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Valuation of double trigger catastrophe options with counterparty risk

Jiang, I-Ming; Yang, Sheng-Yung; Liu, Yu-Hong; Wang, Alan T. - In: The North American journal of economics and finance : a … 25 (2013), pp. 226-242

Persistent link: https://www.econbiz.de/10010134052

The effect of target federal funds rate changes on the foreign exchange markets : an event study approach

Wang, Alan T.; Hung, Shu-hsun; Jiang, I-ming - In: Journal of applied finance & banking 3 (2013) 3, pp. 117-132

This paper examines the effect of target Federal funds rate changes on major five foreign exchange markets: Canada, Australia, Euro, Japan and the UK during the period from 2000 to 2007. Two different approaches of Rai, Seth and Mohanty (2007) and the event study of Brown and Warner (1980, 1985)...

Persistent link: https://www.econbiz.de/10010148088

Merger drivers and the change of bidder shareholders' wealth

Yang, Sheng-Yung; Lin, Lin; Chou, De-Wai; Cheng, Hsiao-Chen - In: The service industries journal 30 (2010) 6, pp. 851-872

Persistent link: https://www.econbiz.de/10008417763

Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities

Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10, pp. 837

Persistent link: https://www.econbiz.de/10007750212

How do securities dealers trade in the Taiwan stock market? : evidence from the financial crisis of 2008

Yang, Sheng-yung; Chen, Yu-fen; Lin, Fu-lai - In: International journal of management practice : IJMP 6 (2013) 3, pp. 235-247

Persistent link: https://www.econbiz.de/10010184235

International Asset Excess Returns and Multivariate Conditional Volatilities

Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312

Persistent link: https://www.econbiz.de/10007150095

Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities

Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10-12, pp. 837-854

Persistent link: https://www.econbiz.de/10007795936

Foreign institutional industrial herding in Taiwan stock market

Chen, Yu-Fen; Yang, Sheng-Yung; Lin, Fu-Lai - In: Managerial finance 38 (2012) 3, pp. 325-341

Persistent link: https://www.econbiz.de/10009830476

An analysis of Japanese earnings forecast revisions with application to seasoned equity offerings

Caton, Gary L.; Chan, Justin S.P.; Goh, Jeremy; Yang, … - In: International review of economics & finance : IREF 20 (2011) 3, pp. 376-388

Persistent link: https://www.econbiz.de/10009030706