David K. Wang

National University of Kaohsiung

Associate Professor of Finance

Kaohsiung , 811

Taiwan

SCHOLARLY PAPERS

6

DOWNLOADS

354

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Ideas:
“  Empirical Corporate Finance, Data Driven Finance  ”

Scholarly Papers (6)

1.

Going Private Transactions by US-listed Chinese Companies: What Drives the Premiums Paid?

International Review of Economics and Finance (2014)
Number of pages: 30 Posted: 07 Apr 2014 Last Revised: 01 Nov 2023
San Francisco State University - Department of Finance, Zhejiang University, School of Management, National University of Kaohsiung and University of Southern California - Epstein Department of Industrial & Systems Engineering
Downloads 103 (472,735)

Abstract:

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Firm undervaluation, Corporate governance, Going private

2.

A Less Volatile Value-at-risk Estimation under a Semi-parametric Approach

Asia-Pacific Journal of Financial Studies (2023)
Number of pages: 36 Posted: 03 May 2022 Last Revised: 01 Nov 2023
Shih-Feng Huang and David K. Wang
affiliation not provided to SSRN and National University of Kaohsiung
Downloads 63 (631,760)

Abstract:

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Data sequence; Fluctuation reduction; Generalized nearly-isotonic regression; Value-at-risk

3.

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

Pacific-Basin Finance Journal (2016)
Number of pages: 21 Posted: 07 Apr 2016 Last Revised: 14 Sep 2021
Yen-Hsien Lee and David K. Wang
Chung Yuan Christian University and National University of Kaohsiung
Downloads 54 (680,359)

Abstract:

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

4.

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

Pacific-Basin Finance Journal (2019)
Number of pages: 29 Posted: 26 Jun 2018 Last Revised: 15 Jun 2023
I‐Ju Chen and David K. Wang
Yuan Ze University - College of Management and National University of Kaohsiung
Downloads 47 (723,116)

Abstract:

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

5.

Estimation of Tail-related Value-at-risk Measures: Range-based Extreme Value Approach

Quantitative Finance (2014)
Number of pages: 20 Posted: 14 Jun 2013 Last Revised: 01 Nov 2023
Heng-Chih Chou and David K. Wang
National Taiwan Ocean University and National University of Kaohsiung
Downloads 46 (729,540)

Abstract:

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

6.

Global Contagion of Market Sentiment during the US Subprime Crisis

Global Finance Journal (2014)
Number of pages: 12 Posted: 21 Mar 2014 Last Revised: 01 Nov 2023
Chung Yuan Christian University, Pace University - Lubin School of Business, National University of Kaohsiung and Independent
Downloads 41 (763,621)

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

Other Papers (1)

Total Downloads: 189
1.

A Defaultable Callable Bond Pricing Model

Investment Management and Financial Innovations (2009)
Number of pages: 9 Posted: 21 Mar 2014 Last Revised: 18 Oct 2022
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 189 (353,455)

Abstract:

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