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1
The link between intraday signals and call warrent mispricing
Lin, Yueh-neng
;
Yeh, Shih-kuo
;
Chuan, Shih-ching
; …
- In:
The service industries journal
30
(
2010
)
13/14
,
pp. 2273-2288
Persistent link: https://www.econbiz.de/10008809588
Saved in:
2
The link between intraday signals and call warrant mispricing
Lin, Yueh-Neng
;
Yeh, Shih-Kuo
;
Chuan, Shih-Ching
; …
- In:
The service industries journal
30
(
2010
)
13
,
pp. 2273-2289
Persistent link: https://www.econbiz.de/10008719481
Saved in:
3
Time-varying risk and long-term reversals : a re-examination of the international evidence
Jordan, Steven J.
- In:
Journal of international business studies : JIBS ; an …
43
(
2012
)
2
,
pp. 123-142
Persistent link: https://www.econbiz.de/10009504441
Saved in:
4
VIX option pricing and CBOE VIX Term Structure : a new methodology for volatility derivatives valuation
Lin, Yueh-neng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4432-4446
Persistent link: https://www.econbiz.de/10010247020
Saved in:
5
Pricing VIX futures : evidence from integrated physical and risk-neutral probability measures
Lin, Yueh-neng
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1175-1217
Persistent link: https://www.econbiz.de/10003627193
Saved in:
6
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J.
;
Wang, Yi-Chen
;
Yeh, Shih-kuo
;
Chen, …
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1425-1431
Persistent link: https://www.econbiz.de/10003894301
Saved in:
7
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
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8
Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model
Ju, Hann-Shing
;
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Yang, …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011327654
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9
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
10
Liquidity discount in the opaque market : the evidence from Taiwan's Emerging Stock Market
Yeh, Chung-Ying
;
Yeh, Shih-kuo
;
Chen, Ren-Raw
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 297-309
Persistent link: https://www.econbiz.de/10010495706
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