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Ex-day returns of stock distributions: An anchoring explanation Journal article
Management Science, 2019,Volume: 65,Issue: 3,Page: 1076-1095
Authors:  Chang,Eric C.;  Lin,Tse Chun;  Luo,Yan;  Ren,Jinjuan
Favorite  |  View/Download:7/0  |  Submit date:2019/08/01
Anchoring  Asset Pricing  Behavior And Behavioral Decision Making  Economics  Finance  Splits  Stock Dividends  
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Journal article
Journal of Scientific Computing, 2017,Volume: 75,Issue: 3,Page: 1633-1655
Authors:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
Favorite  |  View/Download:11/0  |  Submit date:2019/05/22
American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability  
The stock–bond comovements and cross-market trading Journal article
Journal of Economic Dynamics and Control, 2016,Volume: 73,Page: 417-438
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite  |  View/Download:4/0  |  Submit date:2019/08/02
Heterogeneity  Markov Switching Var  Stock–bond Comovement  Threshold Var  
Asset Pricing and Liquidity Risk: China Evidence Conference paper
Proceedings of the 26th Australasian Finance and Banking Conference, Sydney, Australia, 17 – 19 December 2013
Authors:  Keith Lam;  Lewis Tam
Favorite  |  View/Download:3/0  |  Submit date:2019/11/27
Fama And French Three-factor Model  Asset Pricing  Liquidity Four-factor Model  High Moments  
An Accurate FFT-based Algorithm for Bermudan Barrier Option Pricing Journal article
Intelligent Information Management, 2012,Volume: 4,Issue: 3,Page: 89-93
Authors:  Deng Ding;  Zuoqiu Weng;  Jingya Zhao
Favorite  |  View/Download:2/0  |  Submit date:2019/07/23
Fast Fourier Transform (Fft)  Bermudan Barrier Option  Conv Method  
An efficient algorithm for Bermudan barrier option pricing Journal article
Applied Mathematics-A Journal of Chinese Universities, 2012,Volume: 27,Issue: 1,Page: 49-58
Authors:  DING Deng;  HUANG Ning-ying;  ZHAO Jing-ya
Favorite  |  View/Download:11/0  |  Submit date:2019/05/22
American Barrier Option  Bermudan Option  Fourier Transform  Fourier-cosine Expansion  
Cyber security and privacy issues in smart grids Journal article
IEEE Communications Surveys and Tutorials, 2012,Volume: 14,Issue: 4,Page: 981
Authors:  Liu J.;  Xiao Y.;  Li S.;  Liang W.;  Chen C.L.P.
View  |  Adobe PDF(1244Kb)  |  Favorite  |  View/Download:850/198  |  Submit date:2018/10/30
Accountability  Ami  Privacy  Scada  Security  Smart Grid  
Liquidity and asset pricing: Evidence from the Hong Kong stock market Journal article
Journal of Banking and Finance, 2011,Volume: 35,Issue: 9,Page: 2217
Authors:  Lam K.S.K.;  Tam L.H.K.
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum  
Intertemporal Profitability and the Stability of Technical Analysis: Evidences from the Hong Kong Stock Exchange Journal article
Applied Economics, 2011,Volume: 43,Issue: 15,Page: 1945-1963
Authors:  William Cheung;  Keith S. K. Lam;  HangFai Yeung
Favorite  |  View/Download:4/0  |  Submit date:2019/10/22
On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market Journal article
Review of Quantitative Finance and Accounting, 2010,Volume: 35,Page: 89-111
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
Favorite  |  View/Download:6/0  |  Submit date:2019/11/25
Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum