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Do overnight returns explain firm-specific investor sentiment in China?
Zhou, Xuemei; Liu, Qiang; Guo, Shuxin - In: International review of economics & finance : IREF 76 (2021), pp. 451-477
Persistent link: https://www.econbiz.de/10013175837
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VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang; Guo, Shuxin; Qiao, Gaoxiu - In: The North American journal of economics and finance : a … 34 (2015), pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
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GARCH pricing and hedging of VIX options
Liu, Qiang; Jiao, Yuhan; Guo, Shuxin - In: The journal of futures markets 42 (2022) 6, pp. 1039-1066
Persistent link: https://www.econbiz.de/10013287915
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Pricing kernel monotonicity and term structure : evidence from China
Jiao, Yuhan; Liu, Qiang; Guo, Shuxin - In: Journal of banking & finance 123 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012662415
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An excellent approximation for the m out of n day provision
Liu, Qiang; Guo, Shuxin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012663765
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Improving and extending the Wu-Zhu static hedge
Guo, Shuxin; Liu, Qiang - In: The journal of derivatives : JOD 30 (2023) 3, pp. 26-41
Persistent link: https://www.econbiz.de/10014231121
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Do futures lead the index under stress? : evidence from the 2015 Chinese market turmoil and its aftermath
Guo, Shuxin - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 91-110
Persistent link: https://www.econbiz.de/10012432629
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Common analyst links and predictable returns : evidence from China
Yi, Biao; Guo, Shuxin - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014225812
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Prospects for China's economic development during the 14th Five-Year Plan period
Liu, Qiang - In: Annual Report on China's Petroleum, Gas and New Energy …, (pp. 3-24). 2022
Persistent link: https://www.econbiz.de/10013454417
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An empirical model of drug detailing : dynamic competition and policy implications
Liu, Qiang; Gupta, Sachin; Venkataraman, Sriram; Liu, Hongju - In: Management science : journal of the Institute for … 62 (2016) 8, pp. 2321-2340
Persistent link: https://www.econbiz.de/10011539516