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Banking market structure, liquidity needs, and industrial growth volatility

Huang, Ho-chuan; Fang, Wen-shwo; Miller, Stephen M. - 2012

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009660763

Banking industry volatility and growth

Lin, Pei-chien; Huang, Ho-chuan - In: Journal of macroeconomics 34 (2012) 4, pp. 1007-1019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009703309

Banking market structure, liquidity needs, and industrial growth volatility

Huang, Ho-chuan; Fang, Wen-shwo; Miller, Stephen M. - In: Journal of empirical finance 26 (2014), pp. 1-12

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010472015

Bank stock and option transmissions in financial crisis

Huang, Han-Ching; Su, Yong-chern; Wu, Sheng-Jung - In: The international journal of business and finance … 9 (2015) 5, pp. 17-23

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011383336

Market efficiency of commercial bank in financial crisis

Huang, Han-Ching; Su, Yong-chern; Lin, Tze-Yi - In: International journal of economics and financial issues … 6 (2016) 2, pp. 756-764

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011697376

Bank Stock and Option Transmissions in Financial Crisis

Huang, Han-Ching - 2016

We investigate bank stock and option transmissions during the financial crisis in 2008. Contemporaneous and lagged-one stock order imbalances have a significant impact on option returns. A time-varying GARCH model is employed to confirm the results. We develop an imbalance-based call (put)...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013003432