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1
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
2
Air pollution, analyst information provision, and stock price synchronicity
Liu, Dehong
;
Lin, Tiantian
;
Chen, Carl R.
;
Feng, Wenjun
- In:
Review of quantitative finance and accounting
64
(
2025
)
3
,
pp. 1029-1077
Persistent link: https://www.econbiz.de/10015328685
Saved in:
3
Geo-fencing or geo-conquesting? : a strategic analysis of location-based coupon under different market structures
Ding, Long
;
Liu, Peng
;
Hu, Sen
- In:
Transportation research / E : an international journal
174
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014338105
Saved in:
4
A spatial machine learning model for analysing customers' lapse behaviour in life insurance
Hu, Sen
;
O'Hagan, Adrian
;
Sweeney, James
;
Ghahramani, …
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10012593585
Saved in:
5
The equity mispricing : evidence from China's stock market
Liu, Dehong
;
Gu, Hongmei
;
Lung, Peter P.
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011669250
Saved in:
6
The meltdown of the Chinese equity market in the summer of 2015
Liu, Dehong
;
Gu, Hongmei
;
Xing, Tiancai
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 504-517
Persistent link: https://www.econbiz.de/10011626532
Saved in:
7
Anticipation of takeovers in stock and options markets
Liu, Dehong
;
Lung, Peter P.
;
Lallemand, Justin
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011572399
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8
Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Liu, Dehong
;
Qiu, Qi
;
Hughen, J. Christopher
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 557-571
Persistent link: https://www.econbiz.de/10012372858
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9
The information content of realized volatility of sector indices in China’s stock market
Lin, Tiantian
;
Liu, Dehong
;
Zhang, Lili
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 625-640
Persistent link: https://www.econbiz.de/10012372895
Saved in:
10
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
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