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Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan; Pan, Zhiyuan; Liu, Li - In: Finance research letters 28 (2019), pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
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Structural breaks, macroeconomic fundamentals and cross hedge ratio
Pan, Zhiyuan; Xiao, Dongli; Dong, Qingma; Liu, Li - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013459139
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Geopolitical uncertainty and crude oil volatility : evidence from oil-importing and oil-exporting countries
Pan, Zhiyuan; Huang, Xiao; Liu, Li; Huang, Juan - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472150
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Nominal price illusion, return skewness, and momentum
Jia, Yuecheng; Xu, Zheng; Yan, Shu; Zhang, Runyu - In: Finance research letters 67 (2024) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10015062608