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Outperformance Certificates: a...
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1
Outperformance Certificates : analysis, pricing, interpretation, and performance
Hernández, Rodrigo
;
Lee, Wayne Y.
;
Liu, Pu
;
Dai, Tian-Shyr
- In:
Review of quantitative finance and accounting
40
(
2013
)
4
,
pp. 691-713
Persistent link: https://www.econbiz.de/10009739602
Saved in:
2
Reverse weekend effect, trading volume, an illiquidity
Brusa, Jorge
;
Hernández, Rodrigo
;
Liu, Pu
- In:
Managerial finance
37
(
2011
)
9
,
pp. 817-839
Persistent link: https://www.econbiz.de/10009355286
Saved in:
3
An economic analysis of bank-issued market-indexed certificate of deposit : an option pricing approach
Hernández, Rodrigo
;
Brusa, Jorge
;
Liu, Pu
- In:
International journal of financial markets and derivatives
2
(
2011
)
3
,
pp. 195-208
Persistent link: https://www.econbiz.de/10009389626
Saved in:
4
The design of bank-issued market-indexed certificates of deposit : survey, pricing and empirical test
Hernández, Rodrigo
;
Brusa, Jorge
;
Liu, Pu
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009756397
Saved in:
5
An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS
Hernández, Rodrigo
;
Liu, Pu
- In:
Theoretical economics letters
4
(
2014
)
5
,
pp. 331-340
Persistent link: https://www.econbiz.de/10010422847
Saved in:
6
Government intervention and corporate policies : evidence from China
Shao, Yingying
;
Hernández, Rodrigo
;
Liu, Pu
- In:
Journal of business research : JBR
68
(
2015
)
6
,
pp. 1205-1215
Persistent link: https://www.econbiz.de/10010529921
Saved in:
7
Leverage certificates : a case of innovative financial engineering
Hernández, Rodrigo
;
Shao, Yingying
;
Liu, Pu
- In:
Review of economics & finance
9
(
2017
)
3
,
pp. 71-82
Persistent link: https://www.econbiz.de/10011718774
Saved in:
8
Mortgage loan securitization and personal consumption smoothening
Gu, Jenny
;
Hernández, Rodrigo
;
Liu, Pu
;
Shao, Yingying
- In:
Journal of economics and finance
41
(
2017
)
1
,
pp. 100-115
Persistent link: https://www.econbiz.de/10011795596
Saved in:
9
Financial innovation and aggregate risk sharing
Hernández, Rodrigo
;
Liu, Pu
;
Shao, Yingying
- In:
Theoretical economics letters
8
(
2018
)
11
,
pp. 2182-2198
Persistent link: https://www.econbiz.de/10011911604
Saved in:
10
Monday returns and asset pricing
Brusa, Jorge
;
Lee, Wayne Y.
;
Liu, Pu
- In:
Journal of economics and finance
35
(
2011
)
3
,
pp. 332-347
Persistent link: https://www.econbiz.de/10009271629
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