Chia-Ying Chan

Yuan-Ze University - Department of Finance

320 Chungli

Taiwan

SCHOLARLY PAPERS

4

DOWNLOADS

416

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

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
University of Liverpool - Institute of Financial and Actuarial Mathematics, University Claude Bernard Lyon 1 and Yuan-Ze University - Department of Finance
Downloads 188 (168,755)

Abstract:

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Derivatives, Bank, Capital market risk, Panel econometrics

2.

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
University of Macau, affiliation not provided to SSRN, Yuan-Ze University - Department of Finance and Asia University, Department of Finance
Downloads 127 (234,282)
Citation 4

Abstract:

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Stochastic dominance, Market efficiency, Covered warrants, Bootstrap

3.

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 - Gabelli School of Business and National Chiao-Tung University
Downloads 76 (329,408)

Abstract:

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

4.

Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test

Number of pages: 18 Posted: 12 May 2015
University Claude Bernard Lyon 1, Yuan-Ze University - Department of Finance, Asia University, Department of Finance and University of Lyon 1
Downloads 25 (516,577)

Abstract:

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