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~person:"Wang, Janchung"
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Search: subject_exact:"Index-Futures"
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Wang, Janchung
Tse, Yiuman
21
Ryu, Doojin
19
Röder, Klaus
17
Bamberg, Günter
15
Kempf, Alexander
15
Engle, Robert F.
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Fung, Joseph K. W.
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11
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9
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Chung, Huimin
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Shaikh, Imlak
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Subrahmanyam, Avanidhar
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1
The effect of short-sale restrictions on the information transmission of extended index futures trading
Wang, Janchung
;
Yeh, Shih-kuo
;
Wang, Bo-Ting
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012654869
Saved in:
2
Does the cost of Carry model accurately predict price behavior of stock index futures during the global financial crisis?
Hsu, Yueh-yuan
;
Wang, Janchung
- In:
The empirical economics letters : a monthly …
13
(
2014
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10010406066
Saved in:
3
Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 61-77
Persistent link: https://www.econbiz.de/10009299029
Saved in:
4
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung
;
Hsu, Hsinan
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
Saved in:
5
Short selling and index arbitrage profitability : evidence from the SGX MSCI and TAIFEX Taiwan index futures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
5
,
pp. 48-66
Persistent link: https://www.econbiz.de/10009238995
Saved in:
6
Stock market volatility and the forecasting performance of stock index futures
Wang, Janchung
- In:
Journal of forecasting
28
(
2009
)
4
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003869090
Saved in:
7
Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
Saved in:
8
Degree of market imperfection and the pricing of stock index futures
Wang, Janchung
;
Hsu, Hsinan
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10003291890
Saved in:
9
Price expectation and the pricing of stock index futures : evidence from developed and emerging markets
Wang, Janchung
;
Hsu, Hsinan
- In:
Review of Pacific Basin financial markets and policies
9
(
2006
)
4
,
pp. 639-660
Persistent link: https://www.econbiz.de/10003413741
Saved in:
10
Price expectation and the pricing of stock index futures
Hsu, Hsinan
;
Wang, Janchung
- In:
Review of quantitative finance and accounting
23
(
2004
)
2
,
pp. 167-184
Persistent link: https://www.econbiz.de/10002257653
Saved in:
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