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Shu‐Fang Yuan

Observed name: Shu-Fang Yuan
Institution: Nanhua University
ORCID: 0000-0002-1554-0267
Observed ORCID: 0000-0002-1554-0267
OpenAlex ID: A5012334824
Price discovery in the options markets: An application of put‐call parity
2008 · Wen‐Liang G. Hsieh, Chin‐Shen Lee, et al. · Journal of Futures Markets · 43
How do social and economic factors affect carbon emissions? New evidence from five ASEAN developing countries
2022 · Imen Tebourbi, Anh Thi Truc Nguyen, et al. · Economic Research-Ekonomska Istraživanja · 18
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Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market
2014 · Chin‐Ho Chen, Huimin Chung, et al. · Journal of Futures Markets · 14
台股市場波動性指標之建構、資訊內涵、與交易策略
2006 · Wen‐Liang Hsieh, Chin‐Shen Lee, et al. · Tamkang University Institutional Repository (TKUIR) · 6
The Moderating Effect of Policies on Student’s Attractiveness in electing Future Higher Education Institution: An Analysis in South of Vietnam
2024 · Bich-Hang Vuong, Hsin-Kuang Chi, et al. · International Journal of Cognitive Research in Science Engineering and Education · 5
A study of market efficiency in Asian emerging markets-evidence of the January Effect and Momentum Effect
2015 · Shu‐Fang Yuan, Tuyajargal Tulgaa, et al. · Nanhua University Institutional Repository · 2
The Moderating Effect of the School’s Policies on School’s Characteristics and University’s Brand Equity in Viet Nam
2024 · Bich Hang Vuong, Hsin-Kuang Chi, et al. · International Review of Management and Marketing · 1
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Misreaction, hedging pressure, and its effect on the futures market
2024 · Chin-Ho Chen, Shu-Fang Yuan · Pacific-Basin Finance Journal
Realized higher moments and trading activity
2023 · Shu-Fang Yuan · Review of Quantitative Finance and Accounting
Option Hedging Pressure Effect on Order Revision in the Futures Market
2018 · Chin-Ho Chen, Shu‐Fang Yuan
The Feedback Effect of Trading Volatility Risk Premium: Evidence from the Taiwan Index Option Market
2014 · 袁淑芳, Shu‐Fang Yuan · Taipei Medical University Repository
A theoretical framework incorporating the basic convergence effect in the value-at-risk model
2007 · Chin-Shen Lee, Shu-Fang Yuan · Journal of Statistics and Management Systems
Works count: 12
Citation count: 89
H-index: 5
I10-index: 3
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