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Time-varying skew in vix derivatives pricing
Yuan, Peixuan - In: Management science : journal of the Institute for … 68 (2022) 10, pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
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The causal relationship between social media sentiment and stock return : experimental evidence from an online message forum
Wang, Xinjie; Xiang, Zhiqiang; Xu, Weike; Yuan, Peixuan - In: Economics letters 216 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013448405