郭一棟 (2025.02). Are Warrant Traders Too Overconfident?
Evidence from Taiwan Warrant Markets. 期貨與選擇權學刊, 18(4), 121-169.
期刊論文
20筆資料 more...
Huang, K. H, I D. Kuo, R. T., Wang (2025.01). Stock Mispricing, Resale options, and Differences of Opinion. Emerging markets and trade, 62(1), 1-22.
Kai-Min Huang, I-Doun Kuo (郭一棟)*, Rong-Tsorng Wang (王榮琮) (2022.02). Resale options and heterogeneous beliefs. Journal of Futures Markets, 42(6), 1067-1083.
Kuo, I. D.(郭一棟), C. Y. H. Chen, and K. M. Huang* (2019.04). Expectation hypothesis and term structure anomaly. International Journal of Finance and Economics, 24(2), 1017-1029.
Chen, C. Y. H., I. D. Kuo, and T. C. Chiang (2014.05). What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem. Journal of International Financial Markets, Institutions & Money, 30, 172-190.
Chen, C. Y. H.*, and I. D., Kuo （郭一棟） (2013.05). Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets. Review of Quantitative, Finance, and Accounting, 40(4), 1-27.
Kuo, I. D.(郭一棟）*, and C. C., Chen (2013.01). Net Buying Pressure, Volatility Smile, Trading Opportunities in Euribor Options, and Implication of Market Efficiency. Review of Futures Markets, 21(1), 79-110.
郭一棟（2011.11）。Pricing and Hedging Interest Rate Options under Deterministic Volatility Function with Volatility Humps。期貨與選擇權學刊，4（2），1-32。
Kuo, I. D.and Y. H., Chen (2011.03). Regime Dependent Information Contents of Model-free Volatility. Review of Futures Markets, 19(4), 347-380.
Kuo, I. D. (2011.01). Pricing and Hedging Volatility Smile under Multifactor Interest Rate Models. Review of Quantitative Finance and Accounting, 36(1), 83-104.
王凱立，郭一棟，李昀薇（2008.09）。選擇權市場與現貨，期貨與基差變動下之日內動態資訊傳遞研究。證券市場發展季刊，20（3），141-178。
Kuo, I. D., C. H. Lin and M.T. Yu (2008.08). Volatility Estimation and the Performance of Multifactor Term Structure Models for Pricing and Hedging Euribor Options. Review of Futures Markets, , -.
Kuo, I.D. and Y. N. Lin（2008.08）。Empirical Performance of Multi-Factor Term Structure Models for Pricing and Hedging Eurodollar Futures Options。Review of Financial Economics，，-。
Kuo I. D. and Y. N. Lin（2008.08）。Evidence on Inefficiency of the Euribor Option Market。Applied Financial Economics，，-。
Kuo, I. D. and K. L. Wang (2008.05). Implied Deterministic Volatility Functions: An Empirical Test for Euribor Options. Journal of Futures Markets, , -.
Kuo, I. D. and Y. C. Hsu (2007.07). Fuzzy Earnings Management Model and Empirical Tests on General Companies. European Journal of Scientific Research, 17(4), 1-15.
Kuo I. D., Y.N. Lin, and Y. C. Chang（2007.07）。Which Interest Rate Option Model。International Research Journal of Finance and Economics，10，65-75。
Kuo I. D. and Y. N. Lin（2007.05）。Pricing and Hedging Euribor Options with Multifactor Interest Rate Models。Review of Futures Markets，15（4），355-383。
Lin, Y. N. and I. D. Kuo（2007.05）。Incentive Effect for Performance-Vested Employee Stock Options。International Research Journal of Finance and Economics，9，167-179。
Kuo, I. D. and Dean A. Paxson,（2006.06）。Multifactor Implied Volatility Functions For HJM Models。Journal of Futures Markets，26（8），809-833。
研討會論文
11筆資料 more...
I-Doun Kuo (郭一棟），Kai-Min Huang，and Rong-Tsorng Wang (王榮琮) (2023.06). Stock Mispricing, Differences of Opinion, and Short-Sale Constraints. Paper presented at Behavior Finance Working Group, 倫敦: Behavior Finance Working Group.
I Doun Kuo （郭一棟）, Kai-Min Huwang, and Rong-Tsorng Wang （王榮琮） (2023.03). Resale options and stock prices. Paper presented at 6th International Conference on
Management, Economics and Finance, 布拉格: ICMEF.
Kuo, I D.* (郭一棟) and Y. H. Chen (2017.03). Irrationality and Term Structure Anomaly. Paper presented at 7th Economics & Finance Conference, Tel Aviv, Israel.: International Science and Economic Sciences.
Kuo, I. D.(郭一棟）*, and Y. H., Chen (2015.05). Irrationality and Term Structure Anomaly. Paper presented at First Israel Behavioral Finance Conference, Tel Aviv, Israel: Tel Aviv-Yaffo Academic College.
I Doun Kuo (郭一棟）* (2014.08). Pricing and Hedging Crude Oil Futures Options with Term Structure Models. Paper presented at The 10th Conference of Asia-Pacific Association of Derivatives, Pusan, Korea: Asia-Pacific Association of Derivatives.
Chen, Y. H., and I. D., Kuo （郭一棟） (2013.05). Survey sentiment and Option smile. Paper presented at Financial Globalization and Sustainable Finance: Implication of Policy and Practice, Cape Town: Conference of Journal of Banking and Finance.
王凱立，郭一棟，李昀薇（2007.05）。基差變動對台股日內動態資訊傳遞行為之研究。論文發表於臺灣財務金融學會年會，台中：靜宜大學，雲林科技大學，臺灣財務金融學會。
Kuo, I-D and Y-N Lin (2007.03). Pricing and Hedging Euribor Options with Multifactor Interest Rate Models. Paper presented at 17th annual Asia-Pacific Futures Research Symposium, Shanhai: Ken State University, Journal of Futures Markets.
Kuo, I-D and Y-N Lin（2006.12）。Pricing and Hedging Euribor Options with Multifactor Interest Rate Models under Hump Volatility Function。論文發表於The 14th Conference in National Sun-Yat-Sen University，高雄：中山大學。
Kuo, I-D and Y-N Lin（2006.04）。Empirical Performance of Multi-Factor Term Structure Models for Pricing and Hedging Eurodollar Futures Options。論文發表於現代財務論壇，台中：東海大學。
Kuo, I-D, D Paxson（2001.12）。Implied Volatility for One-and Two-Factor Heath, Jarrow, and Morton Models。論文發表於The 10th Conference in National Sun-Yat-Sen University，高雄：中山大學。