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Price clustering in the Nikkei 225 stock index futures contract on the SIMEX : an intraday empirical analysis
Chueh, Horace, (2000)
Index futures trading and spot price volatility : evidence from an emerging market
Spyrou, Spyros I., (2005)
Hedging Performance and Stock Market Liquidity : Evidence from the Taiwan Futures Market
Lee, Hsiu-Chuan, (2012)
Credit Default Swaps : theory and empirical evidence
Lei Meng, (2005)
A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng, (2013)
The determinants of CDS bid-ask spreads
Lei Meng, (2008)