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Option trading
Volatility
45
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43
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31
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30
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22
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22
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21
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English
21
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Wang, Yaw-Huei
13
Chang, Chuang-chang
7
Hsieh, Pei-Fang
4
Taylor, Stephen
4
Tsai, Wei-Che
4
Wang, Yaw-huei
4
Chiu, Ying-Tzu
2
Lin, Zih-Ying
2
Tsai, Wei-che
2
Widdicks, Martin
2
Yen, Kuang-Chieh
2
Andersen, Torben
1
Archakov, Ilya
1
Chang, Chuang-Chang
1
Chih-Wei, Tang
1
Chung, San-lin
1
Grund, Leon
1
Hautsch, Nikolaus
1
Hsieh, Pei-fang
1
Kao, Dian-Xuan
1
Li, Yifan
1
Lin, Jun-biao
1
Liu, Xiaoquan
1
Lo, Chien-Ling
1
Manh Cuong Pham
1
Nasekin, Sergey
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Nolte, Ingmar
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San-Lin, Chung
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Shih, Pai-Ta
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1
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1
Wang, Yun-Yi
1
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Weng, Pei-shih
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1
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The journal of futures markets
3
Journal of banking & finance
2
Applied economics letters
1
Journal of financial and quantitative analysis : JFQA
1
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1
Journal of financial markets
1
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
1
Journal of forecasting
1
Pacific-Basin finance journal
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ECONIS (ZBW)
21
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1
Volatility information in the trading activity of stocks, options, and volatility options
Wang, Yaw-huei
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10009779086
Saved in:
2
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
Saved in:
3
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
4
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San-lin
;
Tsai, Wei-che
;
Wang, Yaw-huei
;
Weng, …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1170-1201
Persistent link: https://www.econbiz.de/10009355722
Saved in:
5
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
Persistent link: https://www.econbiz.de/10009673702
Saved in:
6
The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Tang, Chih-Wei
; …
- In:
Journal of financial markets
16
(
2013
)
2
,
pp. 362-385
Persistent link: https://www.econbiz.de/10009750772
Saved in:
7
Sophistication, sentiment, and misreaction
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
Saved in:
8
The information content of trading activity and quote changes : evidence from VIX Options
Tsai, Wei-Che
;
Chiu, Ying-Tzu
;
Wang, Yaw-Huei
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 715-737
Persistent link: https://www.econbiz.de/10011392636
Saved in:
9
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Lin, Zih-Ying
;
Chang, Chuang-chang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
94
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011966488
Saved in:
10
The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei
;
Wang, Yun-Yi
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
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