Price discovery and changes in regimes for stock index futures

von Chiang, Min-hsien
Veröffentlicht in Global finance journal (2003)

Investigating bid-ask spread components between the NYSE and the CBOE

von Chiang, Min-hsien
Veröffentlicht in Advances in quantitative analysis of finance and accounting (2004)

On the estimation and inference of a cointegrated regression in panel data

von Kao, Chihwa
Veröffentlicht in Nonstationary panels, panel cointegration, and dynamic panels (2000)

Impact of opening up of the Taiwan futures market to foreign investors : price effects of foreign investment liberalization ; empirical analysis

von Chiang, Min-Hsien
Veröffentlicht in Journal of financial management and analysis (2015)

The interaction between individual and industry momentum

von Chu, Hsioa-Hung
Veröffentlicht in Investment management and financial innovations (2010)

Intradaily relationship between information revelation and trading duration under market trends : the evidence of MSCI Taiwan stock index futures

von Chiang, Min-hsien
Veröffentlicht in Applied economics letters (2004)

Impact of opening up of the Taiwan futures market to foreign investors : price effects of foreign investment liberalization ; empirical analysis

von Chiang, Min-Hsien
Veröffentlicht in Journal of financial management and analysis (2004)

Volatility effect of ETFs on the constituents of the underlying Taiwan 50 index

von Lin, Ching-chung
Veröffentlicht in Applied financial economics (2005)

Volatility contagion : a range-based volatility approach

von Chiang, Min-Hsien
Veröffentlicht in Journal of econometrics (2011)

Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices

von Chiang, Min-Hsien
Veröffentlicht in Applied economics (2008)

Stock market momentum, business conditions, and GARCH option pricing models

von Chiang, Min-Hsien
Veröffentlicht in Journal of empirical finance (2011)

International R&D spillovers : an application of estimation and inference in panel cointegration

von Kao, Chihwa
Veröffentlicht in Oxford bulletin of economics and statistics (1999)

A new choice of dynamic asset management : the variable proportion portfolio insurance

von Lee, Huai-I.
Veröffentlicht in Applied economics (2008)

Foreign investment, regulation, volatility spillovers between the futures and spot markets : evidence from Taiwan

von Kuo, Wen-Hsiu
Veröffentlicht in Applied financial economics (2008)

Outlier detection in the lognormal logarithmic conditional autoregressive range model

von Chiang, Min-Hsien
Veröffentlicht in Oxford bulletin of economics and statistics (2016)

New product preannouncements, advertising investments, and stock returns

von Chen, Chien-wei
Veröffentlicht in Marketing letters (2014)

The relationship between information content and institutional investors : evidence from new product preannouncements

von Yang, Chi-lin
Veröffentlicht in Review of managerial science (2014)

Liquidity provision of limit order trading in the futures market under bull and bear markets

von Chiang, Min-Hsien
Veröffentlicht in Journal of business finance & accounting (2009)

Intraday trading patterns and day-of-the week in stock index options markets : evidence from emerging markets

Veröffentlicht in Journal of financial management and analysis (2006)

Fixed-price, auction, and bookbuilding IPOs : empirical evidence in Taiwan

von Huang, Hsin-Yi
Veröffentlicht in Finance research letters (2017)