding Liquidity and Equity Liquidity in the Subprime Crisis Period : Evidence from the Financial ETFs Market

Chiu, Junmao - 2010

Using financial ETFs from various financial industries, we set out in this study to explore the relationship between funding liquidity and equity liquidity. We measure funding liquidity from the interbank as well as the collateral markets and examine how funding liquidity affects bid-ask spread,...

Persistent link: https://www.econbiz.de/10013139084