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Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options

Chuang, Wen-i; Huang, Teng-ching; Lin, Bing-huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187

Persistent link: https://www.econbiz.de/10009779311

Herd behavior and idiosyncratic volatility

Huang, Teng-Ching; Lin, Bing-huei; Yang, Tung-Hsiao - In: Journal of business research : JBR 68 (2015) 4, pp. 763-770

Persistent link: https://www.econbiz.de/10010505007

Long memory and the relation between options and stock prices

Huang, Teng-Ching; Tu, Yu-Chen; Chou, Heng-chih - In: Finance research letters 12 (2015), pp. 77-91

Persistent link: https://www.econbiz.de/10011552258

Institutional herding and risk-return relationship

Huang, Teng-Ching; Wu, Ching-Chih; Lin, Bing-huei - In: Journal of business research : JBR 69 (2016) 6, pp. 2073-2080

Persistent link: https://www.econbiz.de/10011471695

Predicting Volatility and the Information Content of Informed Traders in an Option Market

Huang, Teng-Ching - 2015

We investigate the impact of information trading on predicting variation of implied volatility. First, we find that informed traders do trade in the index options market. The predicting biases of implied volatilities on the realized volatility are correlated with the information trading. Second,...

Persistent link: https://www.econbiz.de/10013017261

Market states and the profitability of momentum strategies: evidence from the Taiwan stock exchange

Wang, Kuei-yuan; Jiang, Ching-hai; Huang, Yen-sheng - In: The international journal of business and finance … 3 (2009) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10003955588

The performance of the contrarian strategy and the momentum strategy in the Asia Pacific region

Liu, Yu-lun; Wang, Kuei-yuan; Peng, Su-chun; Huang, … - In: The international journal of finance 20 (2008) 3, pp. 4863-4883

Persistent link: https://www.econbiz.de/10009130413

The intraday performance of contrarian strategies : evidence from the Taiwan stock exchange

Wang, Kuei-yuan; Peng, Su-chun; Huang, Yen-sheng - In: Review of Pacific Basin financial markets and policies 12 (2009) 4, pp. 655-674

Persistent link: https://www.econbiz.de/10008825087

International cross listings, valuation effects, and company characteristics : evidence from Taiwan

Peng, Su-chun; Wang, Kuei-yuan; Huang, Yen-sheng - In: Journal of emerging markets 12 (2007) 3, pp. 7-20

Persistent link: https://www.econbiz.de/10003673292

The influence of national leader change on corruption and sovereign rating

Wang, Kuei-Yuan; Tu, Sheng-Min - In: Acta oeconomica : periodical of the Hungarian Academy … 64 (2014), pp. 79-97

Persistent link: https://www.econbiz.de/10010474514