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ECONIS (ZBW)
115
RePEc
17
Other ZBW resources
6
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1
Tax evasion, audits with memory, and portfolio choice
Ma, Yong
;
Jiang, Hao
;
Xiao, Weilin
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 896-909
Persistent link: https://www.econbiz.de/10012630802
Saved in:
2
Local urban investment bonds and the profitability of firms
Kong, Pengzhi
;
Lyu, Wenzhuo
;
Jiang, Hao
;
Ma, Yong
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014575945
Saved in:
3
Too many irons in the fire : the impact of limited institutional attention on market microstructure and efficiency
Jiang, Hao
;
Ma, Yong
;
Wang, Tianyang
- In:
Journal of financial markets
73
(
2025
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015402264
Saved in:
4
Pricing VIX options with volatility clustering
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
Journal of Futures Markets
40
(
2020
)
6
,
pp. 928-944
Persistent link: https://www.econbiz.de/10012189120
Saved in:
5
Robustly dynamic tax evasion and consumption with preferences for cash
Luo, Pengfei
;
Ma, Yong
- In:
International Review of Finance
21
(
2020
)
3
,
pp. 1078-1088
Persistent link: https://www.econbiz.de/10012282306
Saved in:
6
Pricing defaultable bonds under Hawkes jump-diffusion processes
Chen, Li
;
Ma, Yong
;
Xiao, Weilin
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553778
Saved in:
7
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
8
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
9
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
10
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
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