Che-Chia Chang(張哲嘉), Chao-Chun Chen(陳昭君)*, Pin-Yu Huang (2025.10). Informational content of warrant trading prior to interim monthly-revenue report:
Evidence from the Taiwan warrant market. Journal of futures markets, 45(10), 1616-1635.
Che-Chia Chang (張哲嘉)*, Chao-Chun Chen (陳昭君) (2022.12). Investment under Uncertainty: The Perspective of Earnings Quality. Journal of Financial Studies, 30(4), 65-104.
Chao-Chun Chen (陳昭君), Che-Chia Chang (張哲嘉)* (2022.12). Investment under Uncertainty: The Effect of Directors' and Officers' Liability Insurance. Review of Accounting and Auditing Studies, 12(2), 139-184.
Chao-Chun Chen (陳昭君)*, Che-Chia Chang (張哲嘉) (2022.08). 買賣權平價偏離、預測指數報酬之能力及交易績效：
台灣指數選擇權市場之實證研究
Violations of put-call parity, index return predictability, and trading performance:
Evidence from the Taiwan index options market. Journal of Futures & Options, 15(2), 1-37.
Chao-Chun Chen*(陳昭君), Shih-Hua Wang (2017.03). Net buying pressure and option informed trading. Journal of Futures Markets, 37(3), 238-259.
Chao-Chun Chen, Wen-Jen Tsay (2011.02). A Markov Regime-Switching ARMA Approach for Hedging Stock Indices. Journal of futures markets, 31(2), 165-191.
Chao-Chun Chen, Ming-Yang Hung（2010.05）。Option pricing under Markov-switching GARCH processes。Journal of Futures Markets，30（5），444-464。
Chen, Chao-Chun; Tsay, Wen-Jen（2006.04）。The Beveridge-Nelson decomposition of Markov-switching processes。Economics Letters，91，83-89。
Liao, Szu-Lang; Chen, Chao-Chun（2006.01）。The valuation of European options when asset returns are autocorrelated。Journal of Futures Markets，26，85-102。
研討會論文
6筆資料 more...
Chao-Chun Chen (陳昭君), Che-Chia Chang (張哲嘉)*, Pin-Yu Huang (2023.06). Warrant informed trading prior to monthly-revenue disclosures: Evidence from the Taiwan market. Paper presented at European Financial Management Association 2023 Annual Meeting, Cardiff Business School, Cardiff University, UK: European Financial Management Association.
陳昭君*（2017.06）。Violations of put-call parity, index return predictability, and abnormal return: Evidence from the Taiwan index option market。論文發表於2017臺灣財務工程學會年會，中央大學：臺灣財務工程學會。
Chao-Chun Chen(陳昭君), Shih-Hua Wang (2015.06). Net buying pressure and option informed trading. Paper presented at European Financial Management Association 2015 Annual Meeting, Nyenrode Business Universiteit, Netherlands: European Financial Management Association.
Chao-Chun Chen(陳昭君), Wen-Jen Tsay* (2014.12). Does Volatility Spread from Violation of Put-Call Parity Predict Stock Index Returns? Evidences from TAIEX options. Paper presented at 1st Conference on Recent Developments in Financial Econometrics and Applications, Deakin University, Australia: Deakin University.
Chao-Chun Chen(陳昭君)*, Shih-Hua Wang (2014.10). The impacts of volatility trading and direction trading on option markets. Paper presented at International Conference on Business Innovation and Technology Management, Osaka, Japan: Higher Education Forum.
Chao-Chun Chen(陳昭君), Shih-Kuei Lin, Wen-Shih Chen (2013.06). Mortgage insurance premiums and business cycle. Paper presented at European Financial Management Association 2013 Annual Conference, Reading, UK: European Financial Management Association.
