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Does short-term momentum exist in China?
Yue, Tian; Li, Tianjiao; Ruan, Xinfeng - In: Pacific-Basin finance journal 77 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014463694
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Investor attention and market microstructure
Ruan, Xinfeng; Zhang, Jin E. - In: Economics letters 149 (2016), pp. 125-130
Persistent link: https://www.econbiz.de/10011620202
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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
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The new market for volatility trading
Zhang, Jin E.; Shu, Jinghong; Brenner, Menachem - In: The journal of futures markets 30 (2010) 9, pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
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The dynamics of long forward rate term structures
Luo, Xingguo; Zhang, Jin E. - In: The journal of futures markets 30 (2010) 10, pp. 957-982
Persistent link: https://www.econbiz.de/10008900931
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Pricing and hedging American options analytically : a perturbation method
Zhang, Jin E.; Li, Tiecheng - In: Mathematical finance : an international journal of … 20 (2010) 1, pp. 59-87
Persistent link: https://www.econbiz.de/10003955680
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Testing range estimators of historical volatility
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 26 (2006) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10003304002