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Dynamic portfolio choice and information trading with recursive utility
Chen, Xingjiang
;
Ruan, Xinfeng
;
Zhang, WenJun
- In:
Economic modelling
98
(
2021
),
pp. 154-167
Persistent link: https://www.econbiz.de/10012793889
Saved in:
2
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
3
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
4
Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Liu, Wenqiang
;
Zhang, WenJun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
Saved in:
5
Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach
Wichitaksorn, Nuttanan
- In:
Journal of Asian economics
78
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013417223
Saved in:
6
Financial statement comparability and debt contracting : evidence from the syndicated loan market
Fang, Xiaohua
;
Li, Yutao
;
Xin, Baohua
;
Zhang, Wenjun
- In:
Accounting horizons : a quarterly publication of the …
30
(
2016
)
2
,
pp. 277-303
Persistent link: https://www.econbiz.de/10011508359
Saved in:
7
Capital market consequences of audit office size : evidence from stock price crash risk
Callen, Jeffrey L.
;
Fang, Xiaohua
;
Xin, Baohua
;
Zhang, …
- In:
Auditing : a journal of practice & theory
39
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012293961
Saved in:
8
Protection of proprietary information and financial reporting opacity : evidence from a natural experiment
Callen, Jeffrey L.
;
Fang, Xiaohua
;
Zhang, Wenjun
- In:
The journal of corporate finance : contracting, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012295782
Saved in:
9
Corporate employment, red flags, and audit effort
Cao, Jian
;
Luo, Xin
;
Zhang, Wenjun
- In:
Journal of accounting and public policy
39
(
2020
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012252974
Saved in:
10
Social networks and managerial rent-seeking : evidence from executive trading profitability
Fang, Xiaohua
;
Rao, Xi
;
Zhang, Wenjun
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 602-633
Persistent link: https://www.econbiz.de/10014470518
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