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An application of threshold cointegration to Taiwan stock index futures and spot markets
Lin, Ching-chung; Chen, Shen-yuan; Hwang, Dar-yeh - In: Review of Pacific Basin financial markets and policies 6 (2003) 3, pp. 291-304
Persistent link: https://www.econbiz.de/10001838414
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Arbitrage risk and the turnover anomaly
Chou, Pin-huang; Huang, Tsung-yu; Yang, Hung-jeh - In: Journal of banking & finance 37 (2013) 11, pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
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Characteristics, covariances and structural breaks
Chou, Pin-huang; Ko, Kuan-cheng - In: Economics letters 100 (2008) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10003747258