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ECONIS (ZBW)
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1
Asset pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
-
2006
Persistent link: https://www.econbiz.de/10003406960
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2
Pricing and hedging American options analytically : a perturbation method
Zhang, Jin E.
;
Li, Tiecheng
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003955680
Saved in:
3
Time-varying uncertainty and variance risk premium
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013274639
Saved in:
4
Causality in the VIX futures market
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10010218057
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5
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:
6
Asset pricing in a pure exchange economy with heterogeneous investors
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 605-634
Persistent link: https://www.econbiz.de/10012321851
Saved in:
7
Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun
;
Shu, Jinghong
;
Zhang, Jin E.
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237
Saved in:
8
Expected stock returns and forward variance
Luo, Xingguo
;
Zhang, Jin E.
- In:
Journal of financial markets
34
(
2017
),
pp. 95-117
Persistent link: https://www.econbiz.de/10011815206
Saved in:
9
Expected return, volume, and mispricing : Evidence from China
Chen, Xin
;
Chai, Daniel
;
Zhang, Jin
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014576688
Saved in:
10
Does social media distort price discovery? : evidence from rumor clarifications
Wu, Chunying
;
Xiong, Xiong
;
Gao, Ya
;
Zhang, Jin
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248635
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