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The extended opening session of the futures market and stock price behavior : evidence from the Taiwan stock exchange

Lee, Hsiu-chuan; Chien, Cheng-yi; Chen, Hsiang-lan; … - In: Review of Pacific Basin financial markets and policies 12 (2009) 3, pp. 403-416

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Strategic order splitting, order choice, and aggressiveness : evidence from the Taiwan futures exchange

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Prior consequences and subsequent risk taking : new field evidence from the Taiwan futures exchange

Liu, Yu-jane; Tsai, Chih-ling; Wang, Ming-chun; Zhu, Ning N. - In: Management science : journal of the Institute for … 56 (2010) 4, pp. 606-620

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Price errors from thin markets and their corrections : studies based on Taiwan's political futures markets

Chen, Shu-Heng; Wu, Wei-shao - In: Measurement error : consequences, applications and solutions, (pp. 1-25). 2009

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Financial market integration in Asia : analysis on stock index futures markets

Krishnasamy, Geeta; Santhapparaj, A. Solucis - In: Finance India : the quarterly journal of Indian … 21 (2007) 1, pp. 133-141

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Information contents misjudged: digressive convergence to equilibrium in conintegrated prices

Tswei, Keshin; Lai, Jing-yi - In: Review of financial economics : RFE 18 (2009) 4, pp. 183-189

The spot price on the Taiwan stock index is richer in information than the futures price judged by the price discovery measures of Gonzalo and Granger [Gonzalo, J., & Granger, C.W.J. (1995). Estimation of common long-memory components in cointegrated systems. Journal of Business and Economic...

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The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange

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The impacts of individual and institutional trading on futures returns and volatility : evidence from emerging index futures markets

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Have domestic institutional investors become as market savvy as foreign investor? : evidence from the Taiwan options market

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Which types of traders and orders profit from futures market trading?

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