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The term structure of sentimen...
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Gao, Bin
57
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54
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27
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26
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24
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18
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15
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Economic modelling
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1
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
Saved in:
2
Forecasting stock index futures returns with mixed-frequency sentiment
Gao, Bin
;
Yang, Chunpeng
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011748364
Saved in:
3
Investor trading behavior and sentiment in futures markets
Gao, Bin
;
Yang, Chunpeng
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 707-720
Persistent link: https://www.econbiz.de/10012123434
Saved in:
4
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
Saved in:
5
Economic policy uncertainty dispersion and excess returns : evidence from China
Yang, Jianlei
;
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819427
Saved in:
6
Sentiment capital asset cognitive price and empirical evidence from China's stock market
Yan, Wei
;
Yang, Chunpeng
;
Xie, Jun
- In:
Quantitative financial risk management
,
(pp. 87-93)
.
2011
Persistent link: https://www.econbiz.de/10009301438
Saved in:
7
Sentiment approach to negative expected return in the stock market
Yang, Chunpeng
;
Yan, Wei
;
Zhang, Rengui
- In:
Economic modelling
35
(
2013
),
pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
Saved in:
8
The study of the price of gold futures based on heterogeneous investors' overconfidence
Jiang, Wei
;
Luan, Pupu
;
Yang, Chunpeng
- In:
China finance review international
4
(
2014
)
1
,
pp. 24-41
Persistent link: https://www.econbiz.de/10010259700
Saved in:
9
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Saved in:
10
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
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