This paper summarizes theoretical and empirical research on the roles and functions of
emerging derivatives markets and the resulting implications on policy and regulations …

The study investigates the existence of wide range of fifteen calendar anomalies in daily log
returns of seven metal futures (aluminium, copper, gold, lead, nickel, silver, zinc) and two …

We review the literature on derivatives in emerging markets. This young but booming
literature appears to be concentrated on a few countries, but is quite rich in terms of subject …

This paper investigates whether and how futures market sentiment and stock market returns
heterogeneously affect the trading activities of institutional investors in the spot market in …

On July 1, 2002, the Taiwan Stock Exchange changed its closing price procedure to a five-
minute call auction. This paper examines different types of trader behavior at the close …

Fast Moving Consumer Goods (FMCG) goods are all consumable items (other than
groceries/pulses) that one needs to buy at regular intervals. These are items which are used …

Adopting the quantile regression model, this paper describes the positive relation between
relative order imbalance and intraday futures returns. The positive connection is relatively …

本研究探討新加坡摩根台股期貨契約到期時, 台灣股票市場上的到期日效應形成原因為何.
實證發現摩台指期貨契約到期當天, 股票市場收盤前最後五分鐘的價量表現 …

This study investigates the relation between trading patterns and performance in the TAIEX
futures market. The research shows that individual investors are poor market timers and …

We empirically evaluate the current 120-minute settlement window for China Securities
Index 300 Stock Index Futures. We assume that an exchange chooses the optimal …