David K. Wang

National University of Kaohsiung

Associate Professor of Finance

Kaohsiung , 811

Taiwan

  • National University of Kaohsiung

SCHOLARLY PAPERS

5

DOWNLOADS

147

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (5)

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1.

Going Private Transactions by U.S.-Listed Chinese Companies: What Drives the Premiums Paid?

International Review of Economics & Finance (Special Issue: Corporate Governance in Emerging Markets), Volume 32, Pages 79-91, 2014. (doi:10.1016/j.iref.2014.01.008)
Number of pages: 30 Posted: 07 Apr 2014 Last Revised: 18 Apr 2015
Yea-Mow Chen, Ying Sophie Huang, David K. Wang and Chun-Chou Wu
San Francisco State University - Department of Finance, affiliation not provided to SSRN, National University of Kaohsiung and Independent
Downloads 62 (375,565)

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Firm undervaluation, Corporate governance, Going private

2.

Information Content of Investor Trading Behavior: Evidence from Taiwan Index Options Market

Pacific-Basin Finance Journal, Volume 38, Pages 149-160, 2016. (DOI: 10.1016/j.pacfin.2016.04.001)
Number of pages: 21 Posted: 07 Apr 2016 Last Revised: 17 Nov 2016
Yen-Hsien Lee and David K. Wang
Chung Yuan Christian University and National University of Kaohsiung
Downloads 29 (505,063)

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Information content, Options trading, Decoupled O/S ratio, Put-call ratio, Foreign institutional investors

3.

Global Contagion of Market Sentiment During the US Subprime Crisis

Global Finance Journal, Volume 25, Issue 1, Pages 17-26, 2014, DOI: 10.1016/j.gfj.2014.03.003
Number of pages: 12 Posted: 21 Mar 2014 Last Revised: 04 Jul 2016
Yen-Hsien Lee, Alan L. Tucker, David K. Wang and Hsin-Ting Pao
Chung Yuan Christian University, Pace University - Lubin School of Business, National University of Kaohsiung and Independent
Downloads 20 (557,918)

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Subprime crisis, Volatility indices, Market sentiment, Bivariate GARCH model

4.

Estimation of Tail-Related Value at Risk Measures: Range-Based Extreme Value Approach

Quantitative Finance (Special Issue: Themed Issue on Pensions and Insurance), Volume 14, Issue 2, Pages 293-304, 2014. (DOI:10.1080/14697688.2013.819113)
Number of pages: 20 Posted: 14 Jun 2013 Last Revised: 17 Nov 2016
Heng-Chih Chou and David K. Wang
National Taiwan Ocean University and National University of Kaohsiung
Downloads 20 (557,918)

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risk management, value at risk (VaR), asymmetric conditional autoregressive range (ACARR) model, extreme value theory (EVT)

5.

Real Option, Idiosyncratic Risk, and Corporate Investment: Evidence from Taiwan Family Firms

Pacific-Basin Finance Journal, (DOI/10.1016/j.pacfin.2018.05.011), Forthcoming
Number of pages: 29 Posted: 26 Jun 2018
I‐Ju Chen and David K. Wang
Yuan Ze University - College of Management and National University of Kaohsiung
Downloads 16 (583,137)

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Family Presence; Total Investments; Real Option; Idiosyncratic Risk; Instrumental Variable Three-Stage Least Squares (IV-3SLS) Regressions

Other Papers (1)

Total Downloads: 82
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1.

A Defaultable Callable Bond Pricing Model

Investment Management and Financial Innovations, Volume 6, Issue 3, Pages 54-62, 2009.
Number of pages: 9 Posted: 21 Mar 2014 Last Revised: 05 Sep 2018
David Hua, Heng-Chih Chou and David K. Wang
Notre Dame de Namur University (NDNU), National Taiwan Ocean University and National University of Kaohsiung
Downloads 82 (353,455)

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defaultable bond, embedded option, square-root diffusion process, partial differential equation, finite difference method