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An Analysis on the Intraday Tr...
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Volatility
28
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27
Option pricing theory
23
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21
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103
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Wang, Yaw-Huei
59
Tsai, Wei-Che
46
Yen, Kuang-Chieh
23
Wang, Yaw-huei
16
Chung, San-Lin
14
Cheng, Hui-Pei
11
Chang, Chuang-Chang
10
Bartram, Söhnke M.
9
Hsieh, Pei-Fang
9
Taylor, Stephen J.
9
Weng, Pei-Shih
9
Tsai, Wei-che
8
Chung, San-lin
7
Nie, Wei-Ying
7
Lin, Chih-Yung
6
Shih, Pai-Ta
6
Wu, Ming-Hung
6
Chang, Chuang-chang
5
Ho, Po-Hsin
5
Chiu, Shih-Yung
4
Câmara, António
4
Hsiao, Yu-Jen
4
Keswani, Aneel
4
Taylor, Stephen
4
Chen, Miao-Ling
3
Chiu, Junmao
3
Huang, Hong-Gia
3
Hung, Mao-Wei
3
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3
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3
Tseng, Chih-Ping
3
Zhang, Hang
3
Bartram, Sohnke M.
2
Camara, Antonio
2
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2
Chang, Li-Han
2
Chen, Te-Feng
2
Chen, Yan-Shing
2
Chen, Yu-Lun
2
Chiu, Ying-Tzu
2
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Money Macro and Finance Research Group
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Journal of banking & finance
15
The journal of futures markets
15
Finance research letters
8
Journal of Banking & Finance
5
Pacific-Basin finance journal
5
International review of economics & finance : IREF
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Asia-Pacific journal of financial studies
3
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3
The empirical economics letters : a monthly international journal of economics
3
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2
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2
International journal of forecasting
2
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2
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2
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2
24th Australasian Finance and Banking Conference 2011 Paper
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1
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1
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International Journal of Forecasting
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Money Macro and Finance (MMF) Research Group Conference 2004
1
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
1
Review of Pacific Basin financial markets and policies
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1
The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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OLC EcoSci
15
RePEc
14
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1
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81
The disposition effect on partially informed short sellers
Tsai, Wei-Che
;
Li, Li-Jung
;
Chiu, Hsin-Yu
- In:
Pacific-Basin finance journal
87
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015098607
Saved in:
82
Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang
;
Tseng, Chih-Ping
;
Wang, Yaw-Huei
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
Saved in:
83
The relationships between sentiment, returns and volatility
Wang, Yaw-Huei
;
Keswani, Aneel
;
Taylor, Stephen
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
Saved in:
84
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
85
The Euro and European financial market dependence
Bartram, Söhnke M.
;
Taylor, Stephen
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1461-1481
Persistent link: https://www.econbiz.de/10003461173
Saved in:
86
A new simple square root option pricing model
Câmara, António
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
Saved in:
87
Bounds and prices of currency cross-rate options
Chung, San-Lin
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 631-642
Persistent link: https://www.econbiz.de/10003702565
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88
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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89
The impact of non-trading periods on the measurement of volatility
Wang, Yaw-huei
;
Hsiao, Yu-jen
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
4
,
pp. 607-620
Persistent link: https://www.econbiz.de/10008987297
Saved in:
90
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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