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A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas; Nikolas, Hourvouliades - In: International journal of bonds and derivatives 3 (2017) 3, pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
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Intradaily relationship between information revelation and trading duration under market trends : the evidence of MSCI Taiwan stock index futures
Chiang, Min-hsien; Wang, Cheng-hsiang - In: Applied economics letters 11 (2004) 8, pp. 495-501
Persistent link: https://www.econbiz.de/10002116723
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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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Determination of stock closing prices and hedging performance with stock indices futures
Lee, Hsiu-chuan; Chien, Cheng-yi; Liao, Tzu-hsiang - In: Accounting and finance : journal of the Accounting … 49 (2009) 4, pp. 827-847
Persistent link: https://www.econbiz.de/10003924038
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Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance
Kao, Erin H. - In: International review of economics & finance : IREF 20 (2011) 3, pp. 459-467
Persistent link: https://www.econbiz.de/10009304033
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Overconfident individual day traders : evidence from the Taiwan futures market
Kuo, Wei-yu; Lin, Tse-chun - In: Journal of banking & finance 37 (2013) 9, pp. 3548-3561
Persistent link: https://www.econbiz.de/10010126322
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Trading behavior of institutional investors and stock index futures returns in Taiwan
Lai, Hung-Cheng; Wang, Kuan Min - In: The journal of behavioral finance : a publication of … 16 (2015) 4, pp. 311-326
Persistent link: https://www.econbiz.de/10011566143
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Tick sizes and relative rates of price discovery in stock, futures, and options markets : evidence from the Taiwan Stock Exchange
Chen, Yu-Lun; Gau, Yin-feng - In: The journal of futures markets 29 (2009) 1, pp. 74-93
Persistent link: https://www.econbiz.de/10003826623
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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
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Does index futures dominate index spot? : Evidence from Taiwan market
Lin, Ching-chung; Chen, Shen-yuan; Hwang, Dar-yeh; Lin, … - In: Review of Pacific Basin financial markets and policies 5 (2002) 2, pp. 255-275
Persistent link: https://www.econbiz.de/10001697447