Similar Search Results

Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets

Lee, Yi-Tsung; Wu, Wei-Shao; Yang, Yun - In: Asia-Pacific Financial Markets 20 (2013) 3, pp. 219-242

This article focuses on the information effects between the futures market and its spot market. Intraday data are used to investigate the lead-lag relationships between the returns and trading activity of Taiwan stock index futures and the spot returns. We focus on the transmission direction and...

Persistent link: https://www.econbiz.de/10010866375

Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets

Lee, Yi-Tsung; Wu, Wei-Shao; Yang, Yun Hong - In: Asia-Pacific financial markets 20 (2013) 3, pp. 219-242

Persistent link: https://www.econbiz.de/10010166877

The tendency of firm managers to avoid small losses

Lee, Yi-Tsung; Pan, Ging-Ginq - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 195-218

Persistent link: https://www.econbiz.de/10009924745

Can inquiry letters make R&D information pricing more effective? : evidence from China

Yu, Yan; Lee, Yi-tsung - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 8, pp. 2747-2774

Persistent link: https://www.econbiz.de/10014321030

Spillover effects of preventive regulation and corporate R&D investment catering : evidence from China

Yu, Yan; Lee, Yi-tsung - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 11, pp. 3391-3401

Persistent link: https://www.econbiz.de/10014373569

Marijuana use and high school dropout : the influence of unobservables

McCaffrey, Daniel F.; Pacula, Rosalie Liccardo; Han, Bing; … - 2008

Persistent link: https://www.econbiz.de/10003726904

Promotion tournaments and capital rationing

Han, Bing; Hirshleifer, David; Persons, John C. - In: The review of financial studies 22 (2009) 1, pp. 219-255

Persistent link: https://www.econbiz.de/10003836013

Forecast accuracy uncertainty and momentum

Han, Bing; Hong, Dong; Warachka, Mitch - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 1035-1046

Persistent link: https://www.econbiz.de/10003865951

Hard multidimensional multiple choice knapsack problems, an empirical study

Han, Bing; Leblet, Jimmy; Simon, Gwendal - In: Computers & operations research : and their … 37 (2010) 1, pp. 172-181

Persistent link: https://www.econbiz.de/10003904478

The US Treasury buyback auctions : the cost of retiring illiquid bonds

Han, Bing; Longstaff, Francis A.; Merrill, Craig B. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2673-2693

Persistent link: https://www.econbiz.de/10003593799