Concepedia

Expiration day effects and market manipulation: evidence from Taiwan

Edward H. Chow, Chung-Wen Hung, Christine Shu-Hua Liu, Cheng-Yi Shiu

Review of Quantitative Finance and Accounting · 2012 · 13 citations · 15 references

DOI

Concepts

References

15

The distribution of realized stock return volatility

Torben G. Andersen · Journal of Financial Economics · 2001 · 2.4K citations

, , +12

Just How Much Do Individual Investors Lose by Trading?

Brad M. Barber, Yi‐Tsung Lee, Yu‐Jane Liu et al. · Review of Financial Studies · 2008 · 999 citations

, , +11

Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan

Roger D. Huang, Cheng‐Yi Shiu · Financial Management · 2009 · 245 citations

, , +14

Futures Manipulation with “Cash Settlement”

Praveen Kumar, Duane J. Seppi · The Journal of Finance · 1992 · 222 citations

, , +17

Program Trading and Expiration-Day Effects

Hans R. Stoll, Robert E. Whaley · Financial Analysts Journal · 1987 · 210 citations

, , +15