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Value of hedge and expected returns

Ma, Jinpeng; Tang, Max; Wang, Yuming - In: Applied economics 48 (2016) 34/36, pp. 3373-3398

Persistent link: https://www.econbiz.de/10011617244

Price convergence under a probabilistic double auction

Xu, Xiaojing; Ma, Jinpeng; Xie, Xiaoping - In: Computational economics 54 (2019) 3, pp. 1113-1155

Persistent link: https://www.econbiz.de/10012134511

An Alternative Proof of an Equilibrium Existence Theorem in Exchange Economies with Indivisibilities

Ma, Jinpeng - In: Games and Economic Behavior 31 (2000) 1, pp. 147-151

Persistent link: https://www.econbiz.de/10005413607

Job Matching and Coalition Formation with Utility or Disutility of Co-workers

Ma, Jinpeng - In: Games and Economic Behavior 34 (2001) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10005413630

Excess volatility and the cross-section of stock returns

Wang, Yuming; Ma, Jinpeng - In: The North American Journal of Economics and Finance 27 (2014) C, pp. 1-16

We document a reliable positive relation between excess volatility and the cross-section of stock returns over the sample period of 1963 to 2010. Significantly positive differentials have been found between the two decile portfolios with the largest and the least excess volatility, under all the...

Persistent link: https://www.econbiz.de/10010753548

The singleton core in the college admissions problem and its application to the National Resident Matching Program (NRMP)

Ma, Jinpeng - In: Games and Economic Behavior 69 (2010) 1, pp. 150-164

We show that in the marriage problem the student-optimal algorithm may in fact generate an equilibrium outcome that is college-optimal and student-pessimal in terms of the true preferences even though it is student-optimal and college-pessimal in terms of the submitted preferences. In the...

Persistent link: https://www.econbiz.de/10008495008