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The shape of option implied volatility : a study based on market net demand pressure

Mo, Tianyu; Zheng, Zhenlong; Lin, William - In: China finance review international 2 (2012) 1, pp. 27-52

Persistent link: https://www.econbiz.de/10009703233

Retrieving aggregate information from option volume

Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: International review of economics & finance : IREF 55 (2018), pp. 220-232

Persistent link: https://www.econbiz.de/10012033475

Does options trading convey information on futures prices?

Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: The North American journal of economics and finance : a … 39 (2017), pp. 182-196

Persistent link: https://www.econbiz.de/10011878622

AVIX : an improved VIX based on stochastic interest rates and an adaptive screening mechanism

Zheng, Zhenlong; Jiang, Zhengyun; Chen, Rong - In: The journal of futures markets 37 (2017) 4, pp. 374-410

Persistent link: https://www.econbiz.de/10011950692

Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress

Lin, William; Sun, David - In: The journal of futures markets 29 (2009) 12, pp. 1161-1189

Persistent link: https://www.econbiz.de/10003900991

Are Credit Spreads Too Low or Too High - A Hybrid Barrier Option Approach for Financial Distress

LIn, William T. - 2010

Based on the works of Brockman and Turtle (2003) and Giesecke (2004), we propose in this study a hybrid barrier option model to explain observed credit spreads. It is free of problems with the structural model which underprescribed credit spreads for investment grade corporate bonds and...

Persistent link: https://www.econbiz.de/10013148676

Do foreign institutions outperform in the Taiwan options market?

Lin, William; Tsai, Shih-Chuan; Chiu, Peter - In: The North American journal of economics and finance : a … 35 (2016), pp. 101-115

Persistent link: https://www.econbiz.de/10011672304