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The index fund rationality paradox
Chung, San-Lin; Hung, Mao-Wei; Wang, Jr-Yan - In: Journal of banking & finance 34 (2010) 1, pp. 33-44
Persistent link: https://www.econbiz.de/10008349494
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Effect of wind on stock market returns: evidence from European markets
Shu, Hui-Chu; Hung, Mao-Wei - In: Applied financial economics 19 (2009) 11, pp. 893-904
Persistent link: https://www.econbiz.de/10008249991
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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
Persistent link: https://www.econbiz.de/10008272562
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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. 339-346
Persistent link: https://www.econbiz.de/10008221673
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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
Persistent link: https://www.econbiz.de/10008225608
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Pacific Basin Stock Markets and International Capital Asset Pricing Model - In this paper, we follow Harvey (1991) to investigate whether rates of return on Pacific Basin stock mar...
Jan, Yin-Ching; Chou, Peter Shyan-Rong; Hung, Mao-Wei - In: Global finance journal 11 (2000) 1-2, pp. 1-16
Persistent link: https://www.econbiz.de/10007673736
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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. 867-892
Persistent link: https://www.econbiz.de/10007757824
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A heterogeneous model of disposition effect
Hung, Mao-Wei; Yu, Hsiao-Yuan - In: Applied economics 38 (2006) 18, pp. 2147-2158
Persistent link: https://www.econbiz.de/10007629962
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The world price of exchange risk in the Pacific Basin equity markets
Chou, Peter Shyan-Rong; Yin-Ching, Jan; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370
Persistent link: https://www.econbiz.de/10007664197
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Long memory in currency futures volatility
Chung, Ching-fan; Hung, Mao-wei; Liu, Yu-hong - In: Research in finance 20 (2003), pp. 139-158
Persistent link: https://www.econbiz.de/10009943494