The relationship between earnings momentum and price momentum in different market : the case of the China market

von Lin, Jun-biao
Veröffentlicht in International journal of financial research (2013)

Hedging strategy comparisons of volatility index options using diffusion models

von Lin, Jun-Biao
Veröffentlicht in The international journal of business and finance research (2015)

Do ETFs provide effective international diversification?

von Huang, Mei-yueh
Veröffentlicht in Research in international business and finance (2011)

The valuation of contingent claims using alternative numerical methods

von Chang, Chuang-chang
Veröffentlicht in Journal of international financial markets, institutions & money (2010)

The valuation of multivariate contingent claims under transformed trinomial approaches

von Chang, Chuang-chang
Veröffentlicht in Review of quantitative finance and accounting (2010)

The effect of stochastic interest rates on a firm's capital structure under a generalized model

von Chang, Chuang-chang
Veröffentlicht in Review of quantitative finance and accounting (2015)

The role of information uncertainty in moving-average technical analysis : a study of individual stock-option issuance in Taiwan

von Chen, Chien-Hua
Veröffentlicht in Finance research letters (2016)

A generalized Brennan-Rubinstein approach for valuing options with stochastic interest rates

von Chang, Chuang-chang
Veröffentlicht in The quarterly review of economics and finance (2018)

How financial crises affect the relationship between idiosyncratic volatility and stock returns

von Chen, Yi-Ling
Veröffentlicht in International review of economics & finance (2022)

Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading

Veröffentlicht in International review of financial analysis (2006)

Using Richardson extrapolation techniques to price American options with alternative stochastic processes

Veröffentlicht in Review of quantitative finance and accounting (2012)