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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
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2
CEO overconfidence and investor sentiment in M&A decisions
Nie, Wei-Ying
;
Yen, Kuang-Chieh
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531742
Saved in:
3
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
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4
Option valuation with nonmonotonic pricing kernel and embedded volatility component premiums
Chang, Hsuan-Ling
;
Cheng, Hung-Wen
;
Lei, Yi-Ding
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 105-127
Persistent link: https://www.econbiz.de/10014306890
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5
CEO overconfidence and bondholder wealth effects : evidence from mergers and acquisitions
Chen, Sheng-syan
;
Ho, Keng-Yu
;
Ho, Po-Hsin
;
Nie, Wei-Ying
- In:
The journal of corporate finance : contracting, …
77
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013494287
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6
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
Saved in:
7
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
Persistent link: https://www.econbiz.de/10013533141
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8
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
Persistent link: https://www.econbiz.de/10012438982
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9
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
Saved in:
10
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
Persistent link: https://www.econbiz.de/10014287045
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