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Short selling and index arbitrage profitability : evidence from the SGX MSCI and TAIFEX Taiwan index futures markets
Wang, Janchung - In: Emerging markets finance & trade : a journal of the … 46 (2010) 5, pp. 48-66
Persistent link: https://www.econbiz.de/10009238995
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Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets
Wang, Janchung - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 61-77
Persistent link: https://www.econbiz.de/10009299029
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Market imperfections and the pricing of currency futures
Wang, Janchung - In: Finance India : the quarterly journal of Indian … 24 (2010) 1, pp. 65-84
Persistent link: https://www.econbiz.de/10008841852
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Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung; Hsu, Hsinan - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
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Does the cost of Carry model accurately predict price behavior of stock index futures during the global financial crisis?
Hsu, Yueh-yuan; Wang, Janchung - In: The empirical economics letters : a monthly … 13 (2014) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10010406066
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Term structure fitting models and information content : an empirical examination in Taiwanese government bond market
Yeh, Shih-kuo; Lin, Bing-huei - In: Review of Pacific Basin financial markets and policies 6 (2003) 3, pp. 305-348
Persistent link: https://www.econbiz.de/10001838424
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On the Black-Litterman model : learning to do better
Chen, Ren-Raw; Yeh, Shih-kuo; Zhang, Xiaohu - In: The journal of financial data science 4 (2022) 3, pp. 66-88
Persistent link: https://www.econbiz.de/10014232758
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Stock liquidity risk and cash preservation
Yeh, Shih-kuo; Yang, Wan-Ru; Chen, Ren-Raw; Yeh, Chung-Ying - In: Review of Pacific Basin financial markets and policies … 25 (2022) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10014233865
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An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J.; Wang, Yi-Chen; Yeh, Shih-kuo; Chen, … - In: Applied economics letters 16 (2009) 13/15, pp. 1425-1431
Persistent link: https://www.econbiz.de/10003894301
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The link between intraday signals and call warrent mispricing
Lin, Yueh-neng; Yeh, Shih-kuo; Chuan, Shih-ching; … - In: The service industries journal 30 (2010) 13/14, pp. 2273-2288
Persistent link: https://www.econbiz.de/10008809588