APAD 자료실
APAD2014 Best paper and Honorable Mention
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등록일2014.08.25
조회수2304
1. Best Paper
Session : 21-05 Trading Mechanism
Title:
The Information Content of Trading Activity and
Quote Changes: Evidence from VIX Options
Author:
Wei-Che Tsai (National Sun Yat-sen Univ.)
Ying-Tzu Chiu (National Taiwan Univ.)
Yaw-Huei Wang (National Taiwan Univ.)

2. Honorable Mention
Session: 21-02 Volatility
Title:
Credit-Implied Equity Volatility - Long-Term
Forecasts and Alternative Fear Gauges
Author:
Hans Byström (Lund Univ.)

Session: 22-05 Derivatives and Corporate Finance
Title:
Price-to-Earnings Ratios and Option Prices
Author:
Ansley Chua (Kansas State Univ.)
R. Jared DeLisle (Utah State Univ.)
Sze-Shiang Feng
(GE Capital, Kettering)
Bong Soo Lee (Florida State Univ.)
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