Price expectation and the pricing of stock index futures : evidence from developed and emerging markets

von Wang, Janchung
Veröffentlicht in Review of Pacific Basin financial markets and policies (2006)

Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis

von Wang, Janchung
Veröffentlicht in Asia-Pacific journal of financial studies (2010)

The optimal total costs for writing a straddle

von Hsu, Hsinan
Veröffentlicht in International journal of business and economics (2012)

Degree of market imperfection and the pricing of stock index futures

von Wang, Janchung
Veröffentlicht in Applied financial economics (2006)

Price expectation and the pricing of stock index futures

von Hsu, Hsinan
Veröffentlicht in Review of quantitative finance and accounting (2004)

Feasibility of riskless hedged portfolios in imperfect markets

von Hsu, Hsinan
Veröffentlicht in Applied economics letters (2009)

Trading volume and cross-autocorrelations of stock returns in emerging markets : evidence from the Taiwan stock market

von Kuo, Wen-Hsiu
Veröffentlicht in Review of Pacific Basin financial markets and policies (2004)

Trading patterns and performance of trader types in Taiwan futures market

von Lin, Chao-hsien
Veröffentlicht in Review of Pacific Basin financial markets and policies (2005)

Do different futures contracts in one stock exchange have the same price discovery capability? : Empirical study of Taiwan futures exchange

von Chang, S.-J.
Veröffentlicht in Journal of financial management and analysis (2004)

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)

A measurement of the extent of market imperfections between markets and applications

Veröffentlicht in Applied economics (2010)

Portfolio insurance with ratcheted floor as a long-term asset management strategy : implications of loss aversion

Veröffentlicht in Applied economics letters (2011)

Can a path-dependent strategy outperform a path-independent strategy?

von Lee, Huai-I
Veröffentlicht in The quarterly review of economics and finance (2015)

Thermal Cycling Reliability of Newly Developed Lead-Free Solders for Harsh Environments

von Hamasha, Sa'd
Veröffentlicht in SMTA International Conference (2019 : Rosemont, Ill.) SMTA International Conference 2019 ; Volume 1 of 2 (2020)