Pei-Shih (Pace) Weng

National Dong Hwa University - Department of Finance

Assistant Professotr

Taiwan

  • National Dong Hwa University - Department of Finance

SCHOLARLY PAPERS

2

DOWNLOADS

707

TOTAL CITATIONS

7

Scholarly Papers (2)

Actions:
Email selected abstracts
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, National Taiwan University and National Dong Hwa University - Department of Finance
Downloads 580 (100,937)
Citation 6

Abstract:

Loading...

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 127 (475,146)
Citation 1

Abstract:

Loading...

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