Nowadays, there is increasing attention on corporate social responsibility (CSR) matters after some serious CSR-related scandals happening around the world. However, most of the research is carried out in developed countries, but not developing countries where environmental issues and firms'...

Using a unique dataset from the Taiwan Futures Exchange, this paper investigates whether trading imbalances by foreign investors affect emerging Taiwan futures market in terms of returns and volatility. First, this evidence demonstrates a positive relation between contemporaneous futures returns...

Owing to the growing importance of the Taiwan Top 50 Tracker Fund (TTT), the first and the only Taiwanese Exchange Traded Fund (ETF), this study investigates the change in the volatility of the component stocks of the Taiwan 50 Index after the introduction of TTT. Using the volatility measure...

The restriction of short-sale prices, which states that short-sale prices must not be lower than the closing price of the previous trading day, no longer applies to the constituent stocks of the Taiwan Top 50 Index. This study investigates the impact of restriction lifting on the trading...

Using a unique dataset from the Taiwan Futures Exchange, this paper investigates whether trading imbalances by foreign investors affect emerging Taiwan futures market in terms of returns and volatility. First, this evidence demonstrates a positive relation between contemporaneous futures returns...

This article examines the effect of structural change on the flow of information between the agricultural futures markets of the United States and China after 2002. Structural changes are found for futures price series in exchanges in both countries—specifically, the Chicago Board of Trade,...