Biblio

Journal: 13 Items

Prize: 0 Items 		Symposium: 9 Items

Technology Report: 0 Items 		Book: 0 Items

Project: 6 Items

2022

Journal   Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?,

2019

Symposium   The Information Content of Risk-neutral Moments for TAIEX’s Volatility Forecasting,
Journal   Is trading in the shortest-term index options profitable?,

2018

Journal   Intraday TAIEX Option Returns and Investor Sentiment,
Journal   Analysis of the Clientele Effect and the Information Content of Short-term Index Option Returns in Taiwan,

2016

Journal   臺指選擇權市場資訊反應之探討,

2015

Symposium   一券在手、希望無窮,
Journal   Investor Beliefs and the Demand Pressure on Index Options in Taiwan,

2014

Symposium   *, Reaction to information in the TAIEX Options Market,
Journal   The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations,

2013

Symposium   Tu-Cheng Wu, Yung-Ming Shiu, Investor Beliefs and the Demand Pressure of Options,
Journal   A STUDY ON TAIEX’S SMILE BY ARBITRAGE STRATEGIES,

2012

Symposium   , *, The Information Content of Trading Volume and Skewness in Taiwan Index Option,

2011

Symposium   *, 臺指選擇權隱含波動度之資訊內涵,

2010

Symposium   *, A Study of Alternative Extreme-Value Volatility Estimators on TAIEX,
Symposium   *, , Subprime Crisis and Volatility Risk Premiums of TAIEX Index,
Journal   Tests of the Performance of Structural Models in Bankruptcy Prediction,
Journal   Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of The Subprime Crisis,

2008

Journal   Pricing Vulnerable Options,

2006

Symposium   Ren-Raw Chen*, Frank J. Fabozzi, Pan Ging-Ginq, Ronald Sverdlove, Testing Nested Structural Models,
Journal   The Tendency of Firm Managers to Avoid Small Losses,
Journal   Sources of Credit Risk: Evidence from Credit Default Swaps,