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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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