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The impact of liquidity on option prices
Chou, Robin K.; Chung, San-lin; Hsiao, Yu-jen; Wang, … - In: The journal of futures markets 31 (2011) 12, pp. 1116-1141
Persistent link: https://www.econbiz.de/10009355730
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The volatility and density prediction performance of alternative GARCH models
Huang, Teng-hao; Wang, Yaw-huei - In: Journal of forecasting 31 (2012) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10009503689
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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
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Comment on "A new simple square root option pricing model"
Kim, Hwa-sung; Kang, Jangkoo; Shin, Jeongwoo - In: The journal of futures markets 32 (2012) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
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The information content of trading activity and quote changes : evidence from VIX Options
Tsai, Wei-Che; Chiu, Ying-Tzu; Wang, Yaw-Huei - In: The journal of futures markets 35 (2015) 8, pp. 715-737
Persistent link: https://www.econbiz.de/10011392636
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Sophistication, sentiment, and misreaction
Chang, Chuang-chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
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The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-chang; Hsieh, Pei-Fang; Tang, Chih-Wei; … - In: Journal of financial markets 16 (2013) 2, pp. 362-385
Persistent link: https://www.econbiz.de/10009750772
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Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang; Lin, Jun-biao; Tsai, Wei-che; … - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
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Option implied cost of equity and its properties
Câmara, António; Chung, San-lin; Wang, Yaw-huei - In: The journal of futures markets 29 (2009) 7, pp. 599-629
Persistent link: https://www.econbiz.de/10003842906
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Option pricing with stochastic liquidity risk : theory and evidence
Feng, Shih-ping; Hung, Mao-Wei; Wang, Yaw-huei - In: Journal of financial markets 18 (2014), pp. 77-95
Persistent link: https://www.econbiz.de/10010442476