Chia-Ying Chan

Yuan-Ze University - Department of Finance

320 Chungli

Taiwan

  • Yuan-Ze University - Department of Finance

SCHOLARLY PAPERS

4

DOWNLOADS

674

TOTAL CITATIONS

11

Scholarly Papers (4)

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1.

The Effect of Derivative Instrument Use on Capital Market Risk: Evidence from Banks in Emerging and Recently Developed Countries

Frontiers in Finance and Economics, Vol. 9, No. 2, 85-121
Number of pages: 37 Posted: 19 Dec 2012
Mohamed Rochdi Keffala, Christian de Peretti and Chia-Ying Chan
University of Liverpool - Institute of Financial and Actuarial Mathematics, University Claude Bernard Lyon 1 and Yuan-Ze University - Department of Finance
Downloads 250 (267,200)

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Derivatives, Bank, Capital market risk, Panel econometrics

2.

Agency Cost of CEO Perquisite in the Bank Loan Contracts

Gabelli School of Business, Fordham University Research Paper No. 2905736
Number of pages: 53 Posted: 25 Jan 2017
Chia-Ying Chan, Iftekhar Hasan and Chih-Yung Lin
Yuan-Ze University - Department of Finance, Fordham University and National Chiao Tung University
Downloads 206 (322,358)

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CEO perquisite; agency cost; loan spread; compensation schemes; corporate governance

3.

Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach

Number of pages: 45 Posted: 03 Feb 2010
Zhuo Qiao, Christian de Peretti, Chia-Ying Chan and Wing-Keung Wong
University of Macau, affiliation not provided to SSRN, Yuan-Ze University - Department of Finance and Asia University, Department of Finance
Downloads 157 (411,567)
Citation 11

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Stochastic dominance, Market efficiency, Covered warrants, Bootstrap

4.

Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test

Number of pages: 18 Posted: 12 May 2015
Christian de Peretti, Chia-Ying Chan, Wing-Keung Wong and Carole Siani
University Claude Bernard Lyon 1, Yuan-Ze University - Department of Finance, Asia University, Department of Finance and University of Lyon 1
Downloads 61 (781,249)

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Covered warrants, market efficiency, panel stochastic dominance, panel information efficiency likelihood ratio test, bootstrap.