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A non-lattice pricing model of American options under stochastic volatility
Zhang, Zhe; Lim, Kian-Guan - In: The journal of futures markets 26 (2006) 5, pp. 417-448
Persistent link: https://www.econbiz.de/10003309332
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Three essays on asset pricing and portfolio allocation
Zhang, Zhe - 2004
Persistent link: https://www.econbiz.de/10003387672
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Expected volatility, unexpected volatility, and the cross-section of stock returns
Chua, Choong Tze; Goh, Jeremy C.; Zhang, Zhe - In: The journal of financial research 33 (2010) 2, pp. 103-123
Persistent link: https://www.econbiz.de/10003987973
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Institutional investors and equity returns : are short-term institutions better informed?
Yan, Xuemin Sterling; Zhang, Zhe - In: The review of financial studies 22 (2009) 2, pp. 893-924
Persistent link: https://www.econbiz.de/10003816713
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Does idiosyncratic risk really matter?
Bali, Turan G.; Cakici, Nusret; Yan, Xuemin Sterling; … - In: The journal of finance : the journal of the American … 60 (2005) 2, pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
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International diversification with factor funds
Eun, Cheol S.; Lai, Sandy; Roon, Frans de; Zhang, Zhe - In: Management science : journal of the Institute for … 56 (2010) 9, pp. 1500-1518
Persistent link: https://www.econbiz.de/10008661597
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Trading regularity and fund performance
Busse, Jeffrey A.; Tong, Lin; Tong, Qing; Zhang, Zhe - In: The review of financial studies 32 (2019) 1, pp. 374-422
Persistent link: https://www.econbiz.de/10012033504
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Generalized multi-parameter preventive replacement policy for systems with random processing times
Chang, Chin-Chih; Chen, Yen-Luan; Yin, Xiaoling; Zhang, … - In: INFOR : information systems and operational research 57 (2019) 2, pp. 187-203
Persistent link: https://www.econbiz.de/10012202989