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The predicting power of soft information on defaults in the Chinese P2P lending market

Wang, Yao; Drábek, Zdeněk; Wang, Zhengwei - 2018

Online peer to peer lending (P2P) - allows people who want to borrow money to submit their applications on the platform and individual investors can make bids on the loan listings. The quality of information in credit appraisal becomes paramount in this market. The existing research to assess...

Persistent link: https://www.econbiz.de/10011896396

What if borrowers were informed about credit reporting? : two natural field experiments

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The role of social and psychological related soft information in credit analysis : evidence from a Fintech Company

Wang, Yao; Drábek, Zdeněk; Wang, Zhengwei - In: Journal of behavioral and experimental economics 96 (2022), pp. 1-19

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Effects of liquidity on the non-default component of corporate yield spreads : evidence from intraday transactions data

Han, Song; Zhou, Hao - In: The quarterly journal of finance 6 (2016) 3, pp. 1-49

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Specification analysis of structural credit risk models

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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms

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Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis

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Realized jumps on financial markets and predicting credit spreads

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Credit default swap spreads and variance risk premia

Wang, Hao; Zhou, Hao; Zhou, Yi - In: Journal of banking & finance 37 (2013) 10, pp. 3733-3746

Persistent link: https://www.econbiz.de/10010126846