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Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
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Racial disparities in mortgage lending : new evidence based on processing time
Wei, Bin; Zhao, Feng - 2022
This paper examines racial disparities in mortgage processing time prior to the global financial crisis. We find that Black borrowers are underrepresented and experience a longer processing time than White borrowers among the mortgages securitized by government-sponsored enterprises. At the same...
Persistent link: https://www.econbiz.de/10012802002
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Racial disparities in mortgage lending : new evidence based on processing time
Wei, Bin; Zhao, Feng - In: The review of corporate finance studies : RCFS 11 (2022) 3, pp. 775-813
Persistent link: https://www.econbiz.de/10013349917
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Regulation fair disclosure and earnings information : market, analyst, and corporate responses
Bailey, Warren; Li, Haitao; Mao, Connie X.; Zhong, Rui - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2487-2514
Persistent link: https://www.econbiz.de/10001845825
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Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
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Short rate dynamics and regime shifts
Li, Haitao; Xu, Yuewu - In: International review of finance 9 (2009) 3, pp. 211-241
Persistent link: https://www.econbiz.de/10003893641
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MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
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A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
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Are liquidity and information risks priced in the treasury bond market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
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Racial disparities in mortgage lending: New evidence based on processing time
Wei, Bin; Zhao, Feng - 2022
This paper examines racial disparities in mortgage processing time prior to the global financial crisis. We find that Black borrowers are underrepresented and experience a longer processing time than White borrowers among the mortgages securitized by government-sponsored enterprises. At the same...
Persistent link: https://www.econbiz.de/10014278262