Department of Digital Financial Technology & Graduate Institute of Asset Management

Journal Papers

1.Chung, San-Lin, Hsiao-Wei Lai, Shu-Yin Lin, Gang Shyy, 2004, CB asset swaps and CB options: Structure and pricing, Academic Economic Papers.

2.Tsao, T.J., Gang Shyy, George Huang, 2003, How a synthetic CDO is created: A case study of Silk Road 2003-1, Derivatives Week.

3.Chou, P.H., Edward Chow, Gang Shyy, 2002, Exchange rate risk exposure and capital market integration of the Asian emerging markets, Taiwan Academy of Management Journal.

4.Chou, Robin K., Gang Shyy, Mei Chen, 2002, An empirical investigation of ECNs and the dealer market: Order imbalances and spread patterns. SSRN.

5.Shyy, Gang, V.  Vijayraghavan, 1998, Is a supervisory board valuable? The French Evidence, Competition and Convergence in Financial Markets, edited by Stanley Black and Mathias Moersch. 

6.Chow, Edward, Joe-Haun Lee, Gang Shyy, 1996, Trading mechanisms and trading references on a 24-hour futures market: A case study of the floor/Globex switch on Matif, Journal of Banking and Finance.

7.Shyy, Gang, V.Vijayraghavan, Brian Scott-Quinn, 1996, A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France, Journal of Futures Markets. P

8.Shyy, Gang, jie-Haun Lee, 1995, Price transmission and information asymmetry in Bund futures markets: LIFFE vs. DTB. Journal of Futures Markets, vol. 15 issue 1.

9.Shyy, Gang, Min-Teh Yu, 1995, Cross-currency trading in the foreign exchange market, New Directions in Finance, edited by Dilip Ghosh and S. Khaksari.

10.Scott-Quinn, Brian, Gang Shyy, Julian Walmsley, 1995, Implications of European equity derivatives for corporate finance: Mirror trading, equity swaps, and LEPOs, European Financial Management, vol. 1, No. 2, 211-236.

11.Shyy, Gang, Bob Butcher, 1994, Price equilibrium and transmission in a controlled economy, Journal of Futures Markets.

12.Yen, Gili, Gang Shyy, 1993, Chinese New Year effect in Asian stock markets, NTU Management Review, vol. 4.

13.Shyy, Gang, Annie Nein, 1992, Huei(會）：Pricing a Chinese saving-borrowing pool, Asia-Pacific Journal of Management 9, 179-188.

14.史綱 (Gang Shyy)，1992，預售屋的定價模式與實證 (Pre-Sale Real Estate: Valuation and Empirical Evidence)，管理學報 (Journal of Management)，第9卷，第1期 (Vol 9, 1)，31-37。

15.Shyy, Gang, 1989, Gambler’s ruin and optimal stop loss strategy, Journal of Futures Markets, vol. 9, issue 6, 565-571.

Working Papers