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Option pricing model with sentiment
Yang, Chunpeng; Gao, Bin; Yang, Jianlei - In: Review of derivatives research 19 (2016) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10011927963
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Forecasting stock index futures returns with mixed-frequency sentiment
Gao, Bin; Yang, Chunpeng - In: International review of economics & finance : IREF 49 (2017), pp. 69-83
Persistent link: https://www.econbiz.de/10011748364
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Investor trading behavior and sentiment in futures markets
Gao, Bin; Yang, Chunpeng - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 707-720
Persistent link: https://www.econbiz.de/10012123434
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Investor sentiment, extrapolation and asset pricing
Wu, Huihui; Yang, Chunpeng - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 182-205
Persistent link: https://www.econbiz.de/10013532000
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Sentiment capital asset cognitive price and empirical evidence from China's stock market
Yan, Wei; Yang, Chunpeng; Xie, Jun - In: Quantitative financial risk management, (pp. 87-93). 2011
Persistent link: https://www.econbiz.de/10009301438
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Sentiment approach to negative expected return in the stock market
Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun; Yang, Chunpeng - In: Economic modelling 35 (2013), pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
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Investor sentiment, information and asset pricing model
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
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Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 33 (2013), pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
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Sentiment asset pricing model with consumption
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467
Persistent link: https://www.econbiz.de/10009708902