Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Zhipeng Yan"'
Publikováno v:
Mathematical Biosciences and Engineering, Vol 18, Iss 4, Pp 4797-4816 (2021)
The angiography and color fundus images are of great assistance for the localization of central serous chorioretinopathy (CSCR) lesions. However, it brings much inconvenience to ophthalmologists because of these two modalities working independently i
Publikováno v:
Applied Economics Letters. 28:255-259
We derive a dynamic price discovery measure by extending Lien's MIS model to a dynamic one with BEKK-GARCH model and analyse the price discovery process of China’s thermal coal future market. Futur...
Publikováno v:
Journal of Futures Markets. 40:1648-1664
In this paper, we show that the individual skewness, defined as the average of monthly skewness across firms, performs very well at predicting the return of S&P 500 index futures. This result holds after controlling for the liquidity risk or for the
Publikováno v:
Journal of Behavioral Finance. 21:385-398
Using a new and direct measure of investor attention generated from the SEC’s EDGAR log files, we revisit the stock return predictability of call-put implied volatility spread through the lens of i...
Publikováno v:
International Review of Financial Analysis. 64:93-101
The purpose of this study is to examine whether the quality of corporate governance has an impact on target price accuracy. We explore the relationship between target price accuracy and ownership structure, board composition, and disclosure using a s
Publikováno v:
Pacific-Basin Finance Journal. 68:101588
In this study, we investigate the relation between the sentiment of online roadshow texts and IPO first-day returns as well as post-IPO operating performancein China's stock market. Our results suggest that a higher positive tone in management's resp
Publikováno v:
Journal of Futures Markets. 38:478-492
Using a broad sample of earnings announcements, we show that the initial stock market's response substantially increases and the post†earnings announcement drift becomes much weaker in the presence of more active pre†earnings option trading
Publikováno v:
International Journal of Production Economics. 238:108144
Technology has been widely adopted as a backbone for supply chain management, especially in the context of retailing. For example, Blockchain Technology (BCT) has been embraced as a disruptive technology, though it is still in a nascent stage. This s
Publikováno v:
IEEE Wireless Communications. 24:32-37
The performance of 5G wireless communication systems will be significantly affected by edge cache and transport network. These emerging components bring substantial costs of placement and utilization, and the evaluation of the cost impact is beyond t
Publikováno v:
Journal of Banking & Finance. 119:105126
Using a broad sample of earnings announcements, we find a monotonic increase in the spread between call and put implied volatilities as it gets closer to the earnings announcement date. The steady build-up of volatility spread in the days leading up