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Applied Financial Economics Volume 18, 2008 - Issue 15
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Original Articles

Degree of market imperfections: evidence from four Asian index futures markets

Janchung Wang Department of Financial Operations, National Kaohsiung First University of Science and Technology, 1 University Rd., Yanchao, Kaohsiung, Taiwan, ROC E-mail: [email protected]
Pages 1233-1246 | Published online: 21 Jul 2008

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Read on this site (2)

Wei Fong Pok, M. Humayun Kabir & Martin Young. (2023) Media content, sentiment and emerging market futures returns. Applied Economics 55:7, pages 724-749.
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Hon-Lun Chung, Wai-Sum Chan & Jonathan A. Batten. (2011) Threshold non-linear dynamics between Hang Seng stock index and futures returns. The European Journal of Finance 17:7, pages 471-486.
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Articles from other publishers (2)

Hailiang Zhang, Muhammad Atif Sattar & Haijun Wang. (2024) Uncertainty measure: As a proxy for the degree of market imperfection. International Review of Economics & Finance 89, pages 159-171.
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Xiaoqiang Lin, Qiang Chen & Zhenpeng Tang. (2014) Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market. Economic Modelling 40, pages 81-90.
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