Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Longzhen Fan"'
Autor:
Yanan Wang, Hai-Xiao Wang, Li Liang, Weiwei Zhu, Longzhen Fan, Zhi-Kang Lin, Feifei Li, Xiao Zhang, Pi-Gang Luan, Yin Poo, Jian-Hua Jiang, Guang-Yu Guo
Publikováno v:
Nature Communications, Vol 14, Iss 1, Pp 1-9 (2023)
Abstract Topologically protected photonic edge states offer unprecedented robust propagation of photons that are promising for waveguiding, lasing, and quantum information processing. Here, we report on the discovery of a class of hybrid topological
Externí odkaz:
https://doaj.org/article/89ac52d52f9c4b8fbbd1c55603b2c80a
Publikováno v:
IEICE Transactions on Information and Systems. :1234-1238
Publikováno v:
The Journal of Portfolio Management. 41:110-126
After reviewing the unique characteristics of the Chinese bond market, the authors investigate the factors that determine the returns and risks of Chinese bonds. Bond returns are found to be highly predictable and the predictability is largely driven
Publikováno v:
The Journal of Portfolio Management. 41:110-126
Publikováno v:
The Journal of Fixed Income. 23:62-81
In the United States and United Kingdom, the supply of bonds is occasionally found to have a substantial pricing impact that is not accounted for by popular term structure models. In emerging markets, where the supply factor can be much more pronounc
Autor:
Longzhen Fan1, Chu Zhang2 czhang@ust.hk
Publikováno v:
Journal of Futures Markets. Feb2006, Vol. 26 Issue 2, p153-167. 15p. 5 Charts, 3 Graphs.
Publikováno v:
Pacific-Basin Finance Journal. 20:378-397
We study the pricing mechanisms and information content of block trades on the Shanghai Stock Exchange (SSE) for the six year period from 2003 to 2009.There is an average of about 4% block discount, which is large in magnitude and statistically signi
Publikováno v:
Journal of Banking & Finance. 36:239-248
It is well documented that the time-varying bond excess returns can be explained by predetermined variables such as information in the term structure and macro economic variables. Recent studies suggest that demand and supply of bonds influence bond
Publikováno v:
Journal of Macroeconomics. 33:358-371
This paper investigates the responsiveness of the Chinese government’s monetary policies in terms of the money supply and interest rates to economic conditions and the effectiveness of these policies in achieving the goals of stimulating economic g
Autor:
Anders C. Johansson, Longzhen Fan
Publikováno v:
Journal of Banking & Finance. 34:996-1007
Recent research shows that bond yields are influenced by monetary policy decisions. To learn how this works in a bond market that differs significantly from those in the US and Europe, we model Chinese bond yields using the one-year deposit interest