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There are 24414 results for: content related to: Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market *

  1. ITMs versus OTMs

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 517–539, Sun-Joong Yoon and So Hyun Kang

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01081.x

  2. The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 491–516, Yuen Jung Park and Tong Suk Kim

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01080.x

  3. Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 103–124, Dong Woo Rhee, Suk Joon Byun and Sol Kim

    Version of Record online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01066.x

  4. The Effect of Abnormal Turnover on Asymmetric Autoregressive Behavior of Index Returns: Evidence from the Chinese A-share Stock Markets

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 5, October 2012, Pages: 563–589, Jung-Lieh Hsiao and Teng-Tsai Tu

    Version of Record online : 18 OCT 2012, DOI: 10.1111/j.2041-6156.2012.01082.x

  5. Do Investors Price Accruals Quality? A Reexamination in the Implied Cost of Equity Capital

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 458–490, Lee-Seok Hwang and Seung-Yeon Lim

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01079.x

  6. Cross-asset Style Momentum

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 5, October 2012, Pages: 610–636, Daehwan Kim

    Version of Record online : 18 OCT 2012, DOI: 10.1111/j.2041-6156.2012.01084.x

  7. The Impact of Corporate Governance on the Relationship between Investment Opportunities and Dividend Policy: An Endogenous Switching Model Approach

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 2, April 2012, Pages: 125–145, Kun-Li Lin and Chung-Hua Shen

    Version of Record online : 17 APR 2012, DOI: 10.1111/j.2041-6156.2012.01067.x

  8. Post-Takeover Financing Activities under Financial Repression: Evidence from China

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 3, June 2012, Pages: 313–346, Julan Du, Oliver M. Rui and Sonia M. L. Wong

    Version of Record online : 20 JUN 2012, DOI: 10.1111/j.2041-6156.2012.01075.x

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    Asymmetric Price Distribution and Bid–Ask Quotes in the Stock Options Market

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 87–102, Kalok Chan and Y. Peter Chung

    Version of Record online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01063.x

  10. Does National Culture Influence the Firm’s Choice of Debt Maturity?

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 424–457, Kiyoung Chang, Jung Bum Wee and Ha-Chin Yi

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01078.x

  11. The Effect of Structural Changes in the Organizational Form of Business Groups: Evidence from Korea

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 3, June 2012, Pages: 286–312, Hyungseok Kim, Woojin Kim and Kyung Suh Park

    Version of Record online : 20 JUN 2012, DOI: 10.1111/j.2041-6156.2012.01074.x

  12. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 64, Issue 2, May 2002, Pages: 253–280, Ole E. Barndorff-Nielsen and Neil Shephard

    Version of Record online : 20 JUN 2002, DOI: 10.1111/1467-9868.00336

  13. The Effects of Executive Stock Options and Stock Bonuses on Payout Policies in Taiwan

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 2, April 2012, Pages: 146–174, Chia-Ying Chan, Vivian W. Tai, Chi-Hung Chan and Kuo-An Li

    Version of Record online : 17 APR 2012, DOI: 10.1111/j.2041-6156.2012.01068.x

  14. Market Reactions to the Split-share Structure Reform and the Determinants of Compensation: Evidence from Chinese Listed Firms

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 2, April 2012, Pages: 194–223, Li Cheng, Jeng-Ren Chiou, Yenn-Ru Chen and Bong Soo Lee

    Version of Record online : 17 APR 2012, DOI: 10.1111/j.2041-6156.2012.01070.x

  15. Information Content of Unsolicited Credit Ratings: Evidence from Japanese Firms

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 59–86, Soku Byoun and Yoon S. Shin

    Version of Record online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01062.x

  16. How Does Product Market Competition Interact with Internal Corporate Governance?: Evidence from the Korean Economy

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 377–423, Hee Sub Byun, Ji Hye Lee and Kyung Suh Park

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01077.x

  17. Is Stock Split a Manipulation Tool? Evidence from the Korean Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 5, October 2012, Pages: 637–663, Kyung Soon Kim, Jinwoo Park, Chune Young Chung and Jin Hwon Lee

    Version of Record online : 18 OCT 2012, DOI: 10.1111/j.2041-6156.2012.01086.x

  18. Is Business Group Structure Inefficient? A Long-Term Perspective

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 3, June 2012, Pages: 258–285, Chang-Soo Kim

    Version of Record online : 20 JUN 2012, DOI: 10.1111/j.2041-6156.2012.01073.x

  19. The Speed of Stock Price Adjustments to Market Wide Information in India

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 5, October 2012, Pages: 541–562, Krishna Prasanna and Anish Menon

    Version of Record online : 18 OCT 2012, DOI: 10.1111/j.2041-6156.2012.01085.x

  20. Earnings Manipulation, Corporate Governance and Executive Stock Option Grants: Evidence from Taiwan

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 3, June 2012, Pages: 241–257, Ming-Cheng Wu, Yi-Ting Huang and Yi-Jing Chen

    Version of Record online : 20 JUN 2012, DOI: 10.1111/j.2041-6156.2012.01072.x