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Search: person:"Pan, Ging-Ginq"
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Taiwan
4
Anlageverhalten
3
Behavioural finance
3
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
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Aktienindex
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Forecasting model
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Stock index
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Volatility forecasting
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2005-2012
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Aktienmarkt
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Aktienoption
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Black-Scholes model
1
Black-Scholes-Modell
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Börsenkurs
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Capital market returns
1
Earnings announcement
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Extrapolation
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Gewinnprognose
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Index changes
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Index futures
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Index-Futures
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Information value
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Informationswert
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Investor sentiment
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Jumps
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Kapitalmarktrendite
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Optionsanleihe
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Order submission strategy
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Undetermined
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English
10
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Pan, Ging-Ginq
9
Shiu, Yung-Ming
7
Wu, Tu-Cheng
7
Pan, Ging-ginq
2
Lee, Yi-Tsung
1
Lee, Yi-tsung
1
Lin, Shu-Hui
1
Lin, Shu-hui
1
Shiu, Yung-ming
1
Tseng, Yun-lan
1
Wu, Tu-cheng
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Advances in quantitative analysis of finance and accounting : a research annual
2
International review of economics & finance : IREF
1
Journal of Futures Markets
1
Journal of financial markets
1
Pacific-Basin finance journal
1
Review of derivatives research
1
The journal of futures markets
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ECONIS (ZBW)
8
OLC EcoSci
2
Other ZBW resources
1
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1
Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
Saved in:
2
Do anticipated changes in the MSCI Taiwan index drive investor behavior?
Tseng, Yun-lan
;
Pan, Ging-ginq
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 563-580
Persistent link: https://www.econbiz.de/10014534931
Saved in:
3
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
4
Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
Saved in:
5
Analysis of the clientele effect and the information content of short-term index option returns in Taiwan
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of Futures Markets
38
(
2018
)
6
,
pp. 715-730
Persistent link: https://www.econbiz.de/10012082106
Saved in:
6
Investor beliefs and the demand pressure on index options in Taiwan
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1117-1132
Persistent link: https://www.econbiz.de/10011546234
Saved in:
7
The effects of stochastic volatility and demand pressure on the monotonicity property violations
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
The journal of derivatives : the official publication …
22
(
2014
)
1
,
pp. 90-102
Persistent link: https://www.econbiz.de/10011634604
Saved in:
8
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
9
IMPACT OF NET BUYING PRESSURE ON CHANGES IN IMPLIED VOLATILITY: Before and After the Onset of the Subprime Crisis
Shiu, Yung-Ming
;
Pan, Ging-Ginq
;
Lin, Shu-Hui
;
Wu, Tu-Cheng
- In:
The journal of derivatives : the official publication …
17
(
2010
)
4
,
pp. 54-67
Persistent link: https://www.econbiz.de/10008428796
Saved in:
10
The tendency of firm managers to avoid small losses
Lee, Yi-tsung
;
Pan, Ging-Ginq
- In:
Advances in quantitative analysis of finance and …
4
(
2006
),
pp. 195-218
Persistent link: https://www.econbiz.de/10003430910
Saved in:
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