Ju Xiang

Central University of Finance and Economics (CUFE)

Beijing, Beijing

China

SCHOLARLY PAPERS

3

DOWNLOADS

373

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Relation between VIX’s Return and Volatility: A Behavioral Explanation

Number of pages: 23 Posted: 16 May 2011 Last Revised: 23 Aug 2011
Ju Xiang
Central University of Finance and Economics (CUFE)
Downloads 298 (101,645)

Abstract:

Loading...

Behavioral finance, return-volatility relation, leverage hypothesis, volatility feedback, VIX futures, ETN

2.

Convergence to Efficiency in FTSE-100 Futures Market

Number of pages: 32 Posted: 25 Jan 2011
Ju Xiang and Donald D. Lien
Central University of Finance and Economics (CUFE) and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 75 (317,231)

Abstract:

Loading...

EMH, FTSE, effeciency, futures market, puzzle, wavelet

3.

Implicit Options and Games between Debtor and Creditor with Credit Derivatives

Posted: 14 Mar 2013
Ju Xiang
Central University of Finance and Economics (CUFE)

Abstract:

Loading...

credit, options, strategic, games