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An empirical test of the variance gamma option pricing model
Lam, Kin; Chang, Eric Chieh; Lee, M. C. - In: Pacific-Basin finance journal 10 (2002) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10001705578
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Discretely sampled financial derivatives : a simple pricing methodology
Tse, Wai-man; Chang, Eric Chieh; Ng, Kai-Wang - 2002
Persistent link: https://www.econbiz.de/10001692839
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Cross-hedging with currency options and futures
Kit, Pong Wong; Chang, Eric Chieh - 2001
Persistent link: https://www.econbiz.de/10001639113
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Cross-hedging with currency options and futures
Chang, Eric Chieh; Kit, Pong Wong - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 555-574
Persistent link: https://www.econbiz.de/10001794042
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An examination of herd behavior in equity markets : an international perspective
Chang, Eric Chieh; Cheng, Joseph W.; Khorana, Ajay - In: Journal of banking & finance 24 (2000) 10, pp. 1651-1679
Persistent link: https://www.econbiz.de/10001511633
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Further evidence on the variability of inflation and relative price variability
Chang, Eric Chieh; Cheng, Joseph W. - In: Economics letters 66 (2000) 1, pp. 71-77
Persistent link: https://www.econbiz.de/10001435935
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The effect of CME Rule 552 on dual traders
Chang, Eric Chieh - In: The journal of futures markets 14 (1994) 4, pp. 493-510
Persistent link: https://www.econbiz.de/10001169789
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Standard & Poor's 500 Index futures volatility and price changes around the New York Stock Exchange close
Chang, Eric Chieh - In: The journal of business : B 68 (1995) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001177499
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The performance and market impact of dual trading : CME rule 552
Chang, Eric Chieh - In: Journal of financial intermediation 5 (1996) 1, pp. 23-48
Persistent link: https://www.econbiz.de/10001202091
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Return seasonality in stocks and their underlying assets : tax-loss selling versus information explanations
Brauer, Greggory A. - In: The review of financial studies 3 (1990) 2, pp. 255-280
Persistent link: https://www.econbiz.de/10001105902