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The relationship between the 52-week high of an individual stock and stock market index level : evidence from Taiwan
Chang, Chiao-yi - In: Journal of international financial markets, … 21 (2011) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10009259725
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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Informed futures trading and price discovery : evidence from Taiwan futures and stock markets
Lee, Yi-tsung; Wu, Wei-shao; Yang, Yun Hong - In: Asia-Pacific financial markets 20 (2013) 3, pp. 219-242
Persistent link: https://www.econbiz.de/10010187917
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Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi; Lin, Shin-Hung; Wang, Chiu-Ping - In: The North American journal of economics and finance : a … 48 (2019), pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
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On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan; Liu, Hung-Chun; Chen, Lu-Jui - In: International journal of economics and finance 9 (2017) 9, pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
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Informed trading under different market conditions and moneyness : evidence from TXO options
Chan, Kam C.; Chang, Yuanchen; Lung, Peter P. - In: Pacific-Basin finance journal 17 (2009) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10003830627
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Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming; Pan, Ging-ginq; Lin, Shu-hui; Wu, Tu-cheng - In: The journal of derivatives : the official publication … 17 (2009/10) 4, pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
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Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir; Hung, Chih-hsing; Wang, Chou-wen; … - In: International review of economics & finance : IREF 20 (2011) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
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Who offers liquidity on options markets when volatility is high?
Chang, Matthew C. - In: Review of Pacific Basin financial markets and policies 15 (2012) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10009700460
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The expiration effects of stock-index derivatives : empirical evidence from the Taiwan future exchange
Chou, Heng-chih; Chen, Wei-ning; Chen, Dar-hsin - In: Emerging markets finance & trade : a journal of the … 42 (2006) 5, pp. 81-102
Persistent link: https://www.econbiz.de/10003384964