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Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载：154/0  |  提交时间：2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
The information advantage from existing bank-firm relationships -evidence from new clients' screening 期刊论文
ASIA-PACIFIC JOURNAL OF ACCOUNTING & ECONOMICS, 2021, 页码: 20
作者:  Wang, Yun;  Yang, Xiaoguang
收藏  |  浏览/下载：138/0  |  提交时间：2022/04/02
Related firms  bank-firm relationships  new clients  default risk  
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:  Wang, Yingli;  Lu, Chang;  Yang, Xiaoguang;  Zhang, Qingpeng
收藏  |  浏览/下载：155/0  |  提交时间：2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing  
Everything in Moderation: Foundations and Applications of the Satiation Model 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 12, 页码: 20
作者:  Baucells, Manel;  Zhao, Lin
收藏  |  浏览/下载：158/0  |  提交时间：2021/04/26
satiation  moderation  instant utility  design of experiential services  
Fractional Degree Stochastic Dominance 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 10, 页码: 4630-4647
作者:  Huang, Rachel J.;  Tzeng, Larry Y.;  Zhao, Lin
收藏  |  浏览/下载：155/0  |  提交时间：2021/01/14
stochastic dominance  risk aversion  risk lovingness  higher-order risk preferences  risk taking  
Comment on "Aging Population, Retirement, and Risk Taking" 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 6, 页码: 2792-2795
作者:  Huang, Rachel J.;  Tzeng, Larry Y.;  Wang, Jr-Yan;  Zhao, Lin
收藏  |  浏览/下载：158/0  |  提交时间：2020/09/23
asymptotic stochastic dominance  maximum geometric mean strategy  long-run investment  
Evolution of the Chinese guarantee network under financial crisis and stimulus program 期刊论文
NATURE COMMUNICATIONS, 2020, 卷号: 11, 期号: 1, 页码: 11
作者:  Wang, Yingli;  Zhang, Qingpeng;  Yang, Xiaoguang
收藏  |  浏览/下载：179/0  |  提交时间：2020/09/23
Borrower Opacity and Loan Performance: Evidence from China 期刊论文
JOURNAL OF FINANCIAL SERVICES RESEARCH, 2020, 卷号: 57, 期号: 2, 页码: 181-206
作者:  Gao, Haoyu;  Wang, Junbo;  Yang, Xiaoguang;  Zhao, Lin
收藏  |  浏览/下载：148/0  |  提交时间：2020/06/30
Information opacity  Loan officers' opinions  Default  Monitoring  
Credit Allocation Under Economic Stimulus: Evidence from China 期刊论文
REVIEW OF FINANCIAL STUDIES, 2019, 卷号: 32, 期号: 9, 页码: 3412-3460
作者:  Cong, Lin William;  Gao, Haoyu;  Ponticelli, Jacopo;  Yang, Xiaoguang
收藏  |  浏览/下载：152/0  |  提交时间：2020/05/24
How Group Cohesion Promotes the Emergence of Cooperation in Public Goods Game Under Conditional Dissociation 期刊论文
JASSS-THE JOURNAL OF ARTIFICIAL SOCIETIES AND SOCIAL SIMULATION, 2019, 卷号: 22, 期号: 3, 页码: 19
作者:  Qu Xinglong;  Cao Zhingang;  Yang Xiaoguang;  The Anh Han
收藏  |  浏览/下载：198/0  |  提交时间：2020/01/10
Group Cohesion  Public Goods Game  Cooperation Emergence  Conditional Dissociation  Positive Assortment