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Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange

Chuang, Yi‐Wei; Tsai, Wei‐Che; Weng, Pei‐Shih; … - In: Journal of Futures Markets 41 (2020) 3, pp. 325-348

Persistent link: https://www.econbiz.de/10012406800

Effects of investor attention in China's commodity futures markets

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The impact of liquidity on option prices

Chou, Robin K.; Chung, San‐Lin; Hsiao, Yu‐Jen; … - In: The journal of futures markets 31 (2011) 12, pp. 1116-1142

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The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index

San‐Lin Chung; Wei‐Che Tsai; Yaw‐Huei Wang; … - In: Journal of Futures Markets 31 (2011) 12, pp. 1170-1201

Given that both S&P 500 index and VIX options essentially contain information about the future dynamics of the S&P 500 index, in this study, we set out to empirically investigate the informational roles played by these two option markets with regard to the prediction of returns, volatility, and...

Persistent link: https://www.econbiz.de/10011196902

Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan

Chuang, Yi‐Wei; Lin, Yu‐Fen; Weng, Pei‐Shih - In: Journal of Futures Markets 39 (2018) 3, pp. 279-301

Persistent link: https://www.econbiz.de/10012082167

The impact of net buying pressure on VIX option prices

Chuang, Yi‐Wei; Tsai, Wei‐Che; Wu, Ming‐Hung - In: Journal of Futures Markets 40 (2019) 2, pp. 209-227

Persistent link: https://www.econbiz.de/10012189090

Option implied riskiness and risk-taking incentives of executive compensation

Lu, Chia-Chi; Shen, Hsin-han; Shih, Pai-Ta; Tsai, Wei‐Che - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1143-1160

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Volatility information implied in the term structure of VIX

Chang, Kai‐Jiun; Hung, Mao‐Wei; Wang, Yaw‐Huei; … - In: Journal of Futures Markets 39 (2018) 1, pp. 56-71

Persistent link: https://www.econbiz.de/10012082157

Reply to “A comment on “A new simple square root option pricing model””

Wang, Yaw‐Huei - In: The journal of futures markets 32 (2012) 2, pp. 199-203

Persistent link: https://www.econbiz.de/10009819023

The Volatility and Density Prediction Performance of Alternative GARCH Models

Huang, Teng‐Hao; Wang, Yaw‐Huei - In: Journal of forecasting 31 (2012) 2, pp. 157-172

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