Exploring the persistent behavior of financial markets
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Tsai, Yi-Cheng ; Lei, Chin-Laung ; Cheung, William ; Wu, Chung-shu ; Ho, Jan-Ming ; Wang, Chuan-Ju |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 199-220
|
| Subject: | Index Futures | Persistent Behavior | Trading Strategy | Anlageverhalten | Behavioural finance | Index-Futures | Index futures | Finanzmarkt | Financial market |
-
Investor sentiment, mispricing, and limited arbitrage in the futures market
Ryu, Doojin, (2025)
-
Volatility and the pricing kernel
Schreindorfer, David, (2022)
-
Weng, Pei-Shih, (2018)
- More ...
-
An Investigation of Market Invariance for the Tokyo Stock Exchange
Cheung, William, (2023)
-
Blockholding and market reactions to equity offerings in China
Cheung, William, (2012)
-
Liquidity, Information Production, and Debt-Equity Choice
Cheung, William, (2020)
- More ...