| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A fractional cointegration approach to testing the Ohlson accounting based valuation model |
0 |
0 |
1 |
11 |
3 |
4 |
10 |
67 |
| Assessing the cost of Taiwan's deposit insurance |
0 |
0 |
0 |
33 |
0 |
1 |
7 |
91 |
| Assessing the cost of Taiwan's deposit insurance |
0 |
0 |
0 |
79 |
1 |
1 |
8 |
216 |
| Bank information rents and loan pricing: How U.S. banks extract higher spreads than European banks |
0 |
0 |
0 |
0 |
7 |
7 |
24 |
27 |
| Behavioral data-driven analysis with Bayesian method for risk management of financial services |
0 |
0 |
0 |
9 |
8 |
12 |
55 |
101 |
| Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement |
0 |
0 |
0 |
6 |
1 |
2 |
6 |
34 |
| Capital standard, forbearance and deposit insurance pricing under GARCH |
0 |
0 |
0 |
41 |
1 |
3 |
9 |
149 |
| Catastrophe bond spread and hurricane arrival frequency |
0 |
0 |
3 |
8 |
0 |
2 |
22 |
46 |
| Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review |
0 |
0 |
3 |
16 |
0 |
1 |
13 |
40 |
| Common institutional ownership and the cost of debt in Taiwan |
0 |
0 |
0 |
5 |
2 |
3 |
9 |
25 |
| Compliance Risk and Regulatory Uncertainty in Taiwan: A Bank Risk Management Perspective |
0 |
1 |
4 |
4 |
3 |
6 |
27 |
27 |
| Control of corruption, diversification and asset quality of Islamic and conventional banks |
0 |
0 |
1 |
37 |
0 |
1 |
13 |
214 |
| Corporate cash and the Firm's life-cycle: Evidence from dual-class firms |
0 |
0 |
1 |
13 |
3 |
4 |
16 |
52 |
| Cyber insurance valuation with endogenous cyber loss |
0 |
0 |
0 |
0 |
3 |
5 |
22 |
22 |
| Does ambiguity matter for corporate debt financing? Theory and evidence |
0 |
1 |
2 |
7 |
0 |
2 |
19 |
39 |
| Does equity market timing have a persistent impact on capital structure? Evidence from China |
0 |
0 |
0 |
10 |
1 |
2 |
9 |
58 |
| Empirical finance of financial institutions and market behavior |
0 |
0 |
0 |
21 |
1 |
1 |
7 |
57 |
| Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan |
0 |
0 |
0 |
37 |
0 |
0 |
11 |
136 |
| Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk |
0 |
0 |
0 |
49 |
1 |
2 |
14 |
193 |
| Financial Transaction Tax: Policy Analytics Based on Optimal Trading |
0 |
0 |
0 |
7 |
2 |
2 |
10 |
48 |
| Founders and the decision of Chinese dual-class IPOs in the U.S |
0 |
0 |
2 |
23 |
1 |
1 |
18 |
119 |
| Generalized optimal wavelet decomposing algorithm for big financial data |
0 |
0 |
0 |
16 |
0 |
0 |
16 |
99 |
| Government Deposit Insurance and the Diamond-Dybvig Model |
0 |
0 |
0 |
49 |
2 |
2 |
13 |
193 |
| Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia |
0 |
0 |
0 |
18 |
1 |
1 |
5 |
67 |
| High frequency trading, liquidity, and execution cost |
0 |
0 |
0 |
6 |
0 |
1 |
10 |
45 |
| How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada |
0 |
0 |
0 |
1 |
2 |
3 |
38 |
48 |
| Human rights and value of cash: Evidence from Islamic and non-Islamic countries |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
12 |
| Impact of information disclosure ratings on investment efficiency: evidence from China |
0 |
0 |
0 |
5 |
1 |
15 |
44 |
85 |
| Improving model performance with the integrated wavelet denoising method |
0 |
0 |
0 |
21 |
0 |
1 |
15 |
78 |
| Independent Directors and the Long-run Performance of IPOs |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
19 |
| Less is more: Evidence from firms with low cash and debt |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
24 |
| Loan guarantee portfolios and joint loan guarantees with stochastic interest rates |
0 |
0 |
0 |
27 |
0 |
0 |
10 |
141 |
| Margins and Price Limits in Taiwan's Stock Index Futures Market |
0 |
0 |
0 |
61 |
3 |
3 |
31 |
349 |
| Measuring fair capital adequacy holdings for banks: The case of Taiwan |
0 |
0 |
0 |
22 |
3 |
3 |
10 |
78 |
| Measuring the liquidity impact on catastrophe bond spreads |
0 |
0 |
2 |
27 |
5 |
10 |
21 |
112 |
| Measuring the true profile of taxpayer losses in the S & L insurance mess |
0 |
0 |
0 |
37 |
0 |
1 |
8 |
153 |
| National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure |
0 |
0 |
0 |
12 |
1 |
2 |
12 |
62 |
| Opportunity cost of capital forbearance during the final years of the FSLIC mess |
0 |
0 |
0 |
13 |
2 |
3 |
8 |
101 |
| Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness |
0 |
0 |
1 |
3 |
1 |
1 |
16 |
30 |
| Portfolio optimization in the catastrophe space |
0 |
0 |
0 |
17 |
1 |
1 |
12 |
56 |
| Predicting catastrophe risk: Evidence from catastrophe bond markets |
0 |
0 |
4 |
31 |
1 |
1 |
20 |
100 |
| Premium setting and bank behavior in a voluntary deposit insurance scheme |
0 |
0 |
0 |
32 |
1 |
1 |
8 |
166 |
| Price and Liquidity Effects of Switching Exchange Listings |
0 |
0 |
0 |
14 |
2 |
3 |
8 |
73 |
| Price limits, margin requirements, and default risk |
0 |
0 |
0 |
0 |
2 |
3 |
12 |
33 |
| Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach |
0 |
0 |
3 |
6 |
0 |
1 |
5 |
26 |
| Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach |
0 |
0 |
0 |
3 |
2 |
4 |
14 |
37 |
| Pricing catastrophe swaps with default risk and stochastic interest rates |
0 |
0 |
2 |
17 |
1 |
1 |
9 |
49 |
| Risk aversion and price limits in futures markets |
0 |
0 |
1 |
34 |
1 |
1 |
9 |
109 |
| Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
30 |
| Systematic risk and volatility skew |
0 |
0 |
0 |
23 |
3 |
4 |
15 |
111 |
| The effectiveness of coordinating price limits across futures and spot markets |
0 |
0 |
0 |
2 |
1 |
1 |
11 |
30 |
| VIX derivatives: Valuation models and empirical evidence |
0 |
0 |
0 |
10 |
3 |
3 |
12 |
61 |
| Valuation and Hedging of Differential Swaps |
0 |
0 |
1 |
8 |
3 |
4 |
13 |
44 |
| Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
72 |
| Valuation of catastrophe reinsurance with catastrophe bonds |
0 |
0 |
1 |
162 |
1 |
1 |
10 |
405 |
| Valuation of insurers’ contingent capital with counterparty risk and price endogeneity |
0 |
0 |
0 |
12 |
1 |
3 |
14 |
99 |
| Valuing Vulnerable Mortgage Insurance Under Capital Forbearance |
1 |
1 |
1 |
8 |
4 |
4 |
13 |
70 |
| Total Journal Articles |
1 |
3 |
33 |
1,118 |
87 |
147 |
823 |
5,028 |
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