Relevance of the disposition effect on the options market: New evidence MH Chiang, HY Chiu, RK Chou Financial Management 50 (1), 75-106, 2021 | 7* | 2021 |
Valuations of mortality-linked structured products ML Yueh, HY Chiu, SH Tsai The Journal of Derivatives 24 (2), 66-87, 2016 | 5 | 2016 |
Predicting failure of P2P lending platforms through machine learning: The case in China JY Yeh, HY Chiu, JH Huang Finance Research Letters 59, 104784, 2024 | 3 | 2024 |
Retrieving almost stochastic Dominance momentum in Taiwan stock market MH Chiang, HY Chiu, YC Hsu Pacific-Basin Finance Journal 83, 102268, 2024 | 1 | 2024 |
Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence HY Chiu, TF Chen The North American Journal of Economics and Finance 52, 101112, 2020 | 1 | 2020 |
Momentum strategies: An almost stochastic dominance approach MH Chiang, HY Chiu, RJ Huang Working paper, NCCU College of Commerce, Taiwan, 2017 | 1 | 2017 |
The disposition effect on partially informed short sellers WC Tsai, LJ Lin, HY Chiu Pacific-Basin Finance Journal 87, 102479, 2024 | | 2024 |
Predictive ability of similarity-based futures trading strategies MH Chiang, HY Chiu, WY Kuo Pacific-Basin Finance Journal 68, 101616, 2021 | | 2021 |
基於流動性風險衡量下之 beta 套利交易策略 邱信瑜, 黃書安 證券市場發展季刊 30 (3), 41-74, 2018 | | 2018 |
On the Characterization and Information Contents of Dynamic Default Correlation under the Doubly Stochastic Assumption: The Case of iTraxx CDO Tranches MH Chiang, C Hsin-Yu, W Ying-Hsin Tai Da Guan Li Lun Cong 24 (S1), 97, 2014 | | 2014 |