融资流动性与股票流动性交互影响下的股票定价研究

71701145
2017
G0114.金融工程
王冠英
青年科学基金项目
副教授
天津大学
17万元
流动性;股票市场;资产定价
2018-01-01到2020-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Pricing European options under a diffusion model with psychological barriers and leverage effect 期刊论文 Shiyu Song;Guanying Wang;Yongjin Wang
2 Long time behavior for stochastic Burgers equations with jump noises 期刊论文 Wang Guanying;Wang Xingchun;Zhou Ke
3 Catastrophe option pricing with auto-correlated and catastrophe dependent intensity 期刊论文 Guanying Wang;Xingchun Wang
4 Valuing vulnerable options with bond collateral 期刊论文 Guanying Wang;Xingchun Wang
5 On the probability of default in a market with price clustering and jump risk 期刊论文 Song Shiyu;Wang Yongjin;Xu Guangli
6 Car following behavioral stochasticity analysis and modeling: Perspective from wave travel time 期刊论文 Junfang Tian;Chenqiang Zhu;Danjue Chen;Rui Jiang;Guanying Wang;Ziyou Gao
7 Compensation for illiquidity in China: Evidence from an alternative measure 期刊论文 Zhang Yiming;Wang Guanying
8 The valuation of vulnerable European options with risky collateral 期刊论文 Guanying Wang;Xingchun Wang;Xinjian Shao
9 Valuation of catastrophe equity put options with correlated default risk and jump risk 期刊论文 Bi Hongwei;Wang Guanying;Wang Xingchun
10 Chinese IPO returns: effects of ten-minute call auction 期刊论文 Heming Zhang;Guanying Wang
11 Profitability of reversal strategies: A modified version of the Carhart model in China 期刊论文 Zhang Wei;Wang Guanying;Wang Xingchun;Xiong Xiong;Lei Xuan
12 Police staffing and workload assignment in law enforcement using multi-server queueing models 期刊论文 Liu Zhongyi;Liu Jingchen;Zhai Xin;Wang Guanying
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