Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

Min-Yuh Day; Paoyu Huang; Yensen Ni; Yuhsin Chen

doi:10.3905/jai.2018.1.062

Article

Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

Min-Yuh Day, Paoyu Huang, Yensen Ni and Yuhsin Chen

The Journal of Alternative Investments Summer 2018, jai.2018.1.062; DOI: https://doi.org/10.3905/jai.2018.1.062

Min-Yuh Day

is an assistant professor of information management at Tamkang University in New Taipei City, Taiwan

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Paoyu Huang

is a professor of international business at Soochow University in Taipei, Taiwan

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Yensen Ni

is a professor of management science at Tamkang University in New Taipei City, Taiwan

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Yuhsin Chen

is a PhD candidate in the department of banking and finance at Tamkang University in New Taipei City, Taiwan

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Alternative Investments

Vol. 23, Issue 4

Spring 2021

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Alternative Investments.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

Message Subject (Your Name) has sent you a message from The Journal of Alternative Investments

Message Body (Your Name) thought you would like to see the The Journal of Alternative Investments web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

Min-Yuh Day, Paoyu Huang, Yensen Ni, Yuhsin Chen

The Journal of Alternative Investments Jun 2018, jai.2018.1.062; DOI: 10.3905/jai.2018.1.062

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

Min-Yuh Day, Paoyu Huang, Yensen Ni, Yuhsin Chen

The Journal of Alternative Investments Jun 2018, jai.2018.1.062; DOI: 10.3905/jai.2018.1.062

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

No citing articles found.

Google Scholar

Main menu

User menu

Search

The Journal of Alternative Investments

Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected