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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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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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Buy-sell imbalance and the mean-variance relation
Yang, Chunpeng; Jia, Yun - In: Pacific-Basin finance journal 40 (2016), pp. 49-58
Persistent link: https://www.econbiz.de/10011712044
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Disagreement and the risk-return relation
Jia, Yun; Yang, Chunpeng - In: Economic modelling 64 (2017), pp. 97-104
Persistent link: https://www.econbiz.de/10011756506
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Economic policy uncertainty, COVID-19 lockdown, and firm-level volatility : evidence from China
Yang, Jianlei; Yang, Chunpeng - In: Pacific-Basin finance journal 68 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013332459
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Investor sentiment and volatility of exchange-traded funds : evidence from China
Yang, Chunpeng; Chi, Jun - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 668-680
Persistent link: https://www.econbiz.de/10014253267