Session Chair: Jin Yoo (Hanyang Univ.)

1. The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options

Wei-Che Tsai
(National Sun Yat-sen Univ.)
Ying-Tzu Chiu
(National Taiwan Univ.)
Yaw-Huei Wang
(National Taiwan Univ.)

2. Arithmetic Average Futures Contracts as a Hedge Against Expiration Day Effects
Jin Yoo (Hanyang Univ.)

3. Price Manipulation and Market Prediction: Evidence from a Small Market

Hui-Huang Tsai
(National United Univ.)
Wei-Hwa Wu
(Ming-Chuan Univ.)