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Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping; Liao, Tzu-Hsiang; Lee, Hsiu-chuan - In: Pacific-Basin finance journal 65 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
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The extended opening session of the futures market and stock price behavior : evidence from the Taiwan stock exchange
Lee, Hsiu-chuan; Chien, Cheng-yi; Chen, Hsiang-lan; … - In: Review of Pacific Basin financial markets and policies 12 (2009) 3, pp. 403-416
Persistent link: https://www.econbiz.de/10003891360
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The stock closing call and futures price behavior : evidence from the Taiwan futures market
Lee, Hsiu-chuan; Chien, Cheng-yi; Huang, Yen-sheng - In: The journal of futures markets 27 (2007) 10, pp. 1003-1019
Persistent link: https://www.econbiz.de/10003531013
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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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Hedging performance and stock market liquidity : evidence from the Taiwan futures market
Lee, Hsiu-chuan; Chien, Cheng-yi - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 396-415
Persistent link: https://www.econbiz.de/10009230516
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The information content of the thinner order book following tick size reduction : evidence from the Taiwan Stock Exchange
Chien, Cheng-yi; Liao, Tzu-hsiang; Lee, Hsiu-chuan - In: Managerial finance 40 (2014) 3, pp. 218-233
Persistent link: https://www.econbiz.de/10010256740
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Information, hedging demand, and institutional investors : evidence from the Taiwan Futures Exchange
Chien, Cheng-yi; Lee, Hsiu-chuan; Tai, Shih-wen; Liao, … - In: Journal of multinational financial management 23 (2013) 5, pp. 394-414
Persistent link: https://www.econbiz.de/10010252378
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Spillovers of international interest rate swap markets and stock market volatility
Lee, Hsiu-Chuan; Hsu, Chih-Hsiang; Chien, Cheng-Yi - In: Managerial finance 42 (2016) 10, pp. 943-962
Persistent link: https://www.econbiz.de/10011553926
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Commonality in trading activity and futures-cash basis : evidence from the Taiwan futures and stock markets
Lee, Hsiu-chuan; Chien, Cheng-yi; Liao, Tzu-hsiang - In: The journal of futures markets 32 (2012) 10, pp. 964-994
Persistent link: https://www.econbiz.de/10009612626
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Hedging Performance and Stock Market Liquidity : Evidence from the Taiwan Futures Market
Lee, Hsiu-Chuan - 2012
This paper examines the impact of stock market liquidity on the hedging performance of stock index futures, and extends the conditional OLS model described by Miffre [Journal of Futures Markets 24 (2004) 945] by including stock market liquidity in the regression model. The empirical results...
Persistent link: https://www.econbiz.de/10013106847