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Hsin-Yu Chiu
标题
引用次数
引用次数
年份
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
52016
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
32024
Retrieving almost stochastic Dominance momentum in Taiwan stock market
MH Chiang, HY Chiu, YC Hsu
Pacific-Basin Finance Journal 83, 102268, 2024
12024
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
12020
Momentum strategies: An almost stochastic dominance approach
MH Chiang, HY Chiu, RJ Huang
Working paper, NCCU College of Commerce, Taiwan, 2017
12017
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
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