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Market imperfections and the information content of implied and realized volatility

Wong, Woon K.; Tu, Anthony H. - In: Pacific-Basin finance journal 17 (2009) 1, pp. 58-79

Persistent link: https://www.econbiz.de/10003800549

Market Imperfections and the Information Content of Implied and Realized Volatility

Wong, Woon K.; Tu, Anthony - 2008

The information content of option implied volatility and realized volatility under market imperfections are studied in the context of GARCH modeling and volatility forecasts of Taiwan stock market (TAIEX) returns. Consistent with most studies, we find that the Taiwan implied volatility index...

Persistent link: https://www.econbiz.de/10014220367

Are magnet effects caused by uninformed traders? : evidence from Taiwan stock exchange

Wong, Woon K.; Chang, Matthew C.; Tu, Anthony H. - In: Pacific-Basin finance journal 17 (2009) 1, pp. 28-40

Persistent link: https://www.econbiz.de/10003800542

Investment based on size, value, momentum and income measures : a study in the Taiwan stock market

Lu, Richard; Wang, Jai-Jen; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10014234486

Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets

Qiao, Zhuo; Clark, Ephraim; Wong, Wing Keung - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 251-274

Persistent link: https://www.econbiz.de/10010342382

Volatility switching and regime interdependence between information technology stocks : 1995 - 2005

Qiao, Zhuo; Smyth, Russell; Wong, Wing Keung - In: Global finance journal 19 (2008) 2, pp. 139-156

Persistent link: https://www.econbiz.de/10003756926

Efficiency of the Taiwan stock market

Kung, James J.; Wong, Wing Keung - In: The Japanese economic review : the journal of the … 60 (2009) 3, pp. 389-394

Persistent link: https://www.econbiz.de/10003882774

Top purchase intention priorities of Vietnamese low cost carrier passengers : expectations and satisfaction

Moslehpour, Massoud; Wong, Wing Keung; Lin, Yi Hsin; … - In: Eurasian business review 8 (2018) 4, pp. 371-389

Persistent link: https://www.econbiz.de/10011924995

Why did warrant markets close in China but not Taiwan?

Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018

Persistent link: https://www.econbiz.de/10011863521

Why did warrant markets close in China but not Taiwan?

Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018

The paper bridges a gap in the literature by using moment analysis, CAPM statistics, stochastic dominance (SD) test, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the market for warrants in China has to close while the market for...

Persistent link: https://www.econbiz.de/10011869273