| 淡江大學 |
2021-11-25 |
Tick Size and Informed Trading: Evidence from the Taiwanese Stock Market
|
Duan, Chang-Wen;Hung, Ken;Liu, Shinhua |
| 淡江大學 |
2021-06-23 |
Forecasting Volatility With Spot Index and Index Futures: Evidence From Taiwan
|
Duan, Chang-Wen;Hung, Ken;Liu, Shinhua |
| 淡江大學 |
2021-04-23 |
Forecasting Volatility in Taiwan with Encompassing Regression Models
|
Duan, Chang-Wen;Hung, Ken;Liu, Shinhua |
| 淡江大學 |
2021-01-07 |
Tick Size and Informed Trading: Evidence from the Taiwanese Stock Market
|
Duan, Chang-Wen;Hung, Ken;Liu, Shinhua |
| 淡江大學 |
2020-04-15 |
Tick Size and Informed Trading: Evidence from the Taiwanese Stock Market
|
DUAN, CHANG-WEN |
| 淡江大學 |
2013-04 |
Net Buying Pressure, Volatility Smirk and Abnormal Return of TXO
|
Duan, Chang-Wen |
| 淡江大學 |
2011-12-01 |
Index Options and Informativeness of the Underlying Stocks' Prices: An Empirical Study
|
Liu, Shinhua; Hung, Ken; Duan, Chang-Wen |
| 淡江大學 |
2010-04 |
Decomposing the Bid-Ask Spread of ETFs on the AMEX Before and After Decimalization
|
Duan, Chang-wen; Lin, Jung-chu |
| 淡江大學 |
2010 |
Raw Material Convenience Yields and Business Cycle
|
Duan, Chang-wen; Lin, William T. |
| 淡江大學 |
2010 |
The Effect of Net Buying Pressure on Implied Volatility: Empirical Study on Taiwan’s Options Market
|
Duan, Chang-Wen; Ken Hung |
| 淡江大學 |
2009 |
Z-score 模型與KMV模型預測違約風險能力的比較研究
|
段昌文; Duan, Chang-wen; Hung, Ken |
| 淡江大學 |
2007-02 |
Oil convenience yields estimated under demand/supply shock
|
Lin, William T.; 段昌文; Duan, Chang-wen |
| 淡江大學 |
2007-01-06 |
Decomposing the Bid-Ask Spread of ETFs on the AMEX Pre-/Post- Decimalization
|
段昌文; Duan, Chang-wen |
| 淡江大學 |
2006-08-15 |
Multistage compound real options: theory and application
|
Lin, William T.; Lee, Cheng-few; Duan, Chang-wen |
| 淡江大學 |
2006-07-15 |
Valuation of timing option in Futures Contracts and Convenience Yields
|
段昌文; Duan, Chang-wen; Hung, K.; Wang, Q. |
| 淡江大學 |
2006-01-01 |
Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market
|
Hung, Ken; 段昌文; Duan, Chang-wen; Yang, Chin W. |
| 淡江大學 |
2006 |
期貨合約擇時期權的估價與便利收益率
|
段昌文; Duan, Chang-wen; 洪坤; Hung, Ken; 王其文; Wang, Qiwen |
| 淡江大學 |
2005-11 |
研議台灣選擇權市場開放當日有效組合式委託
|
段昌文; Duan, Chang-wen; 翁瑜萍 |
| 淡江大學 |
2005-05-01 |
Estimated oil convenience yield and demand/supply shock
|
林蒼祥; Lin, William T.; 段昌文; Duan, Chang-wen |
| 淡江大學 |
2004-08-01 |
Oil Convenience Yields as Call Options
|
段昌文; Duan, Chang-wen |
| 淡江大學 |
2004-05-26 |
Rating, Credit Spread, and Pricing Risky Debt: Empirical Study in Taiwan’s Security Market
|
段昌文; Duan, Chang-wen |
| 淡江大學 |
2004-05-01 |
Oil Convenience Yields as Call Options
|
段昌文; Duan, Chang-wen |
| 淡江大學 |
2004-05 |
Oil Convenience Yields as Call Options
|
Lin, William T.; Duan, Chang-Wen |
| 淡江大學 |
2003-12-01 |
Exchange Listing Changes : Volatility and Liquidity Effects in Taiwan
|
Blenman, Lloyd P.; Chen, Dar-hsin; 段昌文; Duan, Chang-wen |
| 淡江大學 |
2003-11-21 |
Oil convenience yields as call options
|
段昌文; Duan, Chang-wen |
| 淡江大學 |
2003-03 |
Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan
|
Duan, Chang-wen; Lin, William T.; Lee, Cheng-few |
| 淡江大學 |
2002-12 |
Stock Dividend Announcement and Information Signaling Theory: The Case of Taiwan
|
Hung, Ken; 段昌文; Duan, Chang-wen; Tsay, Yang-tzong |
| 淡江大學 |
2002-12 |
Sequential Capital Budgeting as Real Options：The Case of a New DRAM Chipmaker in Taiwan
|
Duan, Chang-Wen; Lin, William T.; Lee, Cheng Few |
| 淡江大學 |
1999-01 |
基金投資績效評估模型之比較分析
|
段昌文; Duan, Chang-wen |
