Kaohsiung , 811
Taiwan
National University of Kaohsiung
Firm undervaluation, Corporate governance, Going private
Information content, Options trading, Decoupled O/S ratio, Put-call ratio, Foreign institutional investors
risk management, value at risk (VaR), asymmetric conditional autoregressive range (ACARR) model, extreme value theory (EVT)
Subprime crisis, Volatility indices, Market sentiment, Bivariate GARCH model
Data sequence; Fluctuation reduction; Generalized nearly-isotonic regression; Value-at-risk
Family Presence; Total Investments; Real Option; Idiosyncratic Risk; Instrumental Variable Three-Stage Least Squares (IV-3SLS) Regressions
defaultable bond, embedded option, square-root diffusion process, partial differential equation, finite difference method
