Narrow search
Showing 1 - 10 of 84
Cover Image
The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10005160804
Cover Image
When does strategic debt service matter?
Acharya, Viral V.; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 2002
Persistent link: https://www.econbiz.de/10013424137
Cover Image
When Does Strategic Debt Service Matter?
Acharya, Viral V; Huang, Jing-Zhi; Subrahmanyam, Marti G.; … - C.E.P.R. Discussion Papers - 2002
Recent work has suggested that strategic underperformance of debt-service obligations by equity holders can resolve the gap between observed yield spreads and those generated by Merton-style models. We show that this is not quite correct. The value of the option to underperform on debt-service...
Persistent link: https://www.econbiz.de/10005136417
Cover Image
Intraday sentiment and market returns
Gao, Bin; Liu, Xihua - In: International review of economics & finance : IREF 69 (2020), pp. 48-62
Persistent link: https://www.econbiz.de/10012486317
Cover Image
A futures pricing model with long-term and short-term traders
Gao, Bin; Xie, Jun; Jia, Yun - In: International review of economics & finance : IREF 64 (2019), pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
Cover Image
Trading strategies : forecasting index futures prices with short-term investor sentiment
Gao, Bin; Liang, Wen-guang; Xu, Zhong-yue; Xie, Jun - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 13, pp. 3153-3173
Persistent link: https://www.econbiz.de/10012312716
Cover Image
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
Cover Image
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
Cover Image
Forecasting excess returns and abnormal trading volume using investor sentiment : evidence from Chinese stock index futures market
Gao, Bin; Xie, Jun - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 3, pp. 593-612
Persistent link: https://www.econbiz.de/10012211483
Cover Image
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