基于高频数据和账户数据的中国股票市场信息效率与特质波动率定价研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Option Replication with Transaction Cost under Knightian Uncertainty | 期刊论文 | Zhongguo Lin;Liyan Han;Wei Li |
2 | How did order-flow impact bond prices during the European Sovereign Debt Crisis? | 期刊论文 | Zhongguo Lin;Philip A. Hamill;Youwei Li;Zhuowei Sun;James Waterworth |