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Trading Behavior on Expiration Days and Quarter-End Days: The Effect of a New Closing Method
Huang, Yu Chuan; Chan, Shu Hui - In: Emerging markets finance & trade : a journal of the … 46 (2010) 4, pp. 105-126
Persistent link: https://www.econbiz.de/10008640513
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Trading activity in stock index futures markets: The evidence of emerging markets
Huang, Yu Chuan - In: The journal of futures markets 22 (2002) 10, pp. 983-1004
Persistent link: https://www.econbiz.de/10006826268
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The components of bid-ask spread and their determinants: TAIFEX versus SGX-DT
Huang, Yu Chuan - In: The journal of futures markets 24 (2004) 9, pp. 835-860
Persistent link: https://www.econbiz.de/10006816690
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Warrants pricing: Stochastic volatility vs. Black-Scholes
Huang, Yu Chuan; Chen, Shing Chun - In: Pacific-Basin finance journal 10 (2002) 4, pp. 393-410
Persistent link: https://www.econbiz.de/10007235126
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Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations
Huang, Yu Chuan; Lin, Bor-Jing - In: Review of quantitative finance and accounting 22 (2004) 2, pp. 79-96
Persistent link: https://www.econbiz.de/10007155505