Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns
Year of publication: |
2014
|
---|---|
Authors: | Lai, Hung-Cheng ; Wang, Kuan Min |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 41.2014, p. 156-165
|
Subject: | Institutional investors | TVP-VAR model | Futures trading behavior | Institutioneller Investor | Institutional investor | Taiwan | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Derivat | Derivative | Kapitaleinkommen | Capital income |
-
Information, hedging demand, and institutional investors : evidence from the Taiwan Futures Exchange
Chien, Cheng-yi, (2013)
-
Frequent trading and investment performance : evidence from the KOSPI 200 futures market
Ryu, Doojin, (2024)
-
Chen, Chen, (2016)
- More ...
-
Wang, Kuan Min, (2013)
-
Trading behavior of institutional investors and stock index futures returns in Taiwan
Lai, Hung-Cheng, (2015)
-
Wang, Kuan-Min, (2013)
- More ...