Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Chin-Shen Lee"'
Autor:
Wen liang Gideon Hsieh, Chin Shen Lee
Publikováno v:
Pacific-Basin Finance Journal. 65:101492
Using a comprehensive dataset that distinguishes the buy/sell volume of four investor types, we find that foreign institutions and domestic mutual funds are the primary users of analyst reports. Their buy–sell imbalances move in tandem with analyst
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa01696d4eb9dde72f34bd037a8c7bb6
https://doi.org/10.1016/j.pacfin.2020.101492
https://doi.org/10.1016/j.pacfin.2020.101492
Publikováno v:
Journal of Futures Markets. Apr2008, Vol. 28 Issue 4, p354-375. 22p. 5 Charts, 2 Graphs.
Publikováno v:
Journal of Futures Markets. 28:354-375
This study investigates the relative rate of price discovery in Taiwan between index futures and index options, proposing a put-call parity (PCP) approach to recover the spot index embedded in the options premiums. The PCP approach offers the benefit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1407be8c82499ff2f053a287ef5a4a7f
https://doi.org/10.1002/fut.20302
https://doi.org/10.1002/fut.20302
Autor:
Shu-Fang Yuan, Chin-Shen Lee
Publikováno v:
Journal of Statistics and Management Systems. 10:353-375
An early VaR technique, Delta Valuation (Jorion (2000)), which considers the first partial derivatives, is generally adopted in evaluating the risk exposures of futures. However, we believe that if the poor assumption where the basic convergence effe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::31d45ceb5df129f50501fab1cf735358
https://doi.org/10.1080/09720510.2007.10701259
https://doi.org/10.1080/09720510.2007.10701259
Publikováno v:
Pacific-Basin Finance Journal. 10:55-75
This paper uses the historical simulation approach, similar to that of Green and Figlewski [Journal of Finance 54 (1999) 1465] to investigate the effects of market imperfections and model errors on financial institutions writing derivative warrants.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a97ab5fb30a61101e5cfcd971b98265
https://doi.org/10.1016/s0927-538x(01)00031-2
https://doi.org/10.1016/s0927-538x(01)00031-2
Autor:
Chin-Shen Lee, Gordon J. Miller
Publikováno v:
Journal of the American Chemical Society. 122:4937-4947
The first detailed investigation of the crystalline R-phases in the Mg−Zn−Al ternary system is reported, which will assist with the interpretation and understanding of similar quasicrystalline phases in this phase diagram. Although “Mg32(Zn,Al)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d8e70732693e3a9f1daefea8e6732fa
https://doi.org/10.1021/ja993781g
https://doi.org/10.1021/ja993781g
Publikováno v:
Review of Pacific Basin Financial Markets and Policies. :87-105
This paper documents the general market situations, the regulations, and the issuing strategies as well as hedging strategies in the recently established Taiwan warrant market. Regulations highly affected the development of the market including the i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::266a0510eb43ca09846ade29207460f8
https://doi.org/10.1142/s021909150000008x
https://doi.org/10.1142/s021909150000008x