Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures Market

Shean-Bii Chiu; Jason Hsu; Hsing-Kuo Lai; Phillip Wool

doi:10.3905/jpm.2021.1.249

Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures Market

Shean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip Wool

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 185-199; DOI: https://doi.org/10.3905/jpm.2021.1.249

Shean-Bii Chiu

is a professor in the Department of Finance at the College of Management at National Taiwan University in Taiwan

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Jason Hsu

is chairman and CIO at Rayliant Global Advisors in Hong Kong and an adjunct professor in finance at the UCLA Anderson Graduate School of Management in Los Angeles, CA

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Hsing-Kuo Lai

is a PhD candidate in the Department of Finance at the College of Management at National Taiwan University in Taiwan

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Phillip Wool

is a managing director and head of investment solutions at Rayliant Global Advisors in Hong Kong

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Vol. 47, Issue 7

Non-US Financial Markets 2021

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Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures Market