Kuo-Ping Chang

Jinhe Center for Economic Research, Xi’an Jiaotong University

Professor

Xianning West Road, 28#

Xi'an, Shaanxi 300

China

National Tsing Hua University

Professor Emeritus

101, Section 2, Kuang-Fu Road

Hsinchu, 300

Taiwan

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 33,999

SSRN RANKINGS

Top 33,999

in Total Papers Downloads

2,855

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (14)

1.

A Reconsideration of the Modigliani-Miller Propositions

"The Ownership of the Firm, Corporate Finance, and Derivatives--Some Critical Thinking", 2015, Springer, New York.
Number of pages: 13 Posted: 01 Feb 2005 Last Revised: 28 Jan 2015
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 533 (100,300)
Citation 2

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Capital structure, a tale of two cows, financial risk

2.

Behavioral Economics Versus Traditional Economics: Are They Very Different?

Number of pages: 23 Posted: 09 Apr 2019
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 443 (125,199)
Citation 4

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Choice, sunk cost fallacy, relative price ratio (rate of return), prospect theory, endowment effect

3.

Prospect Theory or a Misuse of the Concept of Opportunity Cost?

Number of pages: 8 Posted: 12 Apr 2005
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 333 (172,386)
Citation 1

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Opportunity cost, prospect theory, reference point, isolation effect, framing effect

4.

Ownership and Objectives of the Firm, and Derivatives

Number of pages: 22 Posted: 19 May 2005
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 299 (193,287)

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Transaction costs, the Coase theorem, ownership, property rights, authority (power), choices, innovation, the market value of the firm, the Modigliani-Miller propositions, derivatives

5.

Pricing Taiwan's Initial Public Offerings

Number of pages: 26 Posted: 06 May 2003
Kuo-Ping Chang and Yu Min Tang
Jinhe Center for Economic Research, Xi’an Jiaotong University and National Tsing Hua University - Department of Economics
Downloads 280 (206,765)
Citation 1

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6.

Endogenous Timing and Banking Competition in a Mixed Oligopoly: A Theoretical Perspective on the Banking Industry in China

Number of pages: 35 Posted: 30 Jun 2009
Xi'an Jiaotong University - Jinhe Center for Economic Research, Jinhe Center for Economic Research, Xi’an Jiaotong University, Xi'an Jiaotong University (XJTU) and Xi'an Technological University
Downloads 183 (309,831)

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Mixed Oligopoly, Endogenous Timing, The Extended Game of Observable Delay, Banking Competition

7.

Model-Free Option Prices

"The Ownership of the Firm, Corporate Finance, and Derivatives--Some Critical Thinking", 2015, Springer, New York.
Number of pages: 25 Posted: 28 Jun 2014 Last Revised: 28 Jan 2015
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 177 (319,139)

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the Arbitrage Theorem, the Greeks, the time value of option

8.

The Modigliani-Miller Second Proposition is Dead; Long Live the Second Proposition

Number of pages: 12 Posted: 12 Apr 2016
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 166 (337,582)
Citation 1

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The Arbitrage Theorem, capital structure irrelevancy

9.

Some Misconceptions in Derivative Pricing

Number of pages: 25 Posted: 30 Aug 2012
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 148 (371,582)
Citation 1

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Arbitrage Theorem, irrelevancy of the underlying asset’s expected return, discrete-time versions of the Greeks, first claim between bond and stock

10.

Are Securities Also Derivatives?

Number of pages: 33 Posted: 18 May 2007
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 113 (457,380)

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Arbitrage Theorem, derivatives, home-made security, capital structure irrelevancy, share and mixed labor contracts

11.

On Using Risk-Neutral Probabilities to Price Assets

Number of pages: 22 Posted: 10 Feb 2018
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 71 (613,757)
Citation 1

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The Arbitrage Theorem, Risk-Neutral Probabilities, Capital Structure Irrelevancy

12.

Put Option and Risk Level of Asset

Number of pages: 10 Posted: 11 Oct 2021
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 68 (628,148)

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The put-call parity, the p-index, the option pricing models, risk level of asset.

13.

Measuring Risk Structures of Assets: P-Index and C-Index

Number of pages: 10 Posted: 10 Feb 2023 Last Revised: 12 Apr 2023
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University
Downloads 41 (788,615)
Citation 1

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The put-call parity, the p-index, the c-index, risk structures of assets

14.

On Option Greeks and Corporate Finance

Chang, K.P. 2020. On Option Greeks and Corporate Finance, Journal of Advanced Studies in Finance, Volume XI, Winter, 2(22):183-193. DOI:10.14505/jasf.v11.2(22).09
Posted: 04 Aug 2021
Kuo-Ping Chang
Jinhe Center for Economic Research, Xi’an Jiaotong University

Abstract:

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put-call parity, option Greeks, binomial option pricing model, risk level of debt