Similar Search Results - EconBiz

Asymmetric signals and skewness

Zhen, Fang - In: Economic modelling 90 (2020), pp. 32-42

Persistent link: https://www.econbiz.de/10012428025

A closed-form mean-variance-skewness portfolio strategy

Zhen, Fang; Chen, Jingnan - In: Finance research letters 47 (2022) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013553596

The Skewness Implied in the Heston Model and its Application

Zhang, Jin E. - 2016

In this paper, we provide an exact formula for the skewness of stock returns implied in the Heston (1993) model by using a moment-computing approach. We compute the moments of Ito integrals by using Ito's Lemma skillfully. The model's affine property allows us to obtain analytical formulas for...

Persistent link: https://www.econbiz.de/10012989388

Testing and forecasting price jumps with return moments

Zhen, Fang; Ruan, Xinfeng; Zhang, Jin E. - In: International review of finance : the official journal … 25 (2025) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10015334594

Irrational confidence, imperfect and long-lived information

Zhou, Deqing - In: International review of economics & finance : IREF 27 (2013), pp. 383-405

Persistent link: https://www.econbiz.de/10009740787

Overconfidence, public disclosure and long-lived information

Zhou, Deqing - In: Economics letters 116 (2012) 3, pp. 626-630

Persistent link: https://www.econbiz.de/10009674775

Overconfidence on public information

Zhou, Deqing - In: Economics letters 112 (2011) 3, pp. 239-242

Persistent link: https://www.econbiz.de/10009297487

Public disclosure, information leakage, and strategic trading

Zhou, Deqing - In: Economics letters 147 (2016), pp. 46-50

Persistent link: https://www.econbiz.de/10011619378

Strategic trading with transaction cost in the long run

Zhou, Deqing - In: Finance research letters 32 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012430726

The virtue of overconfidence when you are not perfectly informed

Zhou, Deqing - In: Economic modelling 47 (2015), pp. 105-110

Persistent link: https://www.econbiz.de/10011438904

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