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Journal of empirical finance
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Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
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2
Macroeconomic news and price synchronicity
Cheema, Arbab K.
;
Eshraghi, Arman
;
Wang, Qingwei
- In:
Journal of empirical finance
73
(
2023
),
pp. 390-412
Persistent link: https://www.econbiz.de/10014477041
Saved in:
3
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Journal of empirical finance
63
(
2021
),
pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
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