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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Hedging volatility risk : the effectiveness of volatility options
An, Yunbi; Assaf, Ata; Yang, Jun - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 517-534
Persistent link: https://www.econbiz.de/10003463468
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An empirical comparison of option-pricing models in hedging exotic options
An, Yunbi; Suo, Wulin - In: Financial management 38 (2009) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10003939243
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Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing - In: Pacific-Basin finance journal 26 (2014), pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
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Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Liu, Qingfu; An, Yunbi - In: Pacific-Basin finance journal 30 (2014), pp. 17-29
Persistent link: https://www.econbiz.de/10010495690
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Information transmission between China's IH and SGX FTSE A50 stock index futures markets : the role of trading restrictions
Wen, Tianxiang; Li, Ping; An, Yunbi - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 6, pp. 1639-1650
Persistent link: https://www.econbiz.de/10013190176
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Determinants and information content of intraday bid-ask spreads : evidence from Chinese commodity futures markets
Liu, Qingfu; Hua, Renhai; An, Yunbi - In: Pacific-Basin finance journal 38 (2016), pp. 135-148
Persistent link: https://www.econbiz.de/10011669080
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Market reactions to trade friction between China and the United States : evidence from the soybean futures market
Wen, Tian; Li, Ping; Chen, Lei; An, Yunbi - In: Journal of management science and engineering 8 (2023) 3, pp. 325-341
In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean futures markets in China and the United States. Results...
Persistent link: https://www.econbiz.de/10014383294
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Interactive Agency Costs and Volatilities of Firm Value
An, Yunbi; Li, Shihan; Liu, Qingfu; Zheng, Kaixin - 2023
This paper innovatively establishes the interrelationship between type I agency costs (conflicts between managers and shareholders) and type II agency costs (conflicts between controlling and minority shareholders). We further analyze the impact of agency cost interactions on the volatility of...
Persistent link: https://www.econbiz.de/10014258197