By Dr Henry Yip

Journal articles

Yip HY, 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

Michayluk DM; Prather LG; Woo LE; Yip HY, 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

Yip HY, 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, 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

Michayluk DM; Prather LG; Woo LE; Yip HY, 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

Back to profile page