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The information content of the implied volatility term structure on future returns

Wang, Yaw-Huei; Yen, Kuang-Chieh - In: European Financial Management 25 (2018) 2, pp. 380-406

Persistent link: https://www.econbiz.de/10012089840

Volatility information and derivatives trading : directional or volatility trades?

Wang, Yaw-Huei; Yen, Kuang-Chieh - In: Journal of financial studies : JFS : the official … 30 (2022) 4, pp. 35-64

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

Chang, Chuang-Chang; Lin, Jun-Biao; Tsai, Wei-Che; … - In: Review of Quantitative Finance and Accounting 39 (2012) 3, pp. 383-406

In this paper the authors investigate the performance of the original and repeated Richardson extrapolation methods for American option pricing by implementing both the original and modified Geske–Johnson approximation formulae. A comprehensive numerical comparison includes alternative...

Persistent link: https://www.econbiz.de/10010867627

The relationship between the economic policy uncertainty and the cryptocurrency market

Cheng, Hui-Pei; Yen, Kuang-Chieh - In: Finance research letters 35 (2020), pp. 1-5

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Economic policy uncertainty and cryptocurrency volatility

Yen, Kuang-Chieh; Cheng, Hui-Pei - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012485521

Cryptocurrency return dependency and economic policy uncertainty

Yen, Kuang-Chieh; Nie, Wei-Ying; Chang, Hsuan-Ling; … - In: Finance research letters 56 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014473727

Cryptocurrency Momentum and VIX premium

Chang, Hsuan-ling; Nie, Wei-ying; Chang, Li-han; Cheng, … - In: Finance research letters 57 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014507872

CEO overconfidence and investor sentiment in M&A decisions

Nie, Wei-Ying; Yen, Kuang-Chieh - In: Finance research letters 64 (2024), pp. 1-8

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Does the realized distribution-based measure dominate particular moments? : evidence from cryptocurrency markets

Yang, Jen-Wei; Chiu, Shih-Yung; Yen, Kuang-Chieh - In: Finance research letters 51 (2023), pp. 1-9

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Lottery-like momentum in the cryptocurrency market

Lin, Chiao-Han; Yen, Kuang-Chieh; Cheng, Hui-Pei - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013188352