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Impact of foreign-listed single stock futures on the domestic underlying stock markets

Hung, Mao-Wei; Lee, Cheng F.; So, L.-C. - In: Applied economics letters 10 (2003) 9, pp. 567-574

Persistent link: https://www.econbiz.de/10001802025

Pricing vulnerable options in incomplete markets

Hung, Mao-Wei; Liu, Yu-Hong - In: The journal of futures markets 25 (2005) 2, pp. 135-170

Persistent link: https://www.econbiz.de/10002535444

Asset prices under prospect theory and habit formation

Hung, Mao-Wei; Wang, Jr-Yan - In: Review of Pacific Basin financial markets and policies 8 (2005) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10002712022

A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options

Guo, Jia-hau; Hung, Mao-Wei; So, Leh-chyan - In: The journal of futures markets 29 (2009) 5, pp. 478-493

Persistent link: https://www.econbiz.de/10003827779

Effect of wind on stock market returns : evidence from European markets

Shu, Hui-chu; Hung, Mao-Wei - In: Applied financial economics 19 (2009) 10/12, pp. 893-904

Environmental psychology studies have found evidence that wind speed has a strong influence on mood and comfort. This study investigated the relationship between wind speed and daily stock market returns across 18 European countries from 1994 to 2004. A significant and pervasive wind effect was...

Persistent link: https://www.econbiz.de/10003856756

Tight bounds on American option prices

Chung, San-lin; Hung, Mao-Wei; Wang, Jr-yan - In: Journal of banking & finance 34 (2010) 1, pp. 77-89

Persistent link: https://www.econbiz.de/10003905673

On the currency effect to home bias puzzle

Hung, Mao-Wei; Lo, Mei-lan; Yu, Hsiao-yuan - In: Applied economics letters 17 (2010) 7/9, pp. 815-821

Persistent link: https://www.econbiz.de/10003996933

Comment on: A note on the discontinuity problem in Heston's stochastic volatility model

Lord, Roger - In: Applied mathematical finance 17 (2010) 3/4, pp. 373-376

Persistent link: https://www.econbiz.de/10008653251

Managerial personal diversification and portfolio equity incentives

Hung, Mao-Wei; Liu, Yu-jane; Tsai, Chia-fen - In: The journal of corporate finance : contracting, … 18 (2012) 1, pp. 38-64

Persistent link: https://www.econbiz.de/10009491788

Cross-market hedging strategies for credit swaps under a Markov regime-switching framework

Chang, Jow-ran; Hung, Mao-Wei; Tsai, Feng-tse - In: The journal of fixed income 22 (2012) 2, pp. 44-56

Persistent link: https://www.econbiz.de/10009670717