Items where Author is "Poon, Ser-Huang"

Article

Godfrey, Christopher and Hoepner, Andreas and Lin, Ming-Tsung and Poon, Ser-Huang (2024) Women on boards and corporate social irresponsibility: Evidence from a Granger style reverse causality minimisation procedure. The European Journal of Finance, 30 (1). pp. 1-27. DOI https://doi.org/10.1080/1351847X.2020.1841664 (In Press)

Chan, Ka Kei and Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2023) Price Convergence between Credit Default Swap and Put Option: New Evidence. Journal of Empirical Finance, 72. pp. 188-213. DOI https://doi.org/10.1016/j.jempfin.2023.03.008

Aretz, Kevin and Lin, Ming-Tsung and Poon, Ser-Huang (2023) Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns. Review of Finance, 27 (1). pp. 289-323. DOI https://doi.org/10.1093/rof/rfac003

Vitiello, Luiz and Poon, Ser-Huang (2022) Option pricing with random risk aversion. Review of Quantitative Finance and Accounting, 58 (4). pp. 1665-1684. DOI https://doi.org/10.1007/s11156-021-01034-8

Lin, Ming-Tsung and Kolokolova, Olga and Poon, Ser-Huang (2021) Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors. The European Journal of Finance, 27 (1-2). pp. 136-157. DOI https://doi.org/10.1080/1351847x.2019.1667846

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2020) Too big to ignore? Hedge fund flows and bond yields. Journal of Banking and Finance, 112. p. 105271. DOI https://doi.org/10.1016/j.jbankfin.2017.12.009

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2019) Rating-based CDS curves. The European Journal of Finance, 25 (7). pp. 689-723. DOI https://doi.org/10.1080/1351847x.2018.1511441