Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Wei-Shao Wu"'
Publikováno v:
Journal of Empirical Finance. 68:84-103
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf6ddd4994b70425f2dd18a66b119a8c
https://doi.org/10.1016/j.jempfin.2022.07.004
https://doi.org/10.1016/j.jempfin.2022.07.004
Autor:
Sandy Suardi, Wei Shao Wu
Publikováno v:
Journal of Money, Credit and Banking. 53:2037-2069
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7eeee39893252fc50bf869401b22dfab
https://doi.org/10.1111/jmcb.12779
https://doi.org/10.1111/jmcb.12779
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26c6aae8ea55d28f4dfaa8a1c8ab0784
https://doi.org/10.2139/ssrn.4188543
https://doi.org/10.2139/ssrn.4188543
Publikováno v:
Journal of Corporate Finance. 75:102238
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::503596c1681634924ccfc29817ca46ee
https://doi.org/10.1016/j.jcorpfin.2022.102238
https://doi.org/10.1016/j.jcorpfin.2022.102238
Publikováno v:
Journal of Empirical Finance. 35:78-98
An association between increased index futures mispricing and concurrent index volatility has been reported within several prior studies; in the present study, we argue that expected volatility over an arbitrage horizon also has an adverse effect on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a6d928dcc3c7797d2cb467851ecf7db
https://doi.org/10.1016/j.jempfin.2015.10.006
https://doi.org/10.1016/j.jempfin.2015.10.006
Publikováno v:
Journal of Financial Markets. 18:25-48
Hedging the risk of holding undesired inventory is very important for market makers. However, prior studies seldom capture the role of inventory positions in measuring hedging costs. This study measures hedging costs directly using data on inventory
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e413fda109a75a86f5bbc5971c3411b
https://doi.org/10.1016/j.finmar.2013.05.007
https://doi.org/10.1016/j.finmar.2013.05.007
Publikováno v:
Journal of Business Finance & Accounting. 40:1247-1275
This paper investigates, both theoretically and empirically, how interactions among potential lenders may influence contract terms via informational cascade in the syndicated loan market. Our model shows that the ex-post observed interest rate is hig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::082bb483a17520127f1910fca999c65f
https://doi.org/10.1111/jbfa.12050
https://doi.org/10.1111/jbfa.12050
Publikováno v:
Asia-Pacific Financial Markets. 20:219-242
This article focuses on the information effects between the futures market and its spot market. Intraday data are used to investigate the lead-lag relationships between the returns and trading activity of Taiwan stock index futures and the spot retur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cae9734be976e7d8af17a5a30097ae3
https://doi.org/10.1007/s10690-013-9165-4
https://doi.org/10.1007/s10690-013-9165-4
Autor:
Shu-Heng Chen, Wei-Shao Wu
While it has been claimed in many empirical studies that the political futures market can forecast better than the polls, it is unclear upon which our forecast should be based. Standard practice seems to suggest the use of the closing price of the ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c48ffee8882e27fbd115c6962ff5ba4f
https://doi.org/10.1108/s0731-9053(2009)0000024004
https://doi.org/10.1108/s0731-9053(2009)0000024004
