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Market imperfections and the p...
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Index futures
10
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Börsenkurs
5
Incomplete market
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Share price
5
Taiwan
5
Unvollkommener Markt
5
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Hong Kong
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Option pricing theory
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SGX FTSE Xinhua China A50 index futures
2
Schätzung
2
Short selling
2
component GARCH model
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ex ante test
2
index arbitrage
2
persistence in mispricing
2
pricing of stock index futures
2
short-sales constraints
2
underpricing
2
uptick rule
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1997-2004
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Aktienmarkt
1
Arbitrage
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Asia
1
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Wang, Janchung
30
Hsu, Hsinan
12
Chang, Matthew C.
2
Hsu, Hsnian
2
Huang, Wen-Fang
2
Chen, Sunwu Winfred
1
Hsu, Yueh-yuan
1
Lee, Hsien-Yi
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Lee, Hsien-yi
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Wang, Bo-Ting
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Wang, Bo‐Ting
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Wu, Hsing-Chi
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Wu, Hsing-chi
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Yeh, Shih-kuo
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Applied financial economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Applied Financial Economics
2
Asia-Pacific journal of financial studies
2
Emerging Markets Finance and Trade
2
Investment management and financial innovations
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Journal of Forecasting
2
Journal of forecasting
2
Review of quantitative finance and accounting
2
Applied Economics
1
Applied economics
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Finance India : the quarterly journal of Indian Institute of Finance
1
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
1
Review of Pacific Basin financial markets and policies
1
Review of Quantitative Finance and Accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Short selling and index arbitrage profitability : evidence from the SGX MSCI and TAIFEX Taiwan index futures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
5
,
pp. 48-66
Persistent link: https://www.econbiz.de/10009238995
Saved in:
2
Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 61-77
Persistent link: https://www.econbiz.de/10009299029
Saved in:
3
Does the cost of Carry model accurately predict price behavior of stock index futures during the global financial crisis?
Hsu, Yueh-yuan
;
Wang, Janchung
- In:
The empirical economics letters : a monthly …
13
(
2014
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10010406066
Saved in:
4
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung
;
Hsu, Hsinan
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
Saved in:
5
The effect of short-sale restrictions on the information transmission of extended index futures trading
Wang, Janchung
;
Yeh, Shih-kuo
;
Wang, Bo-Ting
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012654869
Saved in:
6
Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
Saved in:
7
Stock market volatility and the forecasting performance of stock index futures
Wang, Janchung
- In:
Journal of forecasting
28
(
2009
)
4
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003869090
Saved in:
8
Market imperfections and the pricing of currency futures
Wang, Janchung
- In:
Finance India : the quarterly journal of Indian …
24
(
2010
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10009920904
Saved in:
9
Predicting opening spot prices using extended futures trading
Wang, Janchung
;
Chen, Sunwu Winfred
;
Wang, Bo‐Ting
- In:
Journal of Forecasting
38
(
2018
)
3
,
pp. 155-174
Persistent link: https://www.econbiz.de/10012082015
Saved in:
10
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
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