Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Xinjian Shao"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2972987f28e5756bd1ff4eb4936874b8
https://doi.org/10.2139/ssrn.4357507
https://doi.org/10.2139/ssrn.4357507
Autor:
Huiqiang Wang, Xinjian Shao
Publikováno v:
Finance Research Letters. 50:103210
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b28695a198053ab2008a4376411dd770
https://doi.org/10.1016/j.frl.2022.103210
https://doi.org/10.1016/j.frl.2022.103210
Publikováno v:
Finance Research Letters. 28:265-274
In this paper, we provide an analytical valuation formula for power exchange options with default risk. The proposed model not only considers the correlations among the two underlying assets and the asset of the counterparty, but also allows for the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::910d8fb14b179da08a710642082343f6
https://doi.org/10.1016/j.frl.2018.05.007
https://doi.org/10.1016/j.frl.2018.05.007
Publikováno v:
Journal of Banking & Finance. 135:106397
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::387cf58339cb5dcb494aeec65c291b34
https://doi.org/10.1016/j.jbankfin.2021.106397
https://doi.org/10.1016/j.jbankfin.2021.106397
Publikováno v:
The North American Journal of Economics and Finance. 59:101580
In this paper, we investigate the pricing issue and catastrophe risk management of exchange options. Exchange options allow the holder to exchange its stocks for another at maturity and can be seen as an extended version of catastrophe equity put opt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c3001ebe148980be48924a0d866719d
https://doi.org/10.1016/j.najef.2021.101580
https://doi.org/10.1016/j.najef.2021.101580
Publikováno v:
SSRN Electronic Journal.
This paper provides a survey of China’s IPO market. We examine the following key aspects of IPOs—the policy history, IPO pricing, bids and allocation, and aftermarket trading. We show that heavy-handed regulations result in suppressed IPO offer p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48437f1d09bd93957e4249beb077852b
https://doi.org/10.2139/ssrn.3682089
https://doi.org/10.2139/ssrn.3682089
Publikováno v:
SSRN Electronic Journal.
We provide the first study of underwriter-affiliated analysts’ pre-IPO research coverage and its impact on stock prices. Using proprietary data on a sample of Chinese IPOs, we document that affiliated analysts make highly overoptimistic forecasts a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b92a285ea1072fad619717ab2fa55463
https://doi.org/10.2139/ssrn.3476735
https://doi.org/10.2139/ssrn.3476735
Publikováno v:
International Journal of Production Research. 52:1658-1680
This paper studies how to effectively provide product service system (PSS) in the supply chain with asymmetric information for service-oriented manufacturing (SOM). With a PSS, the manufacturer chooses the product quality, and the retailer, who posse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d56e79f35a6266eefe5da40f1030b5c
https://doi.org/10.1080/00207543.2013.847293
https://doi.org/10.1080/00207543.2013.847293
Publikováno v:
International Journal of Production Economics. 143:171-177
Chapter 6 explores the pricing issue for supply chain options. In classical research, this issue is generally considered in the Stackelberg game framework. Such a pricing scheme, however, is usually unacceptable to the follower since the leader alway
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e2f5f2fe95da9b61ebc2af1bee752c3
https://doi.org/10.1016/j.ijpe.2013.01.004
https://doi.org/10.1016/j.ijpe.2013.01.004