E-LIB Suche - Ergebnisse für: Poon, Ser-Huang

1

Price convergence between credit default swap and put optio..:

Chan, Ka Kei ; Kolokolova, Olga ; Lin, Ming-Tsung.
Journal of Empirical Finance. 72 (2023) - p. 188-213 , 2023

Link: https://doi.org/10.1016/..

2

Distributed data network: a case study of the Indian textil..:

Carpenter, Martin ; Poon, Ser-Huang
Data & Policy. 5 (2023) - p. , 2023

Link: https://doi.org/10.1017/..

3

Option pricing with random risk aversion:

Vitiello, Luiz ; Poon, Ser-Huang
Review of Quantitative Finance and Accounting. 58 (2022) 4 - p. 1665-1684 , 2022

Link: https://doi.org/10.1007/..

4

Moneyness, Underlying Asset Volatility, and the Cross-Secti..:

Aretz, Kevin ; Lin, Ming-Tsung ; Poon, Ser-Huang
Review of Finance. 27 (2022) 1 - p. 289-323 , 2022

Link: https://doi.org/10.1093/..

5

Women on boards and corporate social irresponsibility: evid..:

Godfrey, Christopher ; Hoepner, Andreas G. F. ; Lin, Ming-Tsung.
The European Journal of Finance. 30 (2020) 1 - p. 1-27 , 2020

Link: https://doi.org/10.1080/..

6

Too big to ignore? Hedge fund flows and bond yields:

Kolokolova, Olga ; Lin, Ming-Tsung ; Poon, Ser-Huang
Journal of Banking & Finance. 112 (2020) - p. 105271 , 2020

Link: https://doi.org/10.1016/..

7

Corporate social responsibility reports: topic analysis and..:

Goloshchapova, Irina ; Poon, Ser-Huang ; Pritchard, Matthew.
The European Journal of Finance. 25 (2019) 17 - p. 1637-1654 , 2019

Link: https://doi.org/10.1080/..

8

Ultra-short tenor yield curve for intraday trading and sett..:

Golub, Anton ; Grossmass, Lidan ; Poon, Ser-Huang
The European Journal of Finance. 27 (2019) 4-5 - p. 441-459 , 2019

Link: https://doi.org/10.1080/..

9

Slow- and fast-moving information content of CDS spreads: n..:

Lin, Ming-Tsung ; Kolokolova, Olga ; Poon, Ser-Huang
The European Journal of Finance. 27 (2019) 1-2 - p. 136-157 , 2019

Link: https://doi.org/10.1080/..

10

The reality of stock market jumps diversification:

Chen, Ke ; Vitiello, Luiz ; Hyde, Stuart.
Journal of International Money and Finance. 86 (2018) - p. 171-188 , 2018

Link: https://doi.org/10.1016/..

11

Rating-based CDS curves:

Kolokolova, Olga ; Lin, Ming-Tsung ; Poon, Ser-Huang
The European Journal of Finance. 25 (2018) 7 - p. 689-723 , 2018

Link: https://doi.org/10.1080/..

12

What Does Risk-Neutral Skewness Tell Us About Future Stock ..:

Stilger, Przemysław S. ; Kostakis, Alexandros ; Poon, Ser-Huang
Management Science. 63 (2017) 6 - p. 1814-1834 , 2017

Link: https://www.jstor.org/st..

13

Loan Portfolio Loss Models With More Flexible Asymmetry and..:

Lee, Yongwoong ; Poon, Ser-Huang
Emerging Markets Finance and Trade. 51 (2015) sup3 - p. 118-139 , 2015

Link: https://doi.org/10.1080/..

14

Credit contagion in the presence of non-normal shocks:

Batiz-Zuk, Enrique ; Christodoulakis, George ; Poon, Ser-Huang
International Review of Financial Analysis. 37 (2015) - p. 129-139 , 2015

Link: https://doi.org/10.1016/..

15

Loan Portfolio Loss Models With More Flexible Asymmetry and..:

Lee, Yongwoong ; Poon, Ser-Huang
Emerging Markets Finance & Trade. 51 (2015) - p. S118-S139 , 2015

Link: https://www.jstor.org/st..