Select Publications
By Dr Henry Yip
Journal articles
, 2009, 'A spreadsheet application to evaluate the performance of protective puts', Journal of Economics and Finance Education, 8, pp. 29 - 38, http://www.economics-finance.org/jefe/fin/Yip2paper.pdf
, 2009, 'What do Options have to do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition', Asia Pacific Journal of Financial Studies, 38, pp. 455 - 489
Conference Papers
, 1997, 'Testing for long run pricing relation and bi-directional causality in stock and option prices', in Suchard J-A; Esho N; Moreau A (eds.), 10th Annual Australasian Finance and Banking Conference, Sydney, pp. 853 - 880, presented at 10th Annual Australasian Finance and Banking Conference, Sydney, 04 December 1997 - 05 December 1997
Conference Proceedings (Editor of)
Yip HY, (ed.), 2000, 'Finance Education Conference, Proceedings of the 2000 annual conference', presented at Finance Education Conference, 2000 annual conference
Conference Presentations
, 2009, 'Decomposing the Bid-Ask Spread of Stock Options: A Trade and Risk Indicator Model', presented at 16th Annual Meeting of the Multinational Finance Society, Crete, Greece, 28 June 2009 - 01 July 2009