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2009 |
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Publications |
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Leon Clarke, Yanming Shu, Wenlong Weng, and John Weyant, Do Growth Options Affect Investment Decision-making? Financial Management Association 2009 Annual Meeting, Oct. 2009, Reno, NV, USA |
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2007 |
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Publications |
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Yanming Shu, Larry W. Taylor, and Wenlong Weng, Systematic Skewness in the Pricing of Options, Financial Management Association 2007 Annual Meeting, Oct. 2007, Orlando, FL, USA. |
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Masahiko Egami, Yanming Shu, Larry W. Taylor, and Wenlong Weng, Beta Smile and Coskewness: Theoretical and Empirical Results in Options Markets, Financial Management Association 2007 Annual Meeting, Oct. 2007, Orlando, FL, USA. |
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3Shu, Yanming, Larry W. Taylor, and Wenlong Weng, “Systematic Risks and their premia: An Empirical Investigation for S&P 500 Index Options”, 2007台灣財務金融學會年會暨學術研討會, 台中市, Taiwan, June, 2007 |
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2005 |
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Publications |
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Richard J. Kish, Yanming Shu, Geraldo M. Vasconcellos, Wenlong Weng, The Information Content of Implied Volatility: An Investigation of Index Options in the US and UK, Finance Letters, Vol. 3, Issue 2, 2005 |
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2002 |
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Publications |
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Yanming Shu, Geraldo M. Vasconcellos, and Richard Kish, The Information Content of Implied Volatility: An International Investigation of Index Options, Financial Management Association International 2002 Annual Meeting, Oct, 2002, Toronto, Canada |
