Chen, Chia-Pin; Liu, Ying-Sing; Hsu, Chih-Wen - In: Applied Financial Economics 20 (2010) 23, pp. 1761-1768
This article investigates the behaviour of speculative trading activities for the speculative market at the Taiwan stock index futures (TX futures) over the period 1 January 2000 to 31 October 31 2007. By testing the impact of contemporaneous (lagged) speculative trading activities for futures...