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Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model
Bei, Xinyue; Yang, Yanjia; Li, Liuling; Mizrach, Bruce … - In: Theoretical economics letters 4 (2014) 9, pp. 748-759
Persistent link: https://www.econbiz.de/10010531254
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Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin; Sheu, Her-jiun; Hsu, Shufang - In: International review of economics & finance : IREF 19 (2010) 4, pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
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Intraday liquidity provision by trader types in a limit order market : evidence from Taiwan index futures
Chiu, Junmao; Chung, Huimin; Wang, George H. K. - In: The journal of futures markets 34 (2014) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10010255481
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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
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Information sharing in regular and E-mini futures : an analysis of Russell 2000 small cap index futures
Wang, Yu-shan; Chung, Huimin - In: The international journal of finance 20 (2008) 1, pp. 4697-4724
Persistent link: https://www.econbiz.de/10003886793
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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
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Price clustering in E-mini and floor-traded index futures
Chung, Huimin; Chiang, Shumei - In: The journal of futures markets 26 (2006) 3, pp. 269-295
Persistent link: https://www.econbiz.de/10003304001
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Expiration day effects of Taiwan index futures : the case of the Singapore and Taiwan Futures Exchanges
Chung, Huimin; Hseu, Mei-Maun - In: Journal of international financial markets, … 18 (2008) 2, pp. 107-120
Persistent link: https://www.econbiz.de/10003710323
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Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng; Chung, Huimin; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 45 (2016), pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
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Information sharing in regular and E-mini futures : an analysis of Russell 2000 small cap index futures
Wang, Yu-shan; Chung, Huimin - In: International journal of economic perspectives : IJEP 5 (2011) 2, pp. 149-161
Persistent link: https://www.econbiz.de/10011587469