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~isPartOf:"Review of Pacific Basin financial markets and policies"
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Aktienindex
17
Stock index
17
Volatility
8
Volatilität
8
Taiwan
7
Börsenkurs
5
Share price
5
Hong Kong
4
Hongkong
4
Aktienmarkt
3
China
3
Forecasting model
3
Index futures
3
Index-Futures
3
Prognoseverfahren
3
Stock market
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
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Capital income
2
Cointegration
2
Handelsvolumen der Börse
2
Index derivative
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Indexderivat
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Kapitaleinkommen
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Kointegration
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Option trading
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Optionsgeschäft
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Trading volume
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USA
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1982-1994
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1986-1995
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English
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Chung, Huimin
2
Abu-Alkheil, Ahmad M.
1
Alam, M. Imam
1
Chang, Matthew C.
1
Chen, Hsiao-Yin
1
Chen, Mei-Ling
1
Chiu, Junmao
1
Gao, Yang
1
Hasan, Tanweer
1
Ho, Keng-yu
1
Ho, Wen-Rong Jerry
1
Hseu, Mei-Maun
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Hsiao, Yu-jen
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Huang, Yu-Chen
1
Ji, Deng-Yuan
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Kadapakkam, Palani-Rajan
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Khan, Walayet A.
1
Lee, Cheng F.
1
Liang, Priscilla
1
Lin, Fu-Lai
1
Liu, Qingfeng Wilson
1
Lung, Kelvin Lai Wai
1
Marshall, Andrew
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Masih, Abdul Mansur M.
1
Masih, Rumi
1
Parikh, Bhavik
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Shu, Pei-gi
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Siu, Yam Wing
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Sono, Hui
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Sun, Bianxia
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Sung, Ya-Ching
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Tang, Gordon Y. N.
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Wang, Kai-Li
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1
Yang, Wei-Chuan
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Yeh, Yin-hua
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Review of Pacific Basin financial markets and policies
Applied financial economics
95
International review of financial analysis
64
The journal of futures markets
62
IMF Working Papers
49
International review of economics & finance : IREF
48
Applied economics letters
44
Journal of banking & finance
44
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
41
Journal of international financial markets, institutions & money
39
Journal of risk and financial management : JRFM
36
Investment management and financial innovations
34
Journal of empirical finance
33
Economic modelling
30
NBER working paper series
29
Research in international business and finance
28
The journal of asset management
28
Finance India : the quarterly journal of Indian Institute of Finance
26
International journal of economics and finance
26
The European journal of finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Pacific-Basin finance journal
24
The journal of finance : the journal of the American Finance Association
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
International journal of economics and financial issues : IJEFI
22
International Journal of Energy Economics and Policy : IJEEP
20
Managerial finance
20
The empirical economics letters : a monthly international journal of economics
20
Cogent economics & finance
19
Discussion paper / Tinbergen Institute
19
International journal of theoretical and applied finance
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Review of quantitative finance and accounting
19
The review of financial studies
19
Working paper
19
International journal of finance & economics : IJFE
18
Working paper / National Bureau of Economic Research, Inc.
18
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
17
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ECONIS (ZBW)
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1
The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson
;
Sono, Hui
;
Zhang, Wei
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
3
,
pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
Saved in:
2
Risk-reward trade-off and volatility performance of Islamic versus conventional stock indices : global evidence
Abu-Alkheil, Ahmad M.
;
Khan, Walayet A.
;
Parikh, Bhavik
- In:
Review of Pacific Basin financial markets and policies
23
(
2020
)
1
,
pp. 2050002-1-2050002-29
Persistent link: https://www.econbiz.de/10012299655
Saved in:
3
Impacts of introducing index futures on stock market volatilities : new evidences from China
Gao, Yang
;
Sun, Bianxia
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011976146
Saved in:
4
Volatility forecast by volatility index and its use as a risk management tool under a value-at-risk approach
Siu, Yam Wing
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011865598
Saved in:
5
Forecast performance of the Taiwan weighted stock index
Ji, Deng-Yuan
;
Lee, Cheng F.
;
Chen, Hsiao-Yin
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011383089
Saved in:
6
Fear sentiment, liquidity, and trading behavior : evidence from the index ETF market
Chiu, Junmao
;
Chung, Huimin
;
Ho, Keng-yu
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010402983
Saved in:
7
Who offers liquidity on options markets when volatility is high?
Chang, Matthew C.
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009700460
Saved in:
8
Applied rough set logics for multi-criteria decision analysis in stock index volatility projection
Ho, Wen-Rong Jerry
- In:
Review of Pacific Basin financial markets and policies
14
(
2011
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10009536935
Saved in:
9
The impact of non-trading periods on the measurement of volatility
Wang, Yaw-huei
;
Hsiao, Yu-jen
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
4
,
pp. 607-620
Persistent link: https://www.econbiz.de/10008987297
Saved in:
10
Price discovery across the stock index futures and the EFT markets : intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices
Hseu, Mei-Maun
;
Chung, Huimin
;
Sun, Erh-Yin
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003507265
Saved in:
11
Explaining risk/return mismatch of the MSCI China index : a systematic risk analysis
Liang, Priscilla
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
1
,
pp. 63-80
Persistent link: https://www.econbiz.de/10003463389
Saved in:
12
The dynamic relationship between the investment behavior and the Morgan Stanley Taiwan Index : foreign institutional investors' decision process
Chen, Mei-Ling
;
Wang, Kai-Li
;
Sung, Ya-Ching
;
Lin, Fu-Lai
; …
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10003611880
Saved in:
13
Stock price and trading valume effects associated with changes in the MSCI free indices : evidence from Taiwanese firms added to and deleted from the indices
Shu, Pei-gi
;
Yeh, Yin-hua
;
Huang, Yu-Chen
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
4
,
pp. 471-491
Persistent link: https://www.econbiz.de/10002436254
Saved in:
14
A study of mispricing and parity in the Hang Seng futures and options markets
Lung, Kelvin Lai Wai
;
Marshall, Andrew
- In:
Review of Pacific Basin financial markets and policies
5
(
2002
)
3
,
pp. 373-394
Persistent link: https://www.econbiz.de/10001721009
Saved in:
15
Dynamic modeling of stock market interdependencies : an empirical investigation of Australia and the Asian NICs
Masih, Abdul Mansur M.
;
Masih, Rumi
- In:
Review of Pacific Basin financial markets and policies
4
(
2001
)
2
,
pp. 235-264
Persistent link: https://www.econbiz.de/10001610713
Saved in:
16
Portfolio effect on daily stock return across industrial sectors in Hong Kong : an analysis of dow effect
Tang, Gordon Y. N.
- In:
Review of Pacific Basin financial markets and policies
2
(
1999
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001400521
Saved in:
17
An application of variance-ratio test to five Asian stock markets
Alam, M. Imam
;
Hasan, Tanweer
;
Kadapakkam, Palani-Rajan
- In:
Review of Pacific Basin financial markets and policies
2
(
1999
)
3
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001447602
Saved in:
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