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Leh-chyan So

Personal Details

First Name:Leh-chyan
Middle Name:
Last Name:So
Suffix:
RePEc Short-ID:pso398

Affiliation

Department of Quantitative Finance
National Tsing Hua University

Hsin-Chu, Taiwan
http://www.qf.nthu.edu.tw/

: 886 3 574 2422
886 3 562 1823
101, Section 2, Kuang Fu Road, 30013 Hsinchu
RePEc:edi:dqnthtw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lee, Y. & So, Leh-chyan, 2013. "Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches," MPRA Paper 52371, University Library of Munich, Germany.
  2. So, Leh-chyan, 2013. "Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis," MPRA Paper 52493, University Library of Munich, Germany.
  3. Hung, Mao-Wei & So, Leh-Chyan, 2009. "New insights into India’s single stock futures markets," MPRA Paper 52491, University Library of Munich, Germany.
  4. Hung, Mao-wei & Lee, Cheng-few & So, Leh-chyan, 2005. "Hedging with Foreign-listed Single Stock Futures," MPRA Paper 52372, University Library of Munich, Germany.

Articles

  1. Wei-ling Chen & Leh-chyan So, 2014. "Validation of the Merton Distance to the Default Model under Ambiguity," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 7(1), pages 1-15, March.
  2. M. -W. Hung & C. -F. Lee & L. -C. So, 2003. "Impact of foreign-listed single stock futures on the domestic underlying stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 567-574.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. M. -W. Hung & C. -F. Lee & L. -C. So, 2003. "Impact of foreign-listed single stock futures on the domestic underlying stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 567-574.

    Cited by:

    1. Chris Brooks & Ryan J. Davies & Sang Soo Kim, 2005. "Cross Hedging with Single Stock Futures," ICMA Centre Discussion Papers in Finance icma-dp2004-15, Henley Business School, Reading University.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. No paper was announced in a field specific NEP report

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