Informed trading, trading strategies and the information content of trading volume : evidence from the Taiwan index options market

von Hsieh, Wen-liang G.
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

Does the early bird catch the worm? : the information content of Taiwan’s index option trading in the early 15-min pre-opening session

von Liu, Wenchien
Veröffentlicht in The North American journal of economics and finance (2017)

Price discovery in the options markets : an application of put-call parity

von Hsieh, Wen-liang G.
Veröffentlicht in The journal of futures markets (2008)

Market uncertainty, expected volatility and the mispricing of S&P 500 index futures

von Tu, Anthony H.
Veröffentlicht in Journal of empirical finance (2016)

Religiosity and sovereign credit quality

von Hsieh, Wen-Liang G.
Veröffentlicht in Journal of empirical finance (2022)