Mao-Wei Hung

National Taiwan University

50 Lane 144, Section 4

Taipei 32026

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

151

CITATIONS
Rank 33,136

SSRN RANKINGS

Top 33,136

in Total Papers Citations

6

Scholarly Papers (5)

1.

Dynamic Portfolio Choice and Consumption Plan under Inflation with Nominal and Indexed Bonds

Number of pages: 25 Posted: 13 Feb 2009
Nan-Wei Han and Mao-Wei Hung
Takming College - Department of Banking and Finance and National Taiwan University
Downloads 43 (325,204)

Abstract:

2.

The Impact of News Articles and Corporate Disclosure on Credit Risk Valuation

Number of pages: 43 Posted: 26 Aug 2014
Feng-Tse Tsai, Hsin-Min Lu and Mao-Wei Hung
Asia University, National Taiwan University - Department of Information Management and National Taiwan University
Downloads 42 (250,327)

Abstract:

credit default swap, credit risk, news coverage, news tone, risk factor disclosure, information asymmetry

3.

An Intertemporal International Asset Pricing Model: Theory and Empirical Evidence

European Financial Management, Vol. 11, No. 2, pp. 173-194, March 2005
Number of pages: 2 Posted: 28 Mar 2005
National Tsing Hua University, McGill University - Desautels Faculty of Management, Barclays - Barclays Global Investors (BGI) and National Taiwan University
Downloads 20 (433,035)
Citation 6

Abstract:

4.

Cross-Market Hedging Strategies for Credit Default Swaps Under a Markov Regime-Switching Framework

Journal of Fixed Income, 2012
Posted: 31 Aug 2015
Jow-Ran Chang, Mao-Wei Hung and Feng-Tse Tsai
National Tsing Hua University, National Taiwan University and Asia University

Abstract:

5.

How Much Extra Premium Does a Loss-Averse Owner-Occupied Home Buyer Pay for His House?

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 19 Nov 2012
Mao-Wei Hung and Leh-chyan So
National Taiwan University and National Tsing Hua University

Abstract:

Call premium, Homeownership contraint, Ambiguity aversion