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)

Pricing and hedging quanto forward-starting floating-strike Asian options

von Chang, Chuang-chang
Veröffentlicht in The journal of derivatives (2011)

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

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

Fitting and testing for the implied volatility curve using parametric models

von Chang, Chuang-chang
Veröffentlicht in The journal of futures markets (2012)

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)

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)

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)

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

Veröffentlicht in Journal of multinational financial management (2013)