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Manager sentiment bias and stock returns : evidence from China
Chen, Shaoling; Liu, Tianjue; Peng, Qing; Zhao, Yu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 823-836
Persistent link: https://www.econbiz.de/10012821619
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The effect of option-implied skewness on delta- and vega-hedged option returns
Borochin, Paul; Wu, Zekun; Zhao, Yanhui - In: Journal of international financial markets, … 74 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012803250
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Does irrational lead to higher returns? : evidence from the Chinese P2P lending market
Zhao, Yingxiu; Zhang, Wei; Li, Yuelei; Xiong, Xiong - In: Finance research letters 39 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805314
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Short-term and long-term discount rates for real estate investment trusts
Giaccotto, Carmelo; Giambona, Erasmo; Zhao, Yanhui - In: The journal of real estate finance and economics 63 (2021) 3, pp. 493-524
Persistent link: https://www.econbiz.de/10012617508
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Investor sentiment and the return rate of P2P lending platform
Zhang, Wei; Zhao, Yingxiu; Wang, Pengfei; Shen, Dehua - In: Asia Pacific financial markets 27 (2020) 1, pp. 97-113
Persistent link: https://www.econbiz.de/10012222380
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Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul; Zhao, Yanhui - In: Journal of banking & finance 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
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Economic policy uncertainty and housing returns in Germany : evidence from a bootstrap rolling window
Su, Chi-Wei; Li, Xin; Lobonţ, Oana-Ramona; Zhao, Yanping - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 34 (2016) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10011567195
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Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang; Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Quantitative finance 18 (2018) 5, pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
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The term structure of option-implied volatility and future realized volatility
Shi, Yukun; Zhang, Hao; Xu, Yaofei; Zhao, Yang - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 13, pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
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Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013534113