The impact of short-sales constraints on liquidity and the liquidity-return relations

von Chuang, Wen-i
Veröffentlicht in Pacific-Basin finance journal (2010)

Spillovers of currency carry trade returns, market risk sentiment, and US market returns

von Lee, Hsiu-chuan
Veröffentlicht in The North American journal of economics and finance (2013)

Insider trading and information revelation with the introduction of futures markets

von Hsu, Chih-Hsiang
Veröffentlicht in Economic modelling (2014)

Hedging performance and stock market liquidity : evidence from the Taiwan futures market

von Lee, Hsiu-chuan
Veröffentlicht in Asia-Pacific journal of financial studies (2010)

Tail comovements of implied volatility indices and global index futures returns predictability

von Lee, Hsiu-chuan
Veröffentlicht in Pacific-Basin finance journal (2023)

Risk-neutral skewness and market returns : the role of institutional investor sentiment in the futures market

von Chen, Chen
Veröffentlicht in The North American journal of economics and finance (2016)

The information content of the thinner order book following tick size reduction : evidence from the Taiwan Stock Exchange

von Chien, Cheng-yi
Veröffentlicht in Managerial finance (2014)

Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns

von Chung, Chien-Ping
Veröffentlicht in Pacific-Basin finance journal (2021)

The stock closing call and futures price behavior : evidence from the Taiwan futures market

von Lee, Hsiu-chuan
Veröffentlicht in The journal of futures markets (2007)

Commonality in trading activity and futures-cash basis : evidence from the Taiwan futures and stock markets

von Lee, Hsiu-chuan
Veröffentlicht in The journal of futures markets (2012)

Location of trade, return comovements, and diversification benefits : evidence from Asian country ETFs

von Lee, Hsiu-Chuan
Veröffentlicht in The North American journal of economics and finance (2016)

Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs

von Lee, Hsiu-Chuan
Veröffentlicht in Pacific-Basin finance journal (2014)

Spillovers of international interest rate swap markets and stock market volatility

von Lee, Hsiu-Chuan
Veröffentlicht in Managerial finance (2016)

Determination of stock closing prices and hedging performance with stock indices futures

von Lee, Hsiu-chuan
Veröffentlicht in Accounting and finance (2009)

Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns

von Lee, Hsiu-Chuan
Veröffentlicht in The journal of futures markets (2017)

Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations

von Hsu, Chih-Hsiang
Veröffentlicht in International review of economics & finance (2020)

Historical high and stock index returns : application of the regression kink model

von Chang, Shu-Lien
Veröffentlicht in Journal of international financial markets, institutions & money (2018)

Foreign institutional ownership and the effectiveness of technical analysis

von Chung, Chien-Ping
Veröffentlicht in The quarterly review of economics and finance (2021)

The extended opening session of the futures market and stock price behavior : evidence from the Taiwan stock exchange

Veröffentlicht in Review of Pacific Basin financial markets and policies (2009)

Information, hedging demand, and institutional investors : evidence from the Taiwan Futures Exchange

Veröffentlicht in Journal of multinational financial management (2013)