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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
Authors:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
Favorite  |  View/Download:47/0  |  Submit date: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
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde
Favorite  |  View/Download:62/0  |  Submit date:2023/02/07
Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)  
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
Authors:  Ye,Yanyi;  Wang,Yun;  Yang,Xiaoguang
Favorite  |  View/Download:84/0  |  Submit date:2022/06/21
Bank loan information  Information asymmetry  Corporate transparency  Loan default information  PIN  G12  G14  G21  
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
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:111/0  |  Submit date:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
Authors:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
Favorite  |  View/Download:105/0  |  Submit date:2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
Authors:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
Favorite  |  View/Download:107/0  |  Submit date: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
Authors:  Wan, Die;  Yang, Teng;  Yang, Xiaoguang
Favorite  |  View/Download:94/0  |  Submit date: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
Authors:  Wang, Yun;  Yang, Xiaoguang
Favorite  |  View/Download:89/0  |  Submit date: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
Authors:  Yang, Xin;  Chen, Shan;  Liu, Zhifeng;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:117/0  |  Submit date: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
Authors:  Wang, Yingli;  Lu, Chang;  Yang, Xiaoguang;  Zhang, Qingpeng
Favorite  |  View/Download:110/0  |  Submit date:2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing