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~person:"Chang, Chuang-chang"
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Option trading
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Chang, Chuang-chang
Ryu, Doojin
29
Hull, John
27
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
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Zhang, Jin E.
21
Chiarella, Carl
19
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18
Lee, Hangsuck
18
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18
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17
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17
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17
Jackwerth, Jens Carsten
16
Kelly, Bryan T.
16
Fusai, Gianluca
15
Todorov, Viktor
15
Fusari, Nicola
14
Kang, Boda
14
Pedersen, Lasse Heje
14
Wu, Liuren
14
Bebchuk, Lucian A.
13
Guirguis, Michel
13
Kōnstantinidēs, Giōrgos
13
Orosi, Greg
13
Schoutens, Wim
13
Truong, Cameron
13
Bernales, Alejandro
12
Ewald, Christian-Oliver
12
Fabozzi, Frank J.
12
Jacobs, Kris
12
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Lee, Cheng F.
12
Lung, Peter P.
12
Benth, Fred Espen
11
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11
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11
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Journal of banking & finance
3
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1
Journal of financial and quantitative analysis : JFQA
1
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1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Lin, Zih-Ying
;
Chang, Chuang-chang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
94
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011966488
Saved in:
3
Sophistication, sentiment, and misreaction
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
Saved in:
4
The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Tang, Chih-Wei
; …
- In:
Journal of financial markets
16
(
2013
)
2
,
pp. 362-385
Persistent link: https://www.econbiz.de/10009750772
Saved in:
5
Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang
;
Liao, Tzu-hsiang
;
Tsao, Chueh-yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
Saved in:
6
Do informed option investors predict stock returns? : evidence from the Taiwan stock exchange
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Lai, Hung-neng
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 757-764
Persistent link: https://www.econbiz.de/10003820953
Saved in:
7
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
8
Analytic approximation formulare for pricing forward-starting Asian options
Tsao, Chueh-yung
;
Chang, Chuang-chang
;
Lin, Chung-gee
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 487-516
Persistent link: https://www.econbiz.de/10001769702
Saved in:
9
An exponential extrapolation approach for the valuation and hedging of American options
Chang, Chuang-chang
- In:
International journal of business
5
(
2000
)
2
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001522445
Saved in:
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