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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
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Pricing interest rate swaps with stochastic volatility
Lin, William T. - In: Advances in investment analysis and portfolio … 7 (2000), pp. 191-207
Persistent link: https://www.econbiz.de/10001542592
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An analysis of long memory in volatility for Asian stock markets
Chung, Huimin; Lin, William T.; Wu, Soushan - In: Review of Pacific Basin financial markets and policies 3 (2000) 3, pp. 309-330
Persistent link: https://www.econbiz.de/10001535912
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Interrelationships between options, futures and stock markets : evidence from Taiwan's derivatives markets
Fung, Scott; Tsai, Shih-chuan - In: Journal of emerging markets 13 (2008) 2, pp. 7-22
Persistent link: https://www.econbiz.de/10003781523
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Information acquisition and processing skills of institutions and retail investors around information shocks
Fung, Scott; Obaid, Khaled; Tsai, Shih-Chuan - In: Journal of empirical finance 77 (2024), pp. 1-35
Persistent link: https://www.econbiz.de/10014578540
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What factors are associated with stock price jumps in high frequency?
Ahn, Yongkil; Tsai, Shih-Chuan - In: Pacific-Basin finance journal 68 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013332479