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Persistent link: https://www.econbiz.de/10002883530

Volatility contagion : a range-based volatility approach

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Intraday trading patterns and day-of-the week in stock index options markets : evidence from emerging markets

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Volatility effect of ETFs on the constituents of the underlying Taiwan 50 index

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Foreign investment, regulation, volatility spillovers between the futures and spot markets : evidence from Taiwan

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Outlier detection in the lognormal logarithmic conditional autoregressive range model

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Persistent link: https://www.econbiz.de/10011494656

Impact of opening up of the Taiwan futures market to foreign investors : price effects of foreign investment liberalization ; empirical analysis

Chiang, Min-Hsien; Kuo, Wen-Hsiu - In: Journal of financial management and analysis : … 28 (2015) 1, pp. 11-21

Persistent link: https://www.econbiz.de/10011403099

Impact of Opening Up of the Taiwan Futures Market to Foreign Investors : Price Effects of Foreign Investment Liberalization: Empirical Analysis

Chiang, Min-Hsien - 2015

This paper investigates the impact of the opening up of the Taiwan futures market to foreign investors on the price discovery function and volatility of the local futures market. The additional market factor effects are controlled and the asymmetric response behavior is studied. Major results...

Persistent link: https://www.econbiz.de/10013013565