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Equilibrium variance risk prem...
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11
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
Saved in:
12
Left-tail risk in China
Zhen, Fang
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012492133
Saved in:
13
Do short-term market swings improve realized volatility forecasts?
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014632688
Saved in:
14
Moment spreads in the energy market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
81
(
2019
),
pp. 598-609
Persistent link: https://www.econbiz.de/10012172876
Saved in:
15
An empirical study on the early exercise premium of American options : evidence from OEX and XEO options
Li, Weihan
;
Zhang, Jin E.
;
Ruan, Xinfeng
;
Aschakulporn, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1117-1153
Persistent link: https://www.econbiz.de/10014553955
Saved in:
16
National air pollution and the cross-section of stock returns in China
Kirk-Reeve, Samuel
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
; …
- In:
Journal of behavioral and experimental finance
32
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013337705
Saved in:
17
The economics of the financial market for volatility trading
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Saved in:
18
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
19
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
20
Doing well while doing good : ESG ratings and corporate bond returns
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1916-1934
Persistent link: https://www.econbiz.de/10014475234
Saved in:
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