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Measuring the systemic risk in indirect financial networks

Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098

Persistent link: https://www.econbiz.de/10013373362

Predicting stock returns : a risk measurement perspective

Dai, Zhifeng; Kang, Jie; Wen, Fenghua - In: International review of financial analysis 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803806

Efficient predictability of stock return volatility : the role of stock market implied volatility

Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012654913

Forecasting the volatility of crude oil futures using HAR-type models with structural breaks

Wen, Fenghua; Gong, Xu; Cai, Shenghua - In: Energy economics 59 (2016), pp. 400-413

Persistent link: https://www.econbiz.de/10011699710

Some improved sparse and stable portfolio optimization problems

Dai, Zhifeng; Wen, Fenghua - In: Finance research letters 27 (2018), pp. 46-52

Persistent link: https://www.econbiz.de/10012006736

Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns

Cao, Jie; Han, Bing - In: Journal of banking & finance 73 (2016), pp. 1-15

Persistent link: https://www.econbiz.de/10011635615

Options Trading and Corporate Debt Structure

Cao, Jie - 2020

Recent empirical studies find that options trading enhances firm value by allowing for a more efficient allocation of firm resources. In this paper, we develop and test the hypothesis that, in addition to a more efficient allocation of firm resources, options trading also enhances firm value...

Persistent link: https://www.econbiz.de/10012843954

Options trading and stock price informativeness

Cao, Jie; Goyal, Amit; Ke, Sai; Zhan, Xintong - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1516-1540

Persistent link: https://www.econbiz.de/10015055417