The variance gamma process and option pricing
A three parameter stochastic process, termed the variance gamma process, that generalizes
Brownian motion is developed as a model for the dynamics of log stock prices. Theprocess …
Brownian motion is developed as a model for the dynamics of log stock prices. Theprocess …
An examination of herd behavior in equity markets: An international perspective
EC Chang, JW Cheng, A Khorana - Journal of Banking & Finance, 2000 - Elsevier
We examine the investment behavior of market participants within different international
markets (ie, US, Hong Kong, Japan, South Korea, and Taiwan), specifically with regard to their …
markets (ie, US, Hong Kong, Japan, South Korea, and Taiwan), specifically with regard to their …
Market timing and mutual fund investment performance
EC Chang, WG Lewellen - Journal of Business, 1984 - JSTOR
The parametric statistical procedure recently developed by Henriksson and Merton to test
jointly for the presence of either superior market timing or security selection ability in managed …
jointly for the presence of either superior market timing or security selection ability in managed …
Short‐sales constraints and price discovery: Evidence from the Hong Kong market
… Chang acknowledges financial support from the Research Grants Council of the Hong Kong
Government (Earmarked Grant: HKU7656/05H, HKU7403/06H) and the Area of Excellence …
Government (Earmarked Grant: HKU7656/05H, HKU7403/06H) and the Area of Excellence …
Optimism and pessimism as partially independent constructs: Relationship to positive and negative affectivity and psychological well-being
EC Chang, A Maydeu-Olivares, TJ D'Zurilla - Personality and individual …, 1997 - Elsevier
… Chang, EC (in press). Distinguishing between optimism and pessimism: A second look at
the ‘optimism-neuroticism hypothesis’. In RR Hoffman, MF Sherrik & JS Warm (Eds), …
the ‘optimism-neuroticism hypothesis’. In RR Hoffman, MF Sherrik & JS Warm (Eds), …
Hope, problem‐solving ability, and coping in a college student population: Some implications for theory and practice
EC Chang - Journal of clinical psychology, 1998 - Wiley Online Library
The influence of high versus low hope on problem‐solving ability and on coping with stressful
academic and interpersonal situations was examined in 211 college students. Consistent …
academic and interpersonal situations was examined in 211 college students. Consistent …
Cultural differences in optimism, pessimism, and coping: Predictors of subsequent adjustment in Asian American and Caucasian American college students.
EC Chang - Journal of Counseling Psychology, 1996 - psycnet.apa.org
… Last, I (myself a Korean immigrant) would like to express my indebtedness to the critical
and concerned efforts of Suk-Choon Chang and Myung-Sook Tae for providing the motivation …
and concerned efforts of Suk-Choon Chang and Myung-Sook Tae for providing the motivation …
Dispositional optimism and primary and secondary appraisal of a stressor: Controlling for confounding influences and relations to coping and psychological and …
EC Chang - Journal of personality and social psychology, 1998 - psycnet.apa.org
… I acknowledge Suk-Choon Chang and Myung-Sook Tae for dieir enduring guidance and …
using different measures of optimism and coping (Chang, 1998; Chang & D'Zurilla, 1996; …
using different measures of optimism and coping (Chang, 1998; Chang & D'Zurilla, 1996; …
[HTML][HTML] Elevated NRAS expression during DCIS is a potential driver for progression to basal-like properties and local invasiveness
Background Ductal carcinoma in situ (DCIS) is the most common type of in situ premalignant
breast cancers. What drives DCIS to invasive breast cancer is unclear. Basal-like invasive …
breast cancers. What drives DCIS to invasive breast cancer is unclear. Basal-like invasive …
A fast direct Fourier-based algorithm for subpixel registration of images
This paper presents a new direct Fourier-based algorithm for performing image-to-image
registration to subpixel accuracy, where the image differences are restricted to translations and …
registration to subpixel accuracy, where the image differences are restricted to translations and …