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Showing items 1-25 of 52. (3 Page(s) Totally) 1 2 3 > >> View [10|25|50] records per page

Date	Title	Authors
2009	An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks	Wang,RH; Lin,SK; Fuh,CD
2009	Assessing value at risk with CARE, the Conditional Autoregressive Expectile models	Kuan,CM; Yeh,JH; Hsu,YC
2009	Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange	Chang,CC; Hsieh,PF; Lai,HN
2009	Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan	Huang,RD; Shiu,CY
2009	Pricing Weather Derivatives using a Predicting Power Time Series Process	Chang,CC; Lin,JB; Shen,WM
2009	STRATEGIC ORDER SPLITTING, ORDER CHOICE, AND AGGRESSIVENESS: EVIDENCE FROM THE TAIWAN FUTURES EXCHANGE	Chou,RK; Wang,YY
2009	The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans	Yang,SS; Huang,HC
2008	Characteristics, covariances, and structural breaks	Chou,Pin-Huang; Ko,Kuan-Cheng
2008	MARKET REACTIONS TO THE PASSAGE OF THE FINANCIAL HOLDING COMPANY ACT IN TAIWAN	Wang,Jane-Sue; Chen,Jing-Twen; Chou,Pin-Huang
2008	Valuation of the interest rate guarantee embedded in defined contribution pension plans	Yang,Sharon S.; Yueh,Meng-Lan; Tang,Chun-Hua
2008	Value versus growth: stochastic dominance criteria	Abhyankar,Abhay; Ho,Keng-Yu; Zhao,Huainan
2008	Value versus growth: stochastic dominance criteria (vol 8, pg 693, 2008)	Abhyankar,Abhay; Ho,Keng-Yu; Zhao,Huainan
2008	Weather and intraday patterns in stock returns and trading activity	Chang,Shao-Chi; Chen,Sheng-Syan; Chou,Robin K.; Lin,Yueh-Hsiang
2007	An efficient algorithm for basket default swap valuation	Chiang,Mi-Hsiu; Yueh,Meng-Lan; Hsieh,Ming-Hua
2007	Generalized analytical upper bounds for American option prices	Chung,San-Lin; Chang,Hsieh-Chung
2007	Richardson extrapolation techniques for the pricing of American-style options	Chang,Chuang-Chang; Chung,San-Lin; Stapleton,Richard C.
2007	The market quality of dealer versus hybrid markets: The case of moderately liquid securities	Lai,Hung-Neng
2007	The Euro and European financial market dependence	Bartram,SM; Taylor,SJ; Wang,YH
2006	Decimalization, trading costs, and information transmission between ETFs and index futures	Robin K. Chou,Huimin Chung
2006	Margins and price limits in Taiwan's stock index futures market	PIN-HUANG CHOU,MEI-CHEN LIN,MIN-TEH YU
2006	Portfolio optimization under asset pricing anomalies	Pin-Huang Chou,Wen-Shen Li,Guofu Zhou
2006	Strategy, IT applications for planning and control, and firm performance: The impact of impediments to IT implementation	Duh,Rong-Ruey; Chow,Chee W.; Chen,Hueiling
2006	The relationships between sentiment, returns and volatility	Wang YH,?Keswani A,?Taylor SJ
2006	Transaction tax and market quality of the Taiwan stock index futures	Chou,RK; Wang,GHK
2005	Detecting mutual fund timing ability using the threshold model	Chou,PH; Chung,HM; Sun,EY

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