Pei-Shih Weng

National Dong Hwa University

Assistant Professor

No. 1, Sec. 2, Da Hsueh Rd.

Shoufeng, Hualien 97401

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

78

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Gaussian Quadrature Method for Pricing American and Exotic Options in a Jump-Diffusion Process

Number of pages: 31 Posted: 18 May 2017
Pei-Shih Weng and Wei-Che Tsai
National Dong Hwa University and Oregon State University
Downloads 62 (433,094)
Citation 1

Abstract:

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Option Pricing; Numerical Quadrature; Jump-Diffusion Model

2.

Do Foreign Institutional Traders Have Private Information for the Market Index?

International Review of Economics & Finance, Forthcoming
Number of pages: 56 Posted: 01 May 2017
Pei-Shih Weng and Wei-Che Tsai
National Dong Hwa University and Oregon State University
Downloads 16 (669,604)

Abstract:

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Foreign institutional investors; Market index futures; Private information

Other Papers (1)

Total Downloads: 7
1.

The Information Content of Order Imbalance Volatility: Evidence From Account-Level Trading Activities on the Taiwan Futures Market

2019 Financial Markets & Corporate Governance Conference
Number of pages: 44 Posted: 31 Dec 2018 Last Revised: 28 Mar 2019
Beijing Normal University - Zhuhai Campus, National Sun Yat-sen University, Department of Finance, Students, Oregon State University and National Dong Hwa University
Downloads 7

Abstract:

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Order Imbalance Volatility; Emerging Market; Information Asymmetry; Foreign Institutional Investors