| . |
Wang, Hao's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
3,565 |
Total
Citations
52 |
|
|
|
|
|
1.
|
|
|
Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance Wang, Hao
Tsinghua University
|
| Posted: |
|
27 Jan 05
|
|
Last Revised:
|
|
16 Oct 08
|
|
1,653
(3,917)
|
43
|
|
| |
|
| |
Credit risk, credit derivatives, corporate bonds, structural models
|
|
|
2.
|
|
Credit Default Swap Spreads and Variance Risk Premia
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Wang, Hao
Tsinghua University Zhou, Hao
PBC School of Finance, Tsinghua University Zhou, Yi
Florida State University, College of Business, Department of Finance
|
|
Posted:
|
|
25 Oct 09
|
|
Last Revised:
|
|
12 Jun 11
|
|
710
(14,380)
|
8
|
|
|
|
|
Wang, Hao
Tsinghua University Zhou, Hao
PBC School of Finance, Tsinghua University Zhou, Yi
Florida State University, College of Business, Department of Finance
|
| Posted: |
|
11 Mar 10
|
|
Last Revised:
|
|
05 Sep 10
|
|
270
|
8
|
|
| |
|
| |
Variance Risk Premia, Credit Default Swap Spreads, Option-Implied Variance, Expected Variance, Realized Variance
|
|
|
|
|
|
|
Wang, Hao
Tsinghua University Zhou, Hao
PBC School of Finance, Tsinghua University Zhou, Yi
Florida State University, College of Business, Department of Finance
|
| Posted: |
|
25 Oct 09
|
|
Last Revised:
|
|
12 Jun 11
|
|
440
|
8
|
|
| |
|
| |
variance risk premia, credit default swap spreads, option-implied variance, expected variance, realized variance
|
|
|
|
|
|
3.
|
|
|
Wang, Hao
Tsinghua University
|
| Posted: |
|
15 Mar 06
|
|
Last Revised:
|
|
15 Jan 11
|
|
520
(24,213)
|
|
|
| |
|
| |
Managerial Entrenchment, Equity Payout, Capital Structure, Bivariate Lattice Model, Security Valuation
|
|
|
4.
|
|
|
Liao, Li
Tsinghua University - School of Economics & Management Liu, Bibo
Tsinghua University Wang, Hao
Tsinghua University
|
| Posted: |
|
16 Oct 08
|
|
Last Revised:
|
|
15 Jan 11
|
|
239
(62,079)
|
|
|
| |
|
| |
Information Discovery, Lockup Expiration, Split-share Structure Reform, Institutional Investors, Abnormal Stock Returns
|
|
|
5.
|
|
|
Ericsson, Jan
McGill University Elkamhi, Redouane
University of Iowa - Henry B. Tippie College of Business Wang, Hao
Tsinghua University
|
| Posted: |
|
16 Mar 07
|
|
Last Revised:
|
|
16 Oct 08
|
|
207
(72,174)
|
1
|
|
| |
|
| |
Putable Bonds, Credit Risk, Liquidity Premium, Bivariate Lattice
|
|
|
6.
|
|
|
Liao, Li
Tsinghua University - School of Economics & Management Shi, Meijuan
Tsinghua University Wang, Hao
Tsinghua University
|
|
164
(90,296)
|
|
|
| |
|
| |
|
|
|
7.
|
|
|
Liao, Li
Tsinghua University - School of Economics & Management Liu, Bibo
Tsinghua University Wang, Hao
Tsinghua University
|
|
72
(166,450)
|
|
|
| |
|
| |
The Split-share Structure Reform, privatization, state-owned enterprise, corporate governance, firm performance
|
|
Records 1 -
7
of 7 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 0.265 seconds
|
