David K. Wang

National University of Kaohsiung

Associate Professor of Finance

Kaohsiung , 811

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

175

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Going Private Transactions by U.S.-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: 14 Sep 2021
San Francisco State University - Department of Finance, Zhejiang University, School of Management, National University of Kaohsiung and Independent
Downloads 75 (403,855)

Abstract:

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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 (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 31 (585,902)

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

3.

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: 14 Sep 2021
Heng-Chih Chou and David K. Wang
National Taiwan Ocean University and National University of Kaohsiung
Downloads 24 (630,563)

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

4.

Global Contagion of Market Sentiment During the US Subprime Crisis

Global Finance Journal (2014)
Number of pages: 12 Posted: 21 Mar 2014 Last Revised: 14 Sep 2021
Chung Yuan Christian University, Pace University - Lubin School of Business, National University of Kaohsiung and Independent
Downloads 23 (637,394)

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

5.

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

Pacific-Basin Finance Journal (2018)
Number of pages: 29 Posted: 26 Jun 2018 Last Revised: 14 Sep 2021
I‐Ju Chen and David K. Wang
Yuan Ze University - College of Management and National University of Kaohsiung
Downloads 22 (644,523)

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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: 120
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 120 (353,455)

Abstract:

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