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The effects of model errors and market imperfections on financial institutions writing derivative warrants : simulation evidence from Taiwan
Chung, Huimin; Lee, Chin-shen; Wu, Soushan - In: Pacific-Basin finance journal 10 (2002) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10001655761
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A risk-tolerance hedging strategy
Wu, Soushan - In: Review of futures markets 9 (1990), pp. 282-290
Persistent link: https://www.econbiz.de/10001108717
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A cointegration test on stock and bond spread reversion : evidence in Taiwan
Wu, Soushan - In: Xiang gang jing ji xue hui hui kan : annual publ. of … 24 (1996), pp. 21-29
Persistent link: https://www.econbiz.de/10001211583
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Alternative conditional volatility models of Taiwan's stock market with applications to covered warrants
Lee, Chin-shen; Chung, Huimin - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 219-231
Persistent link: https://www.econbiz.de/10001543067
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Dynamic hedge with forecasting : a Martingale approach
Lee, Chin-shen - In: Advances in investment analysis and portfolio … 8 (2001), pp. 205-229
Persistent link: https://www.econbiz.de/10001640887
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The market, regulation, and issuing strategies of covered warrants in Taiwan
Chiang, Raymond; Lee, Chin-shen; Hsieh, Wen-liang - In: Review of Pacific Basin financial markets and policies 3 (2000) 1, pp. 87-105
Persistent link: https://www.econbiz.de/10001483852
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Price discovery in the options markets : an application of put-call parity
Hsieh, Wen-liang G.; Lee, Chin-shen; Yuan, Shu-fang - In: The journal of futures markets 28 (2008) 4, pp. 354-375
Persistent link: https://www.econbiz.de/10003699412
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Who reacts to what information in securities analyst reports? : direct evidence from the investor trade imbalance
Hsieh, Wen-liang Gideon; Lee, Chin-shen - In: Pacific-Basin finance journal 65 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013209739