Research output per year
Research output per year
Research output
- 8 Article
Search results
-
2023
Crypto quanto and inverse options
Alexander, C., Chen, D. & Imeraj, A., Oct 2023, In: Mathematical Finance. 33, 4, p. 1005-1043 39 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile62 Downloads (Pure) -
Firm fundamentals and the cross-section of implied volatility shapes
Chen, D., Guo, B. & Zhou, G., Mar 2023, In: Journal of Financial Markets. 63, 22 p., 100771.Research output: Contribution to journal › Article › peer-review
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The effects of mandatory ESG disclosure on price discovery efficiency around the world
Zhang, Q., Ding, R., Chen, D. & Zhang, X., Oct 2023, In: International Review of Financial Analysis. 89, 17 p., 102811.Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Downloads (Pure) -
2022
Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments
Zhang, Q., Zhang, X., Chen, D. & Strange, R., Jan 2022, In: International Review of Financial Analysis. 79, 13 p., 101965.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
The information content of CDS implied volatility and associated trading strategies
Shi, Y., Chen, D., Guo, B., Xu, Y. & Yan, C., Oct 2022, In: International Review of Financial Analysis. 83, 16 p., 102295.Research output: Contribution to journal › Article › peer-review
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2019
Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets
Zhang, X., Zhang, Q., Chen, D. & Gu, J., Jul 2019, In: International Review of Financial Analysis. 64, p. 38-56 19 p.Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus) -
2017
Option pricing via QUAD: From Black-Scholes-Merton to heston with jumps
Su, H., Chen, D. & Newton, D. P., 1 Mar 2017, In: Journal of Derivatives. 24, 3, p. 9-27 19 p.Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus) -
2014
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, D., Härkönen, H. J. & Newton, D. P., 2014, In: Journal of Financial Economics. 114, 3, p. 600-612 13 p.Research output: Contribution to journal › Article › peer-review
Open Access13 Citations (Scopus)