Pan Jing Jing
Associate Professor
Finance
National Pingtung University of Science and Technology
Taiwan
Biography
National University of Science and Technology , National University of China, National Chengchi University (National Chengchi University, Master degree in International Economics. ) National Chengchi University (National Chengchi University, Master degree in International Economics. University, bachelor degree in Arabic Language and Culture.
Research Interest
Derivatives pricing (Derivatives pricing)
Publications
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Pan GG, Shiu YM, Wu TC. Investor Beliefs and the Demand Pressure on Index Options in Taiwan. Journal of Futures Markets. 2015 Dec 1;35(12):1117-32.
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Pan GG, Shiu YM, Wu TC. The effects of stochastic volatility and demand pressure on the monotonicity property violations. The Journal of Derivatives. 2014 Aug 31;22(1):90-102.
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Shiu YM, Pan GG, Lin SH, Wu TC. Impact of net buying pressure on changes in implied volatility: Before and after the onset of the subprime crisis. The Journal of Derivatives. 2010 Jun 1;17(4):54-66.
