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Foreign investment, regulation, volatility spillovers between the futures and spot markets : evidence from Taiwan

Kuo, Wen-Hsiu; Hsu, Hsinan; Chiang, Min-Hsien - In: Applied financial economics 18 (2008) 4/6, pp. 421-430

Persistent link: https://www.econbiz.de/10003739137

Price expectation and the pricing of stock index futures : evidence from developed and emerging markets

Wang, Janchung; Hsu, Hsinan - In: Review of Pacific Basin financial markets and policies 9 (2006) 4, pp. 639-660

Persistent link: https://www.econbiz.de/10003413741

Degree of market imperfection and the pricing of stock index futures

Wang, Janchung; Hsu, Hsinan - In: Applied financial economics 16 (2006) 3, pp. 245-258

Persistent link: https://www.econbiz.de/10003291890

Trading patterns and performance of trader types in Taiwan futures market

Lin, Chao-hsien; Hsu, Hsinan; Chiang, Chwan-yi - In: Review of Pacific Basin financial markets and policies 8 (2005) 2, pp. 217-234

Persistent link: https://www.econbiz.de/10002988528

Do different futures contracts in one stock exchange have the same price discovery capability? : Empirical study of Taiwan futures exchange

Chang, S.-J.; Lin, Ching-chung; Hsu, Hsinan - In: Journal of financial management and analysis : … 17 (2004) 1, pp. 34-44

Persistent link: https://www.econbiz.de/10002507049

Trading volume and cross-autocorrelations of stock returns in emerging markets : evidence from the Taiwan stock market

Kuo, Wen-Hsiu; Hsu, Hsinan; Chiang, Chwan-Yi - In: Review of Pacific Basin financial markets and policies 7 (2004) 4, pp. 509-524

Persistent link: https://www.econbiz.de/10002436299

Transaction tax and market volatility : evidence from the Taiwan futures market

Liau, Yung-shi; Wu, Yi-chen; Hsu, Hsinan - In: Journal of applied finance & banking 2 (2012) 2, pp. 45-58

This paper employs an asymmetric component generalized autoregressive conditional heteroskedasticity (AC-GARCH) model to test the relation between securities transaction tax (STT) and market volatility. Proponents of an STT argue that such a tax will reduce market volatility by discouraging the...

Persistent link: https://www.econbiz.de/10009539635