The Pricing of Stock Index Futures During the Asian Financial Crisis: Evidence from Four Asian Index Futures Markets von Janchung Wang

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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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Price Behavior of Stock Index Futures: Evidence from the FTSE Xinhua China A50 and H-Share Index Futures Markets von Wang, Janchung

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Short Selling and Index Arbitrage Profitability: Evidence from the SGX MSCI and TAIFEX Taiwan Index Futures Markets von Wang, Janchung

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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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Price Behavior of Stock Index Futures: Evidence from the FTSE Xinhua China A50 and H-Share Index Futures Markets von Wang, Janchung

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The effect of short-sale restrictions on the information transmission of extended index futures trading von Wang, Janchung, Yeh, Shih-Kuo, Wang, Bo-Ting

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Predicting opening spot prices using extended futures trading von Wang, Janchung, Chen, Sunwu Winfred, Wang, Bo‐Ting

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Degree of market imperfections: evidence from four Asian index futures markets von Wang, Janchung

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Stock market volatility and the forecasting performance of stock index futures von Wang, Janchung

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

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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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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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