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Search: person:"Chang, Chuang-chang"
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Option trading
3
Optionsgeschäft
3
Emerging economies
2
Handelsvolumen der Börse
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Schwellenländer
2
Taiwan
2
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2
Aktienoption
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Asymmetric information
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Asymmetrische Information
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Informed traders
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Leerverkauf
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Option illiquidity premium
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Risikoprämie
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Securities trading
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Short sales
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Short selling
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Short-sale constraints
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Stock option
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Chang, Chuang-Chang
4
Hsieh, Pei-Fang
4
Chang, Chuang-chang
3
Wang, Yaw-Huei
3
Hsieh, Pei-fang
2
Lai, Hung-Neng
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Lai, Hung-neng
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Lin, Zih-Ying
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Wang, Yaw-huei
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Journal of banking & finance
Review of quantitative finance and accounting
9
The journal of futures markets
9
Research in finance
6
Review of Quantitative Finance and Accounting
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of Banking & Finance
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Journal of Futures Markets
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Quantitative Finance
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Advances in financial planning and forecasting
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Advances in investment analysis and portfolio management : a research annual
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International journal of business
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Jingji-lunwen
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Journal of Financial Markets
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Journal of International Financial Markets, Institutions and Money
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Journal of Multinational Financial Management
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Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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Pacific-Basin Finance Journal
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The Quarterly Review of Economics and Finance
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OLC EcoSci
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ECONIS (ZBW)
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1
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Lin, Zih-Ying
;
Chang, Chuang-chang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
94
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011966488
Saved in:
2
Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
Chang, Chuang-Chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 127-139
Persistent link: https://www.econbiz.de/10008349485
Saved in:
3
Information content of options trading volume for future volatility: Evidence from the Taiwan options market
Chang, Chuang-Chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-184
Persistent link: https://www.econbiz.de/10008894553
Saved in:
4
Do informed option investors predict stock returns? : evidence from the Taiwan stock exchange
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Lai, Hung-neng
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 757-764
Persistent link: https://www.econbiz.de/10003820953
Saved in:
5
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
6
Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
Chang, Chuang-Chang
;
Hsieh, Pei-Fang
;
Lai, Hung-Neng
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 757-764
Persistent link: https://www.econbiz.de/10008175308
Saved in:
7
Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
Chang, Chuang-Chang
;
Hsieh, Pei-Fang
;
Lai, Hung-Neng
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 757-765
Persistent link: https://www.econbiz.de/10008890371
Saved in:
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