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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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Price limits, margin requirements, and default risk
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: The journal of futures markets 20 (2000) 6, pp. 573-602
Persistent link: https://www.econbiz.de/10001509977
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The effectiveness of coordinating price limits across futures and spot markets
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: The journal of futures markets 23 (2002) 6, pp. 577-602
Persistent link: https://www.econbiz.de/10001769711
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Risk aversion and price limits in futures markets
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: Finance research letters 2 (2005) 3, pp. 173-184
Persistent link: https://www.econbiz.de/10003099275
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Do different futures contracts in one stock exchange have the same price discovery capability? : Empirical study of Taiwan futures exchange
Chang, S.-J.; Lin, Ching-chung; Hsu, Hsinan - In: Journal of financial management and analysis : … 17 (2004) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10002507049