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公開日期
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作者
來源出版物
scopus
WOS
全文
2009
The Impact of Jump Dynamics on the Predictive Power of Option -Implied Densities
王耀輝
SSRN Electronic Journal
0
0
2009
The impact of jump dynamics on the predictive power of option-implied densities
Wang Y.-H.
Journal of Derivatives
6
7
2011
The impact of liquidity on option prices
Chou R.K.; Chung S.-L.
; Hsiao Y.-J.; Wang Y.-H.
Journal of Futures Markets
20
19
2010
The impact of non-trading periods on the measurement of volatility
Wang Y.-H.
; Hsiao Y.-J.
Review of Pacific Basin Financial Markets and Policies
5
0
2018
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Lin Z.-Y.; Chang C.-C.; Wang Y.-H.
Journal of Banking and Finance
7
7
2016
The Information Content of Intraday Implied Volatility for Volatility Forecasting
Wang Y.-H.
; Wang Y.-Y.
Journal of Forecasting
20
17
2018
The information content of option-implied tail risk on the future returns of the underlying asset
Wang Y.-H.
; Yen K.-C.
Journal of Futures Markets
3
4
2010
Information content of options trading volume for future volatility: Evidence from the Taiwan options market
Chang C.-C.; Hsieh P.-F.; Wang Y.-H.
Journal of Banking and Finance
37
36
2019
The information content of the implied volatility term structure on future returns
Wang Y.-H.
; Yen K.-C.
European Financial Management
10
24
2011
The information content of the S and P 500 index and VIX options on the dynamics of the S and P 500 index
Chung S.-L.
; Tsai W.-C.; Wang Y.-H.
; Weng P.-S.
Journal of Futures Markets
36
36
2015
The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options
Tsai W.-C.; Chiu Y.-T.; Wang Y.-H.
Journal of Futures Markets
9
9
2013
The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang C.-C.; Hsieh P.-F.; Tang C.-W.; Wang Y.-H.
Journal of Financial Markets
3
3
2010
Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang Y.-H.
; Wang Y.-Y.
Asia-Pacific Journal of Financial Studies
2
2
2010
A new simple square root option pricing model
C?mara A.; Wang Y.-H.
Journal of Futures Markets
5
5
2009
Option implied cost of equity and its properties
Câmara A.; Chung S.-L.; Wang Y.-H.
Journal of Futures Markets
10
7
2010
Option prices and risk-neutral densities for currency cross rates
Taylor S.J.; Wang Y.-H.
Journal of Futures Markets
4
4
2006
The relationships between sentiment, returns and volatility
Wang Y.-H.
; Keswani A.; Taylor S.J.
International Journal of Forecasting
148
131
2012
Reply to "A comment on "A new simple square root option pricing model""
Wang Y.-H.
Journal of Futures Markets
0
0
2007
Short Memory, Long Memory and Jump Dynamics in Global Financial Markets
Yaw-Huei Wang; Chih-Chiang Hsu; YAW-HUEI WANG
財務金融學刊
0
0
2015
Sophistication, sentiment, and misreaction
Chang C.-C.; Hsieh P.-F.; Wang Y.-H.
Journal of Financial and Quantitative Analysis
16
16