Concepedia

Jack S. K. Chang

JS

Statistics

Publications

13

Citations

268

H-Index

11

Active since

1986

Affiliations

California State University, Fullerton(Current)

California State University Los Angeles

McMaster University

National University of Singapore

Jack S. K. Chang is an author at California State University, Fullerton specializing in finance, business, and financial economics.

Publications per year

1986–2020

13

Publications

13

Hedging effectiveness of currency options and currency futures

Jack S. K. Chang, Latha Shanker · Journal of Futures Markets · 1986 · 51 citations

Business, Finance, Financial Management +14

Pricing catastrophe options with stochastic claim arrival intensity in claim time

Carolyn W. Chang, Jack S. K. Chang, WeLi Lu · Journal of Banking & Finance · 2009 · 40 citations

Business, Finance, Financial Economics +13

A Risk-Return Measure of Hedging Effectiveness: A Comment

Jack S. K. Chang, Latha Shanker · Journal of Financial and Quantitative Analysis · 1987 · 31 citations

Business, Finance, Financial Management +13

Information-time option pricing: theory and empirical evidence1We would like to thank Robert Merton, Peter Ritchken, L. Sankarasubramanian, David Shimko, and Mark Weinstein for useful discussions. We are indebted to John B. Long, Jr. (the editor) and Robert Whaley (the referee) for detailed and constructive comments and suggestions. Any remaining errors are the responsibility of the authors.1

Carolyn W. Chang, Jack S. K. Chang, Kian Guan Lim · Journal of Financial Economics · 1998 · 26 citations · Full text

Business, Economics, Finance +15

An intertemporal measure of hedging effectiveness

Jack S. K. Chang, Hsing Fang · Journal of Futures Markets · 1990 · 20 citations

Management, Economics, Finance +14

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