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  • Search: person:"Zhang, Jin"
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Year of publication
Subject
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China 56 Theorie 51 Theory 51 Volatility 49 Volatilität 49 Option pricing theory 34 Optionspreistheorie 34 Option trading 27 Optionsgeschäft 27 Capital income 24 Kapitaleinkommen 24 Consumer behaviour 22 Konsumentenverhalten 22 Börsenkurs 19 Share price 19 Forecasting model 18 Prognoseverfahren 18 Risiko 18 Risk 17 Risikoprämie 16 Risk premium 16 USA 16 United States 16 Welt 16 World 16 Derivat 15 Derivative 15 CAPM 14 Innovation 12 Estimation 11 Schätzung 11 Social Web 11 Social web 11 Capital market returns 10 Hedging 10 Index futures 10 Index-Futures 10 Kapitalmarktrendite 10 Statistical distribution 10 Statistische Verteilung 10
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Online availability
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Undetermined 208 Free 101 CC license 4
Type of publication
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Article 375 Book / Working Paper 86 Other 1
Type of publication (narrower categories)
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Article in journal 206 Aufsatz in Zeitschrift 206 research-article 11 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Aufsatz im Buch 5 Book section 5 Article 3 Aufsatzsammlung 3 Conference paper 3 Konferenzbeitrag 3 Collection of articles of several authors 2 Sammelwerk 2 case-report 2 Amtsdruckschrift 1 Government document 1 back-matter 1 review-article 1
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Language
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English 320 Undetermined 142
Author
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Zhang, Jin 230 Zhang, Jin E. 139 Ruan, Xinfeng 37 Nolan, Peter 15 Zu, Lei 15 Gehricke, Sebastian A. 14 Luo, Xingguo 12 Zhang, Jin-Ting 11 Brenner, Menachem 10 Shin, Haeyoung 10 Shu, Jinghong 10 Wang, Susheng 10 Zhao, Huimin 10 Cheng, Jun 9 Zhang, Jin Shui 8 Cui, Zhiwei 7 Gao, Huasheng 7 Ou, Ernest Y. 7 Wang, Lanfang 7 Chang, Eric C. 6 Chen, Yongmin 6 Ibraimi, Meriton 6 Le, Taowen 6 Leippold, Markus 6 Li, Jianpei 6 Xue, Licun 6 Zhu, Yingzi 6 Aschakulporn, Pakorn 5 Chang, Eric Chieh 5 Leatham, David J. 5 Li, Jianhui 5 Li, Jinkai 5 Li, Yong 5 Liu, Chunhang 5 Maringer, Dietmar 5 Pierreval, Henri 5 Wang, Shouyang 5 Wei, Qiang 5 Wu, Xueping 5 Zhen, Fang 5
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Institution
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COMISEF 4 Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD) 1 Routledge <Verlag> 1 United Nations Conference on Trade and Development (UNCTAD), United Nations 1 arXiv.org 1
Published in...
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The journal of futures markets 22 Journal of Futures Markets 15 Online Information Review 8 Journal of economic dynamics & control 7 Computational economics 6 Pacific-Basin finance journal 6 Review of derivatives research 6 Tourism management : research, policies, practice 6 Economic modelling 5 Energy economics 5 European journal of operational research : EJOR 5 Public personnel management 5 Applied economics 4 China economic review : an international journal 4 Finance research letters 4 Frontiers of business research in China : selected publications from Chinese universities 4 Journal of the American Statistical Association : JASA 4 Mathematical finance : an international journal of mathematics, statistics and financial theory 4 Quantitative Finance 4 Review of international economics 4 Technological forecasting & social change : an international journal 4 Working Papers / COMISEF 4 Computational Statistics 3 Economic Modelling 3 INFORMS journal on computing : JOC 3 Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group 3 International Review of Finance 3 International journal of theoretical and applied finance 3 Journal of Applied Statistics 3 Journal of Economic Dynamics and Control 3 Journal of Risk and Financial Management 3 Journal of financial markets 3 Journal of risk and financial management : JRFM 3 NYU Working Paper 3 Nankai business review international 3 Accounting & Finance 2 Cambridge journal of economics 2 Computational Statistics & Data Analysis 2 Contributions to political economy 2 Economic systems research : journal of the International Input-Output Association 2
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Source
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ECONIS (ZBW) 284 RePEc 87 OLC EcoSci 55 Other ZBW resources 27 BASE 6 EconStor 3
Showing 1 - 10 of 462
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Doing well while doing good : ESG ratings and corporate bond returns
Gehricke, Sebastian A.; Ruan, Xinfeng; Zhang, Jin E. - In: Applied economics 56 (2024) 16, pp. 1916-1934
Persistent link: https://www.econbiz.de/10014475234
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Risk-neutral moments and return predictability : international evidence
Zhang, Junyu; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of forecasting 42 (2023) 5, pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
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Term spreads of implied volatility smirk and variance risk premium
Guo, Wei; Ruan, Xinfeng; Gehricke, Sebastian A.; Zhang, … - In: The journal of futures markets 43 (2023) 7, pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
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Testing and forecasting price jumps with return moments
Zhen, Fang; Ruan, Xinfeng; Zhang, Jin E. - In: International review of finance : the official journal … 25 (2025) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015334594
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Bystanders' support for online customer complaints : an integrated perspective of deontic justice theory and attribution theory
Zhang, Jin; Weng, Zhigang - In: Nankai business review international 16 (2025) 2, pp. 208-238
Persistent link: https://www.econbiz.de/10015415062
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Naming as business strategy : an analysis of eponymy and debt contracting
Chen, Chen; Song, Michelle; Truong, Cameron; Zhang, Jin - In: Review of accounting studies 29 (2024) 3, pp. 2971-3017
Persistent link: https://www.econbiz.de/10015133804
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The Price of Covid-19-Induced Uncertainty in the Options Market
Li, Jianhui; Ruan, Xinfeng; Zhang, Jin E. - 2022
Using three option market measures, we find evidence from 28 countries/regions that the COVID-19-induced uncertainty is priced in the index exchange-traded funds (ETF) options market. Specifically, options that provide protection to hedge against price risk, variance risk, and tail risk...
Persistent link: https://www.econbiz.de/10013312294
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VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - In: The journal of futures markets 42 (2022) 6, pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
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The COVID-19 risk in the Chinese option market
Li, Jianhui; Ruan, Xinfeng; Gehricke, Sebastian A.; … - In: International review of finance : the official journal … 22 (2022) 2, pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
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Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach
Aschakulporn, Pakorn; Zhang, Jin E. - In: Review of derivatives research 25 (2022) 3, pp. 233-281
Persistent link: https://www.econbiz.de/10013457619
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