Shih‐Kuo Yeh

National Chung Hsing University — Taiwan

Economics, Econometrics and Finance · Social Sciences

6h-index109citations22works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(9), Stochastic processes and financial applications(9), Credit Risk and Financial Regulations(7), Financial Risk and Volatility Modeling(6), Monetary Policy and Economic Impact(5)

Publications22 total

Ultra Treasury Bond Futures
The Journal of Fixed Income·2022
Stock Liquidity Risk and Cash Preservation
Review of Pacific Basin Financial Markets and Policies·2022
The effect of short-sale restrictions on the information transmission of extended index futures trading
The North American Journal of Economics and Finance·2020· 4 cited
IS SYSTEMATIC LIQUIDITY RISK PRICED IN TAIWAN EMERGING STOCK MARKET
Advances in financial planning and forecasting. Supplement.·2017· 1 cited
The liquidity impact on firm values: The evidence of Taiwan's banking industry
Journal of Banking & Finance·2016· 20 cited
Analytical Bounds for Treasury Bond Futures Prices
2014· 1 cited
Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market
Pacific-Basin Finance Journal·2014· 4 cited
Evaluation of conducting capital structure arbitrage using the multi-period extended Geske–Johnson model
Review of Quantitative Finance and Accounting·2013· 7 cited
Analytical bounds for Treasury bond futures prices
Review of Quantitative Finance and Accounting·2011· 8 cited
The link between intraday signals and call warrant mispricing
Service Industries Journal·2010
Embedded Options in Treasury Bond Futures Prices: <i>New Evidence</i>
The Journal of Fixed Income·2009· 5 cited
An empirical analysis of the CDX index and its tranches
Applied Economics Letters·2008· 2 cited
Term Structure Fitting Models and Information Content: An Empirical Examination in Taiwanese Government Bond Market
Review of Pacific Basin Financial Markets and Policies·2003· 5 cited
Analytical Upper Bounds for American Option Prices
Journal of Financial and Quantitative Analysis·2002· 23 cited
(Advances in Investment Analysis and Portfolio Management, 08:255-282)Two-Factor Jump-Diffusion Interest Rate Process: An Empirical Examination in Taiwan Money Market
2001
Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market
Journal of International Financial Markets Institutions and Money·2001· 2 cited
The Intrday Behavior of Order ImbalancesSurrounding the release of Earnings Forecast Revision:A Case from Taiwan Stock Exchange
2001
On the distribution and conditional heteroscedasticity in Taiwan stock prices
Journal of Multinational Financial Management·2000· 12 cited
Junp‐Diffusion Interest Rate Process: An Empirical Examination
Journal of Business Finance &amp Accounting·1999· 15 cited
Interaction and Integration among Asia Pacific Bond Markets
PanPacific management review·1999
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Frequent Co-authors

Ren‐Raw Chen(10), Bing‐Huei Lin(5), Chung-Ying Yeh(3), Tung‐Hsiao Yang(2), Hann‐Shing Ju(2), Mao‐Wei Hung(2), Janchung Wang(1), Bo‐Ting Wang(1), Frank J. Fabozzi(1), Yichen Wang(1), Wan-Ru Yang(1), Kuo-Ming Lu(1), Yueh‐Neng Lin(1), Shih-Ching Chuan(1), Steven J. Jordan(1), Horace Chueh(1), Andy Chien(1), Wan-Ru Yang(1), Bo-Ting Lin(1), Dean Leistikow(1)