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IPO relative difficulty, M&A option and size effect
期刊论文
JOURNAL OF ASIAN ECONOMICS, 2021, 卷号: 76, 页码: 17
作者:
Wan, Die
;
Yang, Teng
;
Yang, Xiaoguang
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2022/04/02
Small firm premium
IPO
Merger and acquisition
Financing difficulty
Option pricing based on a regime switching dividend process
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:
Yan, HuaHui
;
Chen, Qihong
;
Shu, HuiSheng
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  |  
浏览/下载:24/0
  |  
提交时间:2019/08/22
Option pricing
hidden Markov chain
discrete dividend
regime switching
jump diffusion model
Option-Implied variance asymmetry and the cross-section of stock returns
期刊论文
JOURNAL OF BANKING & FINANCE, 2019, 卷号: 101, 页码: 21-36
作者:
Huang, Tao
;
Li, Junye
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  |  
浏览/下载:14/0
  |  
提交时间:2019/11/19
Risk-neutral skewness
Implied variance asymmetry
Risk-neutral semivariances
Informed trading
Return predictability
Liquidity
Bayesian statistical inference for European options with stock liquidity
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: Vol.518, 页码: 312-322
作者:
Gao, R
;
Li, YQ
;
Lin, LS
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/13
Option pricing
Stock liquidity
Bayesian statistical method
Metropolis-within-Gibbs algorithm
Bayesian statistical inference for European options with stock liquidity.
期刊论文
Physica A, 2019, 卷号: Vol.518, 页码: 312-322
作者:
Gao, R
;
Li, YQ
;
Lin, LS
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/13
Bayesian statistical method
Metropolis-within-Gibbs algorithm
Option pricing
Stock liquidity
Bayesian statistical inference for European options with stock liquidity.
期刊论文
Physica A, 2019, 卷号: Vol.518, 页码: 312-322
作者:
Gao, Rui
;
Li, Yaqiong
;
Lin, Lisha
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/17
Bayesian statistical method
Metropolis-within-Gibbs algorithm
Option pricing
Stock liquidity
Bayesian statistical inference for European options with stock liquidity
期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: Vol.518, 页码: 312-322
作者:
Rui Gao
;
Yaqiong Li
;
Lisha Lin
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/13
Option
pricing
Stock
liquidity
Bayesian
statistical
method
Metropolis-within-Gibbs
algorithm
Real Earnings Management, Liquidity Risk and REITs SEO Dynamics
期刊论文
JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2018, 卷号: 56, 期号: 3, 页码: 410-442
作者:
Deng, Xiaoying
;
Ong, Seow Eng
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Real estate investment trust
Seasoned equity offerings
Liquidity risk
Real earnings management
Investor attention and stock market under-reaction to earnings announcements: Evidence from the options market
期刊论文
JOURNAL OF FUTURES MARKETS, 2018, 卷号: 38, 期号: 4, 页码: 478-492
作者:
Wang, Xuewu Wesley
;
Yan, Zhipeng
;
Zhang, Qunzi
;
Gao, Xuechen
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  |  
浏览/下载:18/0
  |  
提交时间:2019/12/11
earnings announcements
investor attention
option trading
stock market
under-reaction
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
期刊论文
JOURNAL OF BANKING & FINANCE, 2018, 卷号: Vol.94, 页码: 152-165
作者:
Lin, ZY
;
Chang, CC
;
Wang, YH
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/26
Information asymmetry
Short sales
Short-sale constraints
Informed traders
Option illiquidity premium
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