Nelson Yap

Independent

No Address Available

SCHOLARLY PAPERS

4

DOWNLOADS

551

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Intraday Index Predictability and Options Trading Profitability

Number of pages: 43 Posted: 01 Feb 2015
Kian Guan Lim, Ying Chen and Nelson Yap
Singapore Management University, National University of Singapore (NUS) and Independent
Downloads 307 (100,132)

Abstract:

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options trading, intraday predictability, risk-neutral moments, local autoregression model

2.

Price Discovery of Index Futures across Markets

Number of pages: 30 Posted: 19 Sep 2016
Jerry Cao, Xiaoming Wang, Nelson Yap and Sili Zhou
Independent, Shanghai University of Finance and Economics, Independent and Fanhai International School of Finance and School of Economics, Fudan University
Downloads 101 (268,109)

Abstract:

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3.

Do Government Linked Companies Hold More Cash?

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 27 Posted: 20 Aug 2015 Last Revised: 04 Jul 2016
Chenxi Liu, Nelson Yap and Sili Zhou
Singapore Management University - Lee Kong Chian School of Business, Independent and Fanhai International School of Finance and School of Economics, Fudan University
Downloads 100 (269,925)

Abstract:

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Cash Holdings, Government-linked Corporation, Corporate Governance

4.

Estimation of Value-at-Risk with Minimal Specification Error

Number of pages: 19 Posted: 05 Jan 2015
Kian Guan Lim, Hao Cheng and Nelson Yap
Singapore Management University, Singapore Management University, Lee Kong Chian School of Business and Independent
Downloads 43 (420,564)

Abstract:

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Value at Risk, Finance Modeling, Forecasting and Prediction