Narrow search
Showing 1 - 7 of 7
Cover Image
VIX term structure and VIX futures pricing with realized volatility
Huang, Zhuo; Tong, Chen; Wang, Tianyi - In: Journal of Futures Markets 39 (2018) 1, pp. 72-93
Persistent link: https://www.econbiz.de/10012082148
Cover Image
The predictive power of macroeconomic uncertainty for commodity futures volatility
Huang, Zhuo; Liang, Fang; Tong, Chen - In: International Review of Finance 21 (2020) 3, pp. 989-1012
Persistent link: https://www.econbiz.de/10012282312
Cover Image
Do VIX futures contribute to the valuation of VIX options?
Tong, Chen; Huang, Zhuo; Wang, Tianyi - In: Journal of Futures Markets 42 (2021) 9, pp. 1644-1664
Persistent link: https://www.econbiz.de/10012808305
Cover Image
The “New Urban Poor” Identity : Evidence from China
Tong, Chen - In: American Journal of Economics and Sociology 80 (2021) 3, pp. 977-990
Persistent link: https://www.econbiz.de/10012634329
Cover Image
A network visualization approach and global stock market integration
Tong, Chen; Chen, Jing; Buckle, Mike J. - In: International Journal of Finance & Economics 23 (2018) 3, pp. 296-314
Persistent link: https://www.econbiz.de/10012082624
Cover Image
Asymmetric Correlations in Predicting Portfolio Returns*
Wang, Nianling; Zhang, Lijie; Huang, Zhuo; Li, Yong - In: International Review of Finance 21 (2019) 1, pp. 97-120
Persistent link: https://www.econbiz.de/10012091573
Cover Image
Have existing theories explained the accrual anomaly? An evaluation based on the decomposition method
Hu, Zhi‐an; Huang, Zhuo; Lin, Dawei; Qiu, Zhimin - In: Accounting & Finance 62 (2021) 3, pp. 3645-3675
Persistent link: https://www.econbiz.de/10012809184