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Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：58/0  |  提交时间：2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
Can financial crisis be detected? Laplacian energy measure 期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde
收藏  |  浏览/下载：71/0  |  提交时间：2023/02/07
Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：123/0  |  提交时间：2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
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：116/0  |  提交时间：2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
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：106/0  |  提交时间：2022/04/02
Small firm premium  IPO  Merger and acquisition  Financing difficulty  
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：101/0  |  提交时间：2022/04/02
Related firms  bank-firm relationships  new clients  default risk  
Systemically important financial institutions in China: from view of tail risk spillover network 期刊论文
APPLIED ECONOMICS LETTERS, 2021, 页码: 7
作者:  Yang, Xin;  Chen, Shan;  Liu, Zhifeng;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载：130/0  |  提交时间：2021/10/26
Financial institution  tail risk spillover network  panel data regression model  systemic risk  complex network  
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：123/0  |  提交时间：2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing  
A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
收藏  |  浏览/下载：121/0  |  提交时间：2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Reverence of Life in Teenagers' Eyes 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2021, 卷号: 30, 期号: 3, 页码: 363-379
作者:  Ye, Haoming;  Wang, Yan;  Lu, Chang;  Yang, Xiaoguang
收藏  |  浏览/下载：122/0  |  提交时间：2021/10/26
Reverence of life  Xinjiang juvenile students  environment factors  education efforts