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A heterogeneous model of disposition effect

Hung, Mao-Wei; Yu, Hsiao-yuan - In: Applied economics 38 (2006) 18, pp. 2147-2157

Persistent link: https://www.econbiz.de/10003385844

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

Guo, Jia-hau; Hung, Mao-Wei - In: Applied mathematical finance 14 (2007) 4, pp. 339-345

Persistent link: https://www.econbiz.de/10003543045

Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates

Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 27 (2007) 9, pp. 867-891

Persistent link: https://www.econbiz.de/10003518525

The jump behavior of foreign exchange market : analysis of Thai Baht

Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng F.; Lu, Hsin-Min - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 265-288

Persistent link: https://www.econbiz.de/10003507283

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

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

Optimal asset allocation for DC pension plans under inflation

Han, Nan-wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 172-181

Persistent link: https://www.econbiz.de/10009558144

Determinants of futures contract success : empirical examinations for the Asian futures markets

Hung, Mao-Wei; Lin, Bing-huei; Huang, Yu chuan; Chou, … - In: International review of economics & finance : IREF 20 (2011) 3, pp. 452-458

Persistent link: https://www.econbiz.de/10009304039

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

A note on endogenous propagation in one-sector business cycle models with dynamic complementarities

Hung, Mao-Wei; Wu, Shue-jen - In: Macroeconomic dynamics 16 (2012) 5, pp. 791-801

Persistent link: https://www.econbiz.de/10009746075