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Ultra-short tenor yield curve for intraday trading and settlement

Golub, Anton; Grossmass, Lidan; Poon, Ser-Huang - In: The European journal of finance 27 (2021) 4/5, pp. 441-459

Persistent link: https://www.econbiz.de/10012484371

Women on boards and corporate social irresponsibility : evidence from a Granger style reverse causality minimisation procedure

Godfrey, Christopher; Hoepner, Andreas G. F.; Lin, … - 2020

We study the relationship between gender diversity on boards and corporate social irresponsibility (CSI). We hypothesize a bi-directional causality. Firms exposed to CSI incidents are likely to increase their board gender diversity for reputational purposes. At the same time, board gender...

Persistent link: https://www.econbiz.de/10012418368

Too big to ignore? : hedge fund flows and bond yields

Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: Journal of banking & finance 112 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012225305

The reality of stock market jumps diversification

Chen, Mark Ke; Vitiello, Luiz; Hyde, Stuart; Poon, Ser-Huang - In: Journal of international money and finance 86 (2018), pp. 171-188

Persistent link: https://www.econbiz.de/10012000491

Rating-based CDS curves

Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: The European journal of finance 25 (2019) 7, pp. 689-723

Persistent link: https://www.econbiz.de/10012207024

Corporate social responsibility reports : topic analysis and big data approach

Goloshchapova, Irina; Poon, Ser-Huang; Pritchard, Matthew; … - In: The European journal of finance 25 (2019) 17, pp. 1637-1654

Persistent link: https://www.econbiz.de/10012207135

What does risk-neutral skewness tell us about future stock returns?

Stilger, Przemysław S.; Kostakis, Alexandros; Poon, … - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1814-1834

Persistent link: https://www.econbiz.de/10011707251

Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors

Lin, Ming-Tsung; Kolokolova, Olga; Poon, Ser-Huang - In: The European journal of finance 27 (2021) 1/2, pp. 136-157

Persistent link: https://www.econbiz.de/10012424932

Derivatives pricing with affine models and numerical implementation

Chen, Mark Ke; Poon, Ser-Huang - In: Handbook of research methods and applications in …, (pp. 148-168). 2013

Persistent link: https://www.econbiz.de/10011897397

Markow Chain Monte Carlo with particle filtering

Lee, Yong Woong; Poon, Ser-Huang - In: Handbook of research methods and applications in …, (pp. 169-193). 2013

Persistent link: https://www.econbiz.de/10011897443