The Optimal Total Costs for Writing a Straddle von Hsu, Hsinan, Ho, Emily

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Hedge Ratio Stability and Hedging Effectiveness of Time-Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis von Wang, Janchung, Hsu, Hsinan

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Estimation of the degree of market imperfections: theory and application in currency futures markets von Janchung Wang, Hsinan Hsu

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Can a path-dependent strategy outperform a path-independent strategy? von Lee, Huai-I, Hsieh, Tsung-Yu, Kuo, Wen-Hsiu, Hsu, Hsinan

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Feasibility of riskless hedged portfolios in imperfect markets von Hsu, Hsinan, Wang, Yaw-Bin

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Price Expectation and the Pricing of Stock Index Futures von Hsu, Hsinan, Wang, Janchung

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Heterogeneity of Trading Information and the Price-Volume Relationship: Theory and Evidence von Hsu, Hsinan, Wu, Tsung-Che, Wu, Grace Shu-hsing, Chang, Ya-Hui

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Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets von Wang, Janchung, Hsu, Hsinan

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A measurement of the extent of market imperfections between markets and applications von Hsu, Hsinan, Wu, Hsing-Chi, Lee, Hsien-Yi, Wang, Janchung

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Transaction tax and market volatility: Evidence from the Taiwan futures market von Liau, Yung-Shi, Wu, Yi-Chen, Hsu, Hsinan

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Feasibility of riskless hedged portfolios in imperfect markets von Hsu, Hsinan, Wang, Yaw-Bin

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A new choice of dynamic asset management: the variable proportion portfolio insurance von Lee, Huai-I., Chiang, Min-Hsien, Hsu, Hsinan

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Portfolio insurance with ratcheted floor as a long-term asset management strategy: implications of loss aversion von Lee, Huai-I., Hsu, Hsinan, Hu, Len-Kuo, Lin, Ching-Chung

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The impacts of institutional net buys/sells on returns in the Taiwan futures market von Hsinan Hsu, Wen-Fang Huang, Janchung Wang, Matthew C. Chang

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Degree of market imperfection and the pricing of stock index futures von Wang, Janchung, Hsu, Hsinan

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Portfolio insurance with a dynamic floor von Lee, Huai-I, Hsu, Hsinan, Chiang, Min-Hsien

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Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan von Kuo, Wen-Hsiu, Hsu, Hsinan, Chiang, Min-Hsien

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Pricing efficiency of exchange traded funds in Taiwan von Lin, Ching-Chung, Chan, Shih-Ju, Hsu, Hsinan

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Trading Patterns and Performance of Trader Types in Taiwan Futures Market von Lin, Chao-Hsien, Hsu, Hsinan, Chiang, Chwan-Yi

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Trading Volume and Cross-Autocorrelations of Stock Returns in Emerging Markets: Evidence from the Taiwan Stock Market von Kuo, Wen-Hsiu, Hsu, Hsinan, Chiang, Chwan-Yi

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