Ching-Chung Lin
National Cheng Kung University
6 Papers
54 Citations
Ching-Chung Lin is an academic researcher from National Cheng Kung University. The author has contributed to research in topics: Futures contract & Corporate social responsibility. The author has an hindex of 3, co-authored 4 publications.
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Papers
Does Index Futures Dominate Index Spot? Evidence from Taiwan Market
TL;DR: In this article, the authors used vector error correction model (VECM) and EGARCH model to examine the interaction of return and volatility between Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and newly introduced TAIEX futures.
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The Impact of Ownership Structure on Corporate Social Responsibility Performance in Vietnam
Ching-Chung Lin,T. Nguyen +1 more
TL;DR: In this paper , the authors used ownership concentration, managerial ownership, government ownership, and foreign ownership for ownership structure representation and explored their relationship with CSR performance under the Vietnamese companies' context.
19
A Comparison of Hedge Effectiveness and Price Discovery between TAIFEX TAIEX Index Futures and SGX MSCI Taiwan Index Futures
TL;DR: In this article, the authors used daily data from July 21, 1998 to July 31, 2000 to examine the hedging effectiveness, price behavior, and lead-lag relationship of SGX MSCI Taiwan index futures and TAIFEX TAIEX futures.
19
An Application of Threshold Cointegration to Taiwan Stock Index Futures and Spot Markets
TL;DR: In this article, the authors examined the arbitrage opportunity existing between Taiwan stock index futures and spot markets with the consideration of transaction costs, and employed the threshold cointegration model to estimate the upper and lower thresholds within which arbitrage is not profitable and hence the mispricing errors do not adjust back to equilibrium.
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A Study on Designing a Financial Supervisory Institution in Taiwan
TL;DR: Based on the trend toward integration in financial supervision and examination, the authors proposes the adoption of a functional approach to financial supervision, and the problems that may occur when we restructure the financial supervisory framework in Taiwan.