Pei-Shih (Pace) Weng

National Dong Hwa University - Department of Finance

Assistant Professotr

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

542

CITATIONS

0

Scholarly Papers (2)

1.

The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index

Journal of Futures Markets
Number of pages: 45 Posted: 20 Nov 2010 Last Revised: 01 Oct 2013
Chung San-Lin, Wei-Che Tsai, Yaw-Huei Wang and Pei-Shih (Pace) Weng
National Taiwan University, Oregon State University, UNSW and National Dong Hwa University - Department of Finance
Downloads 453 (61,412)

Abstract:

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VIX options, Index options, Put-call parity, Implied volatility, Implied density.

2.

Market Efficiency and Foreign Institutional Trading: Evidence from the Taiwan Futures Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 32 Posted: 22 Aug 2012 Last Revised: 31 Oct 2012
Robin K. Chou, Keng-Yu Ho and Pei-Shih (Pace) Weng
National Chengchi University, National Taiwan University - Department of Finance and National Dong Hwa University - Department of Finance
Downloads 89 (280,664)

Abstract:

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Foreign institution, Market efficiency, Liquidity cost, Limit order, Order aggressiveness