Temperature-compensated fibre optic strain gauge

Inventor name used in this publication: Hwa Ywa TamInventor name used in this publication: Siu Lau HoUS7796844; US7796844 B2; US7796844B2; US7,796,844; US 7,796,844 B2; 7796844; Appl. No. 12/177,830Inventor name used in this publication: Shun Yee LiuUSVersion of Recor

Development of a fiber-optic sensing system for train vibration and train weight measurements in Hong Kong

Author name used in this publication: S. L. HoAuthor name used in this publication: H. Y. TamAuthor name used in this publication: Michael S. Y. Liu2011-2012 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

The effects of speech task on fundamental frequency in Cantonese children

Poster SessionTheme: Care of the Professional Voic

Temperature-compensated fibre optic strain gauge

Inventor name used in this publication: Shun Yee LiuUS8282276; US8282276 B2; US8282276B2; US8,282,276; US 8,282,276 B2; 8282276; Application No. 12/850,641USVersion of Recor

Option listing, returns and volatility: evidence from Greece

This study examines the effect of the first introduction of Greek stock options (Greek Telecommunication Organisation, Intracom, National Bank of Greece and Alpha Bank) on stock prices and volatility for the period 1999 to 2002. We examine the asymmetric information hypothesis using a standard event study methodology and asymmetric Generalized Autoregressive Conditional Heteroscedasticity (GARCH) type models. Event study results indicate that abnormal returns existed in the prelisting period, but tend to disappear in the post listing period. Asymmetric component Threshold Generalized Autoregressive Conditional Heteroscedasticity (TGARCH) models with Generalized Error Distribution (GED) show that the introduction of stock options has led to increased volatility (positive effect) for Greek Telecommunication Organisation, Intracom and National Bank of Greece only (Alpha Bank shows a positive but insignificant effect). We argue that our results provide support to the asymmetric information hypothesis, suggesting that the Greek market has become more efficient after the introduction of stock options.stock options, returns, volatility, asymmetric component GARCH, Greece,