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~subject:"Optionsgeschäft"
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Option Implied Cost of Equity...
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Optionsgeschäft
Option pricing theory
50
Optionspreistheorie
50
Theorie
38
Theory
38
Volatility
31
Volatilität
30
Option trading
23
Black-Scholes model
13
Black-Scholes-Modell
13
Capital income
13
Hedging
13
Kapitaleinkommen
13
Börsenkurs
11
Derivat
11
Derivative
11
Share price
11
Forecasting model
10
Prognoseverfahren
10
Taiwan
9
Aktienmarkt
8
Estimation
8
Schätzung
8
Stock market
8
Anlageverhalten
7
Behavioural finance
7
CAPM
7
Stochastic process
7
Trading volume
7
ARCH model
6
ARCH-Modell
6
Handelsvolumen der Börse
6
Information value
6
Informationswert
6
Stochastischer Prozess
6
USA
6
United States
6
Aktienindex
5
Capital market returns
5
Kapitalmarktrendite
5
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6
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Article
17
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6
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17
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English
23
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Wang, Yaw-Huei
13
Chang, Chuang-chang
7
Chung, San-lin
6
Tsai, Wei-che
5
Hsieh, Pei-Fang
4
Tsai, Wei-Che
4
Wang, Yaw-huei
4
Shih, Pai-ta
3
Chiu, Ying-Tzu
2
Lin, Zih-Ying
2
Shackleton, Mark B.
2
Yen, Kuang-Chieh
2
Chang, Chuang-Chang
1
Chang, Hsieh-chung
1
Chih-Wei, Tang
1
Chung, San-Lin
1
Hsieh, Pei-fang
1
Kao, Dian-Xuan
1
Lin, Jun-biao
1
Lo, Chien-Ling
1
San-Lin, Chung
1
Shih, Pai-Ta
1
Tang, Chih-Wei
1
Wang, Yun-Yi
1
Weng, Pei-Shih (Pace)
1
Weng, Pei-shih
1
Wojakowski, Rafal
1
Yu, Min-Teh
1
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The journal of futures markets
5
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
2
Finance : revue de l'Association Française de Finance
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
1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
23
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1
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:
2
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:
3
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:
4
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:
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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