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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly data collected from China's inter-bank markets,...
Persistent link: https://www.econbiz.de/10011416485
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly data collected from China's inter-bank markets,...
Persistent link: https://www.econbiz.de/10011502689
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Does individual investors' attention influence underwriters' IPO pricing?
Huang, Yuqin; Zhang, Haoran - In: Applied economics 52 (2020) 34, pp. 3680-3687
Persistent link: https://www.econbiz.de/10012258970
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Local bias in investor attention : evidence from China's Internet stock message boards
Huang, Yuqin; Qiu, Huiyan; Wu, Zhiguo - In: Journal of empirical finance 38 (2016), pp. 338-354
Persistent link: https://www.econbiz.de/10011664717
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Local information advantage and stock returns : evidence from social media
Huang, Yuqin; Li, Feng; Li, Tong; Lin, Tse-Chun - In: Contemporary accounting research : the journal of the … 41 (2024) 2, pp. 1089-1119
Persistent link: https://www.econbiz.de/10014560429
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The intra-regional spillover effects of bond defaults : evidence from the Chinese corporate debt market
Wang, Wenlong; Huang, Yuqin; Watson, John; Yang, Bowen - In: Pacific-Basin finance journal 77 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014463606
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Pricing continuously sampled Asian options with perturbation method
Zhang, Jin E. - In: The journal of futures markets 23 (2002) 6, pp. 535-560
Persistent link: https://www.econbiz.de/10001769708
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VIX futures
Zhang, Jin E.; Zhu, Yingzi - In: The journal of futures markets 26 (2006) 6, pp. 521-531
Persistent link: https://www.econbiz.de/10003319527
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Variance term structure and VIX futures pricing
Zhu, Yingzi; Zhang, Jin E. - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
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Asset pricing under jump diffusion
Zhang, Jin E.; Zhao, Huimin - 2006
Persistent link: https://www.econbiz.de/10003406960