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There are 794 results for: content related to: How Different Types of Traders Behave in the Taiwan Futures Market

  1. Quantile Regression Analysis of the Asymmetric Return-Volatility Relation

    Journal of Futures Markets

    Volume 33, Issue 3, March 2013, Pages: 235–265, Ihsan Ullah Badshah

    Version of Record online : 27 MAR 2012, DOI: 10.1002/fut.21551

  2. The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 399–425, Robin K. Chou, George H. K. Wang and Yun-Yi Wang

    Version of Record online : 6 APR 2014, DOI: 10.1002/fut.21665

  3. Convenience Yields and Risk Premiums in the EU-ETS—Evidence from the Kyoto Commitment Period

    Journal of Futures Markets

    Volume 36, Issue 6, June 2016, Pages: 587–611, Stefan Trück and Rafał Weron

    Version of Record online : 15 APR 2016, DOI: 10.1002/fut.21780

  4. Forecasting the LIBOR-Federal Funds Rate Spread During and After the Financial Crisis

    Journal of Futures Markets

    Volume 36, Issue 4, April 2016, Pages: 345–374, Wassim Dbouk, Ibrahim Jamali and Lawrence Kryzanowski

    Version of Record online : 6 AUG 2015, DOI: 10.1002/fut.21737

  5. AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism

    Journal of Futures Markets

    Zhenlong Zheng, Zhengyun Jiang and Rong Chen

    Version of Record online : 9 DEC 2016, DOI: 10.1002/fut.21824

  6. Fundamentals, Derivatives Market Information and Oil Price Volatility

    Journal of Futures Markets

    Volume 36, Issue 4, April 2016, Pages: 317–344, Michel A. Robe and Jonathan Wallen

    Version of Record online : 14 JUL 2015, DOI: 10.1002/fut.21732

  7. Order Splitting Behavior by Different Types of Traders in the Taiwan Index Futures Markets Under Diverse Market Conditions

    Journal of Futures Markets

    Volume 34, Issue 9, September 2014, Pages: 883–910, Yun-Yi Wang

    Version of Record online : 3 MAY 2013, DOI: 10.1002/fut.21622

  8. Forward-Looking Monetary Policy Rules and Option-Implied Interest Rate Expectations

    Journal of Futures Markets

    Volume 34, Issue 4, April 2014, Pages: 346–373, Jukka Sihvonen and Sami Vähämaa

    Version of Record online : 14 FEB 2013, DOI: 10.1002/fut.21596

  9. Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia

    Journal of Futures Markets

    Volume 34, Issue 1, January 2014, Pages: 34–55, Yakup Eser Arisoy

    Version of Record online : 11 DEC 2012, DOI: 10.1002/fut.21589

  10. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics

    Journal of Futures Markets

    Volume 36, Issue 6, June 2016, Pages: 522–544, Annastiina Silvennoinen and Susan Thorp

    Version of Record online : 4 FEB 2016, DOI: 10.1002/fut.21770

  11. Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures

    Journal of Futures Markets

    Volume 36, Issue 3, March 2016, Pages: 240–266, Jing Chen, Yu-Jane Liu, Lei Lu and Ya Tang

    Version of Record online : 22 APR 2015, DOI: 10.1002/fut.21727

  12. Trading Patience, Order Flows, and Liquidity in an Index Futures Market

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 731–756, Caihong Xu

    Version of Record online : 5 MAR 2014, DOI: 10.1002/fut.21664

  13. The Term Structure of VIX

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1092–1123, Xingguo Luo and Jin E. Zhang

    Version of Record online : 16 AUG 2012, DOI: 10.1002/fut.21572

  14. Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

    Journal of Futures Markets

    Junmao Chiu, Huimin Chung and George H. K. Wang

    Version of Record online : 21 DEC 2016, DOI: 10.1002/fut.21832

  15. Information Content of Trading Activity in Precious Metals Futures Markets

    Journal of Futures Markets

    Volume 36, Issue 5, May 2016, Pages: 421–456, Elina Pradkhan

    Version of Record online : 21 SEP 2015, DOI: 10.1002/fut.21755

  16. Causes and Implications of Shifts in Financial Participation in Commodity Markets

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 757–787, Bassam Fattouh and Lavan Mahadeva

    Version of Record online : 22 APR 2014, DOI: 10.1002/fut.21674

  17. The Distribution of Uncertainty: Evidence from the VIX Options Market

    Journal of Futures Markets

    Volume 35, Issue 7, July 2015, Pages: 597–624, Clemens Völkert

    Version of Record online : 15 MAY 2014, DOI: 10.1002/fut.21673

  18. Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market

    Journal of Futures Markets

    Volume 34, Issue 12, December 2014, Pages: 1122–1145, Chin-Ho Chen, Huimin Chung and Shu-Fang Yuan

    Version of Record online : 12 FEB 2014, DOI: 10.1002/fut.21655

  19. An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange

    Journal of Futures Markets

    Pei-Shih Weng, Ming-Hung Wu, Miao-Ling Chen and Wei-Che Tsai

    Version of Record online : 22 DEC 2016, DOI: 10.1002/fut.21830

  20. The Impacts of Individual and Institutional Trading on Futures Returns and Volatility: Evidence from Emerging Index Futures Markets

    Journal of Futures Markets

    Volume 35, Issue 3, March 2015, Pages: 222–244, Wen-Hsiu Kuo, San-Lin Chung and Chiao-Yi Chang

    Version of Record online : 20 JUN 2014, DOI: 10.1002/fut.21683