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    顯示項目1-25 / 27. (共2頁)
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    日期題名作者
    2011 Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids Chen,SS; Chou,RK; Lee,YC
    2011 Efficient and accurate quadratic approximation methods for pricing Asian strike options Chang,CC; Tsao,CY
    2011 How accurate is the square-root-of-time rule in scaling tail risk: A global study Wang,JN; Yeh,JH; Cheng,NYP
    2011 Information trading around open market share repurchases: evidence from the Taiwan Stock Exchange Chou,RK; Yu,YM
    2011 Pricing and Hedging Quanto Forward-Starting Floating-Strike Asian Options Chang,CC; Liao,TH; Tsao,CY
    2011 Prospect theory and the effectiveness of price limits Lin,MC; Chou,PH
    2011 Random Aggregation with Applications in High-Frequency Finance Tsay,RS; Yeh,JH
    2011 Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products Yang,SS
    2011 The calculation of capital requirement using Extreme Value Theory Tsai,MS; Chen,LC
    2011 THE IMPACT OF LIQUIDITY ON OPTION PRICES Chou,RK; Chung,SL; Hsiao,YJ; Wang,YH
    2011 THE INFORMATION CONTENT OF THE S&P 500 INDEX AND VIX OPTIONS ON THE DYNAMICS OF THE S&P 500 INDEX Chung,SL; Tsai,WC; Wang,YH; Weng,PS
    2011 The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence Agarwal,S; Ambrose,BW; Huang,HM; Yildirim,Y
    2011 Valuation of CMS Spread Options with Nonzero Strike Rates in the LIBOR Market Model Wu,TP; Chen,SN
    2010 An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach Wang,JL; Huang,HC; Yang,SS; Tsai,JT
    2010 Being good or being known: corporate governance, media coverage, and earnings announcements Chih,HL; Chih,HH; Chou,PH
    2010 Correcting microstructure comovement biases for integrated covariance Yeh,JH; Wang,JN
    2010 Do relative leverage and relative distress really explain size and book-to-market anomalies? Chou,PH; Ko,KC; Lin,SJ
    2010 EFFICIENT QUADRATURE AND NODE POSITIONING FOR EXOTIC OPTION VALUATION Chung,SL; Ko,KY; Shackleton,MB; Yeh,CY
    2010 EVALUATING QUANTILE RESERVE FOR EQUITY-LINKED INSURANCE IN A STOCHASTIC VOLATILITY MODEL: LONG VS. SHORT MEMORY Ho,HC; Yang,SS; Liu,FI
    2010 Information content of options trading volume for future volatility: Evidence from the Taiwan options market Chang,CC; Hsieh,PF; Wang,YH
    2010 International asset allocation for incompletely-informed investors Gau,YF; Hua,MS; Wu,WL
    2010 Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models Yang,SS; Yue,JC; Huang,HC
    2010 Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market Hung,WF; Lu,CC; Lee,CF
    2010 News announcements and price discovery in foreign exchange spot and futures markets Chen,YL; Gau,YF
    2010 The Attraction of Baseball Games in a Small-Size League: Are the Effects of Outcome Uncertainties Really Important? Jane,WJ; Kuo,NF; Wu,JY; Chen,ST

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