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Bounded rationality, asymmetric information and mispricing in financial markets

Gong, Qingbin; Diao, Xundi - In: Economic theory 74 (2022) 1, pp. 235-264

Persistent link: https://www.econbiz.de/10013277473

Trading behaviors on knowledge of price discovery in futures markets

Gong, Qingbin; Tang, Zili; Xu, Bing - In: Journal of innovation & knowledge : JIK 6 (2021) 3, pp. 191-195

The financial market provides a mechanism for aggregating information of heterogeneous traders, who have different beliefs, knowledge and trading strategies. This paper studies the interactions between heterogeneous traders and their impacts on price discovery by developing a pricing model for...

Persistent link: https://www.econbiz.de/10012591578

Non-parametric identification of public guarantee schemes and commercial banks

Yang, Jingwen; Gong, Qingbin; Sendra García, Javier; … - In: Journal of business research : JBR 144 (2022), pp. 1196-1206

Persistent link: https://www.econbiz.de/10013185091

Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents

Gong, Qingbin; Yang, Zhe - In: Journal of economic interaction and coordination 15 (2020) 4, pp. 763-791

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Forecasting intraday volatility and VaR using multiplicative component GARCH model

Diao, Xundi; Tong, Bin - In: Applied economics letters 22 (2015) 16/18, pp. 1457-1464

Persistent link: https://www.econbiz.de/10011380317

Forecasting the real prices of crude oil under economic and statistical constraints

Wang, Yudong; Liu, Li; Diao, Xundi; Wu, Chongfeng - In: Energy economics 51 (2015), pp. 599-608

Persistent link: https://www.econbiz.de/10011565055

Modeling asymmetric and dynamic dependence of overnight and daytime returns : an empirical evidence from China banking sector

Tong, Bin; Diao, Xundi; Wu, Chongfeng - In: Economic modelling 51 (2015), pp. 366-382

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Commodity price changes and the predictability of economic policy uncertainty

Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics letters 127 (2015), pp. 39-42

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Estimating multi-period value at risk of oil futures prices

Zhou, Chunyang; Qin, Xiao; Diao, Xundi; He, Yingchen - In: Applied economics 48 (2016) 31/33, pp. 2994-3004

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A general accurate approximation for pricing and hedging basket options with exact moment matching

Wu, Feifan; Diao, Xundi; Wu, Chongfeng - In: The journal of derivatives : the official publication … 26 (2019) 3, pp. 68-86

Persistent link: https://www.econbiz.de/10012306166