Similar Search Results

Price discovery between regular and mini index futures in the Taiwan Futures Exchange

Wang, Yun-Yi; Chang, Chiung-Chiao; Lee, Wan-Chen - In: International review of economics & finance : IREF 27 (2013), pp. 224-237

Persistent link: https://www.econbiz.de/10010104860

Price discovery between regular and mini index futures in the Taiwan Futures Exchange

Wang, Yun-Yi; Chang, Chiung-Chiao; Lee, Wan-Chen - In: International Review of Economics & Finance 27 (2013) C, pp. 224-237

This study explores the dynamics of the price discovery process between the regular and mini index futures traded on the Taiwan Futures Exchange (TAIFEX). In contrast to the US futures market, the TAIFEX operates under an automated electronic trading system for both types of contracts. After...

Persistent link: https://www.econbiz.de/10010664335

Order splitting behavior by different types of traders in the Taiwan index futures markets under diverse market conditions

Wang, Yun-Yi - In: The journal of futures markets 34 (2014) 9, pp. 883-910

Persistent link: https://www.econbiz.de/10010507929

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

Chou, Robin K.; Wang, Yun-Yi - In: The journal of futures markets 29 (2009) 12, pp. 1102-1129

Persistent link: https://www.econbiz.de/10003900978

A test of the different implications of the overconfidence and disposition hypotheses

Chou, Robin K.; Wang, Yun-Yi - In: Journal of banking & finance 35 (2011) 8, pp. 2037-2046

Persistent link: https://www.econbiz.de/10009247342

Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting

Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89

Persistent link: https://www.econbiz.de/10009315274

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

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915

Persistent link: https://www.econbiz.de/10011392699

The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi; … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 41-70

Persistent link: https://www.econbiz.de/10009271751

The impacts of individual day trading strategies on market liquidity and volatility : evidence from the Taiwan index futures market

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 5, pp. 399-425

Persistent link: https://www.econbiz.de/10011405385

Reexamining the likelihood of extreme returns in international stock market

Wang, Yun-Yi; Kao, Tzu-Chuan; Lin, Chu-Hsiung; Wei, Tsun-Jen - In: Investment management and financial innovations 12 (2015) 4, pp. 106-114

Persistent link: https://www.econbiz.de/10011575057