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Derivatives trading information, stock market behavior, and financial institutions

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  • Chang, Carolyn W.
  • Lin, Bing-Huei
  • Yu, Min-Teh

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  • Chang, Carolyn W. & Lin, Bing-Huei & Yu, Min-Teh, 2018. "Derivatives trading information, stock market behavior, and financial institutions," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 324-325.
    • Handle: RePEc:eee:reveco:v:55:y:2018:i:c:p:324-325
    DOI: 10.1016/j.iref.2017.07.010
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    References listed on IDEAS

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    1. Chen, Naiwei & Huang, Hsiu-Hsi & Lin, Chia-He, 2018. "Equator principles and bank liquidity," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 185-202.
    2. Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018. "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 220-232.
    3. Chang, Carolyn W. & Li, Xiaodan & Lin, Edward M.H. & Yu, Min-Teh, 2018. "Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 273-284.
    4. Chuang, Hwei-Lin & Lin, Eric S. & Chiu, Shih-Yung, 2018. "The gender wage gap in the financial industry: Evidence from the interindustry ranking," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 246-258.
    5. Hong, Hui & Sung, Hao-Chang & Yang, Jingjing, 2018. "On profitability of volatility trading on S&P 500 equity index options: The role of trading frictions," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 295-307.
    6. Lin, Fu-Lai & Yang, Sheng-Yung & Marsh, Terry & Chen, Yu-Fen, 2018. "Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 285-294.
    7. Lin, Cho-Min & Chan, Min-Lee & Chien, I-Hsin & Li, Kuan-Hua, 2018. "The relationship between cash value and accounting conservatism: The role of controlling shareholders," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 233-245.
    8. Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006. "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," The Review of Financial Studies, Society for Financial Studies, vol. 19(3), pages 797-827.
    9. Yang, Jiao-Hui & Wang, Wei & Wang, Kai-Li & Yeh, Chung-Ying, 2018. "Capital intensity, natural resources, and institutional risk preferences in Chinese Outward Foreign Direct Investment," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 259-272.
    10. Weng, Pei-Shih & Tsai, Wei-Che, 2018. "Do foreign institutional traders have private information for the market index? The aspect of market microstructure," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 308-323.
    11. Doan, Anh-Tuan & Lin, Kun-Li & Doong, Shuh-Chyi, 2018. "What drives bank efficiency? The interaction of bank income diversification and ownership," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 203-219.
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    Cited by:

    1. Liu, Dehong & Qiu, Qi & Hughen, J. Christopher & Lung, Peter, 2019. "Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 557-571.

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