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Li, Haitao
8
Ng, David Tat-chee
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Bailey, Warren
4
Kumar, Alok
3
Hodrick, Robert J.
2
Sengmueller, Paul
2
Wells, Martin T.
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The journal of finance : the journal of the American Finance Association
4
The review of financial studies
2
International review of finance
1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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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2
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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3
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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4
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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5
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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6
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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7
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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8
An international dynamic asset pricing model
Hodrick, Robert J.
;
Ng, David Tat-chee
;
Sengmueller, Paul
- In:
International tax and public finance
6
(
1999
)
4
,
pp. 597-620
Persistent link: https://www.econbiz.de/10001498560
Saved in:
9
Behavioral biases of mutual fund investors
Bailey, Warren
;
Kumar, Alok
;
Ng, David Tat-chee
-
2010
Persistent link: https://www.econbiz.de/10010251462
Saved in:
10
Behavioral biases of mutual fund investors
Bailey, Warren
;
Kumar, Alok
;
Ng, David Tat-chee
-
2010
Persistent link: https://www.econbiz.de/10009124806
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