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
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