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Expiration-day effects on individual stocks and the overall market : evidence from Taiwan
Hsieh, Wen-liang Gideon - In: The journal of futures markets 29 (2009) 10, pp. 920-945
Persistent link: https://www.econbiz.de/10003900942
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The impact of index futures on spot market volatility in China
Xie, Shiqing; Huang, Jiajun - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 167-177
Persistent link: https://www.econbiz.de/10010403273
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The determinants of exchange settlement practices and the implication of volatility smile : evidence from the Taiwan Futures Exchange
Szu, Wen-ming; Wang, Ming-chun; Yang, Wan-ru - In: International review of economics & finance : IREF 20 (2011) 4, pp. 826-838
Persistent link: https://www.econbiz.de/10009303803
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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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Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
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Information content of investor trading behavior : evidence from Taiwan index options market
Lee, Yen-Hsien; Wang, David K. - In: Pacific-Basin finance journal 38 (2016), pp. 149-160
Persistent link: https://www.econbiz.de/10011669087
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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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Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394
Persistent link: https://www.econbiz.de/10011666780
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The optimal total costs for writing a straddle
Hsu, Hsinan; Ho, Emily - In: International journal of business and economics 11 (2012) 1, pp. 13-24
Persistent link: https://www.econbiz.de/10009702432