Narrow search
Showing 11 - 20 of 36
Cover Image
Retrieving aggregate information from option volume
Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: International review of economics & finance : IREF 55 (2018), pp. 220-232
Persistent link: https://www.econbiz.de/10012033475
Cover Image
The price of correlation risk : evidence from Chinese stock market
Deng, Yiwen; Liu, Chen; Zheng, Zhenlong - In: China finance review international 4 (2014) 4, pp. 343-359
Persistent link: https://www.econbiz.de/10011339002
Cover Image
Does options trading convey information on futures prices?
Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: The North American journal of economics and finance : a … 39 (2017), pp. 182-196
Persistent link: https://www.econbiz.de/10011878622
Cover Image
AVIX : an improved VIX based on stochastic interest rates and an adaptive screening mechanism
Zheng, Zhenlong; Jiang, Zhengyun; Chen, Rong - In: The journal of futures markets 37 (2017) 4, pp. 374-410
Persistent link: https://www.econbiz.de/10011950692
Cover Image
Structural breaks, adaptive expectations, and risk premium : the information content in the mispricing of the USD/RMB forward rates
Chen, Rong; Zheng, Zhenlong - In: China's reality and global vision : management research …, (pp. 64-84). 2012
Persistent link: https://www.econbiz.de/10009508007
Cover Image
The impact of individual investor trading on stock returns
Chen, Zhijuan; Lin, William; Ma, Changfeng; Zheng, Zhenlong - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 62-69
Persistent link: https://www.econbiz.de/10010204876
Cover Image
The shape of option implied volatility : a study based on market net demand pressure
Mo, Tianyu; Zheng, Zhenlong; Lin, William - In: China finance review international 2 (2012) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10009703233
Cover Image
Expectile CAPM
Hu, Wei; Zheng, Zhenlong - In: Economic modelling 88 (2020), pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
Cover Image
How India faces trade protections? : an analysis of trade barriers
De, Prabir; Rahman, Mohammad Masudur - In: Studies in comprehensive regional strategies collected …, (pp. 47-80). 2017
Persistent link: https://www.econbiz.de/10011859812
Cover Image
Trade and investment potential among BCIM countries : prospects for a dynamic growth quadrangle
Rahman, Mohammad Masudur; Kim, Chanwahn - In: Journal of international trade law and policy : JITLP 11 (2012) 2, pp. 163-190
Persistent link: https://www.econbiz.de/10010190314