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Empirical performance of component GARCH models in pricing VIX term structure and VIX futures

Cheng, Hung-Wen; Chang, Li-Han; Lo, Chien-Ling; Tsai, … - In: Journal of empirical finance 72 (2023), pp. 122-142

Persistent link: https://www.econbiz.de/10014476812

Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting

Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89

Persistent link: https://www.econbiz.de/10009315274

The information content of intraday implied volatility for volatility forecasting

Wang, Yaw-Huei; Wang, Yun-Yi - In: Journal of forecasting 35 (2016) 2, pp. 167-178

Persistent link: https://www.econbiz.de/10011580247

Price and liquidity effects of switching exchange listings

Liao, Tsai-ling; Yu, Min-Teh - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 20-34

Persistent link: https://www.econbiz.de/10010204092

Advertising and investor recognition of banking firms : evidence from Taiwan

Liao, Tsai-Ling; Sung, Hao-Chang; Yu, Min-Teh - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 812-824

Persistent link: https://www.econbiz.de/10011563114

Independent directors and the long-run performance of IPOs

Liao, Tsai-ling; Yu, Min-teh; Huang, Chih-jen - In: Journal of applied finance & banking 1 (2011) 4, pp. 137-161

The Securities and Futures Bureau (SFB) of Taiwan prescribes that firms applying for an initial listing after February 2002 must have at least two seats of independent directors (IDs) on the board. Under the SFB 2002 rules, this paper investigates the effect of such governance reforms in ID...

Persistent link: https://www.econbiz.de/10009540028

Founders and the decision of Chinese dual-class IPOs in the U.S.

Li, Xiaodan; Jiao, Yang; Yu, Min-Teh; Zhao, Yang - In: Pacific-Basin finance journal 57 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012170644