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Trade-size clustering and price efficiency Journal article
JAPAN AND THE WORLD ECONOMY, 2019,Volume: 49,Page: 195-203
Authors:  Chen, Tao
Favorite  |  View/Download:2/0  |  Submit date:2019/12/02
Size Clustering  Stealth Trading  Price Efficiency  
Trade-size clustering and informed trading in global markets Journal article
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2019,Volume: 49,Page: 195-203
Authors:  Chen, Tao
Favorite  |  View/Download:3/0  |  Submit date:2019/12/03
Bellwether Effects  Lot Sizes  Informed Trading  Global Markets  Clustering  
The Loud Silence of Suppressed Short-Sale Demand Journal article
SSRN Electronic Journal, 2018
Authors:  Jinjuan Ren;  Yinghui Yu
Favorite  |  View/Download:3/0  |  Submit date:2019/10/02
Short-sale Demand  Chinese Market  Price Efficiency  Overvaluation  
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:10/0  |  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  
Factors determining the success or failure of a tourism tax: a theoretical model Journal article
Tourism Review, 2017,Volume: 72,Issue: 3,Page: 274-287
Authors:  Sheng,Li
Favorite  |  View/Download:7/0  |  Submit date:2019/06/26
General Equilibrium  Partial Equilibrium  Tourism Economy  Welfare  
Adaptive neuro fuzzy inference system for chart pattern matching in financial time series Journal article
APPLIED SOFT COMPUTING, 2017,Volume: 57,Page: 1-18
Authors:  Yuqing Wan;  Yain-Whar Si
Favorite  |  View/Download:20/0  |  Submit date:2018/10/30
Chart Patterns  Financial Time Series  Pattern Matching  Adaptive Neuro Fuzzy Inference System  
US House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency Journal article
REAL ESTATE ECONOMICS, 2017,Volume: 45,Issue: 2,Page: 259-300
Authors:  Lai, Rose Neng;  Van Order, Robert
Favorite  |  View/Download:16/0  |  Submit date:2018/10/30
U.S. House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency Journal article
Real Estate Economics, 2017,Volume: 45,Issue: 2,Page: 259-300
Authors:  Lai,Rose Neng;  Van Order,Robert
Favorite  |  View/Download:2/0  |  Submit date:2019/08/01
Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Journal of Applied Finance&Banking, 2016,Volume: 6,Issue: 2,Page: 1-20
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite  |  View/Download:2/0  |  Submit date:2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite  |  View/Download:7/0  |  Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model