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Wang, Hao's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,565 |
Total
Citations
52 |
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1.
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Ericsson, Jan McGill University Reneby, Joel Stockholm School of Economics - Department of Finance Wang, Hao Tsinghua University
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27 Jan 05
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16 Oct 08
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1,653
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43
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Credit risk, credit derivatives, corporate bonds, structural models
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Credit Default Swap Spreads and Variance Risk Premia
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Wang, Hao Tsinghua University Zhou, Hao PBC School of Finance, Tsinghua University Zhou, Yi Florida State University, College of Business, Department of Finance
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Posted:
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25 Oct 09
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Last Revised:
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12 Jun 11
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710
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Wang, Hao Tsinghua University Zhou, Hao PBC School of Finance, Tsinghua University Zhou, Yi Florida State University, College of Business, Department of Finance
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11 Mar 10
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05 Sep 10
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270
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Variance Risk Premia, Credit Default Swap Spreads, Option-Implied Variance, Expected Variance, Realized Variance
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Wang, Hao Tsinghua University Zhou, Hao PBC School of Finance, Tsinghua University Zhou, Yi Florida State University, College of Business, Department of Finance
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25 Oct 09
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Last Revised:
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12 Jun 11
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440
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variance risk premia, credit default swap spreads, option-implied variance, expected variance, realized variance
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3.
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Wang, Hao Tsinghua University
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15 Mar 06
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Last Revised:
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15 Jan 11
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520
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Managerial Entrenchment, Equity Payout, Capital Structure, Bivariate Lattice Model, Security Valuation
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4.
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Liao, Li Tsinghua University - School of Economics & Management Liu, Bibo Tsinghua University Wang, Hao Tsinghua University
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16 Oct 08
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15 Jan 11
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239
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Information Discovery, Lockup Expiration, Split-share Structure Reform, Institutional Investors, Abnormal Stock Returns
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5.
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Ericsson, Jan McGill University Elkamhi, Redouane University of Iowa - Henry B. Tippie College of Business Wang, Hao Tsinghua University
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16 Mar 07
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Last Revised:
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16 Oct 08
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207
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1
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Putable Bonds, Credit Risk, Liquidity Premium, Bivariate Lattice
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6.
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Liao, Li Tsinghua University - School of Economics & Management Shi, Meijuan Tsinghua University Wang, Hao Tsinghua University
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164
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7.
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Liao, Li Tsinghua University - School of Economics & Management Liu, Bibo Tsinghua University Wang, Hao Tsinghua University
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72
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The Split-share Structure Reform, privatization, state-owned enterprise, corporate governance, firm performance
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Records 1 -
7
of 7 matches
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1
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