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Interest Rate Caps "Smile" Too...
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192
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155
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97
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77
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20
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18
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12
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11
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51
Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.
;
Li, Haitao
;
Yu, Fan
- In:
The journal of futures markets
25
(
2005
)
8
,
pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
Saved in:
52
Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao
;
Li, Haitao
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
Saved in:
53
Pricing of swaps with default risk
Li, Haitao
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 231-250
Persistent link: https://www.econbiz.de/10001497946
Saved in:
54
Regulation fair disclosure and earnings information : market, analyst, and corporate responses
Bailey, Warren
;
Li, Haitao
;
Mao, Connie X.
;
Zhong, Rui
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2487-2514
Persistent link: https://www.econbiz.de/10001845825
Saved in:
55
An empirical research on the construction of a government website public satisfaction index model in China
Li, Haitao
- In:
Journal of global information management
29
(
2021
)
5
,
pp. 112-137
Persistent link: https://www.econbiz.de/10012614390
Saved in:
56
Tabu search for solving the black-and-white travelling salesman problem
Li, Haitao
;
Alidaee, Bahram
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
8
,
pp. 1061-1079
Persistent link: https://www.econbiz.de/10011575600
Saved in:
57
Hedge fund performance evaluation under the stochastic discount factor framework
Li, Haitao
;
Xu, Yuewu
;
Zhang, Xiaoyan
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
1
,
pp. 231-257
Persistent link: https://www.econbiz.de/10011577558
Saved in:
58
Stochastic single-machine scheduling with learning effect
Li, Haitao
- In:
IEEE transactions on engineering management : EM
64
(
2017
)
1
,
pp. 94-102
Persistent link: https://www.econbiz.de/10011649399
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59
CDS-bond basis and bond return predictability
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
Journal of empirical finance
38
(
2016
),
pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Saved in:
60
The error learning Hypothesis: the evidence reexamined
Jarrow, Robert
- In:
Journal of economics & business
36
(
1984
)
2
,
pp. 177-188
Persistent link: https://www.econbiz.de/10003584991
Saved in:
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