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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
收藏  |  浏览/下载:55/0  |  提交时间:2023/02/07
Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
Bank loan information and information asymmetry in the stock market: evidence from China 期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
作者:  Ye,Yanyi;  Wang,Yun;  Yang,Xiaoguang
收藏  |  浏览/下载:101/0  |  提交时间:2022/06/21
Bank loan information  Information asymmetry  Corporate transparency  Loan default information  PIN  G12  G14  G21  
Quantifying asymmetry via generalized Wigner–Yanase–Dyson skew information 期刊论文
Journal of Physics A: Mathematical and Theoretical, 2021, 卷号: 54, 期号: 29
作者:  Sun,Yuan;  Li,Nan
收藏  |  浏览/下载:127/0  |  提交时间:2021/10/26
asymmetry  Wigner–Yanase–Dyson skew information  Lie group  
Wigner function, Wigner-Yanase skew information, and parity asymmetry 期刊论文
PHYSICS LETTERS A, 2021, 卷号: 395, 页码: 11
作者:  Zhang, Yue;  Luo, Shunlong
收藏  |  浏览/下载:134/0  |  提交时间:2021/04/26
Wigner function  Parity operator  Wigner-Yanase skew information  Parity asymmetry  
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
作者:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:195/0  |  提交时间:2020/01/10
Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
作者:  Xie,Haibin;  Wang,Shouyang
收藏  |  浏览/下载:155/0  |  提交时间:2018/11/16
Price extremes  Return decomposition  Asymmetry  Return predictability  
Asymmetry in Negative Refraction of Nonlinear Waves 期刊论文
COMMUNICATIONS IN THEORETICAL PHYSICS, 2009, 卷号: 52, 期号: 1, 页码: 128-132
作者:  Huang Xiao-Qing;  Cui Xiao-Hua;  Cao Zhou-Jian;  Liao Xu-Hong;  Zhang Hong;  Hu Gang
收藏  |  浏览/下载:131/0  |  提交时间:2018/07/30
nonlinear waves  negative refraction  asymmetry