Search Results - person:"Hung, Mao-Wei"

Pricing vulnerable options when debts have performance-sensitivity provisions

Liu, Yu-Hong; Jiang, I-Ming; Hung, Mao-Wei - In: International review of economics & finance : IREF 103 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015482673

Stock market alphas help predict macroeconomic innovations

Hung, Mao-Wei; Yeh, Andy Jia-Yuh - In: Macroeconomic dynamics 28 (2024) 3, pp. 612-646

Persistent link: https://www.econbiz.de/10014519888

Why are REIT Risk Premiums Currently so High? A Beta Decomposition Perspective

Hung, Mao-Wei; Wang, Ken P. Y.; Yen, Ju-Fang - 2023

The risk premiums on real estate investment trusts (REITs) have exceeded and remained higher than those of stocks since the financial crisis of 2007--2008. In this paper, we investigate the reason why. Using the Campbell-Shiller beta decomposition, we find that REIT returns are more sensitive to...

Persistent link: https://www.econbiz.de/10014257982

Finance-specific large language models : advancing sentiment analysis and return prediction with LLaMA 2

Chiu, I-Chan; Hung, Mao-Wei - In: Pacific-Basin finance journal 90 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015402294

Optimal timing and proportion in two stages learning investment

Liu, Yu-Hong; Jiang, I-Ming; Hung, Mao-Wei - In: Review of quantitative finance and accounting 64 (2025) 3, pp. 1001-1027

Persistent link: https://www.econbiz.de/10015328684

Strategic asset allocation with distorted beliefs

Chung, San-Lin; Hung, Mao-Wei; Wei, Tzu-Wen; Yeh, Chung-Ying - In: International review of economics & finance : IREF 89 (2024) 2, pp. 804-831

Persistent link: https://www.econbiz.de/10014446818

An application of damped diffusion for modeling volatility dynamics

Hung, Mao-Wei; Ko, Yi-Chen; Wang, Jr-Yan - In: Journal of financial econometrics 21 (2023) 3, pp. 779-809

Persistent link: https://www.econbiz.de/10014314820

Implications of default information leakage on recoveries

Mao-Wei, Hung; Tsai, Wen-Hsin - In: The journal of fixed income 29 (2020) 3, pp. 22-37

Persistent link: https://www.econbiz.de/10012253563

Corporate debt and cash decisions : a nonlinear panel data analysis

Chang, Bi-Juan; Hung, Mao-Wei - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 15-37

Persistent link: https://www.econbiz.de/10012656189

The annuity puzzle and consumption hump under ambiguous life expectancy

Han, Nan-Wei; Hung, Mao-Wei - In: Insurance 100 (2021), pp. 76-88

Persistent link: https://www.econbiz.de/10012622382

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