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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"nor"
~person:"Faff, Robert W."
~person:"Huu Nhan Duong"
~person:"Xiong, Xiong"
~person:"Zhang, Jin E."
~subject:"Behavioural finance"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Behavioural finance
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Faff, Robert W.
Huu Nhan Duong
Xiong, Xiong
Zhang, Jin E.
Lien, Da-hsiang Donald
39
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Kit, Pong Wong
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Pacific-Basin finance journal
The journal of futures markets
International review of financial analysis
15
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9
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7
Australian journal of management
7
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5
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5
International review of economics & finance : IREF
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ECONIS (ZBW)
22
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22
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1
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
2
Tail risks, firm characteristics, and stock returns
Wang, Chen
;
Xiong, Xiong
;
Shen, Dehua
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552558
Saved in:
3
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
5
Signed momentum in the Chinese stock market
Gao, Ya
;
Guo, Bin
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013332780
Saved in:
6
Do stocks outperform bank deposits in China?
Huang, Jiexiang
;
Guo, Wei
;
Zhang, Jin E.
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012493988
Saved in:
7
Left-tail risk in China
Zhen, Fang
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012492133
Saved in:
8
Who trades in competing firms around earnings announcements
Mudalige, Priyantha
;
Huu Nhan Duong
;
Kalev, Petko S.
; …
- In:
Pacific-Basin finance journal
59
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012231159
Saved in:
9
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
10
Uncertainty and IPO initial returns : evidence from the Tone Analysis of China's IPO Prospectuses
Yan, Yumeng
;
Xiong, Xiong
;
Meng, J. Ginger
;
Zou, Gaofeng
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012170579
Saved in:
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