Yintian Wang

Tsinghua University

Assistant Professor

Beijing, 100084

China

SCHOLARLY PAPERS

5

DOWNLOADS

643

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

The Chinese Warrant Bubble: A Fundamental Analysis

Number of pages: 39 Posted: 11 Aug 2016
Yintian Wang, Guofu Zhou and Yingzi Zhu
Tsinghua University, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 184 (227,570)

Abstract:

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Warrant bubble, short-selling and margin constraints, put-call parity

2.

Volatility Long Memory on Option Valuation: Component Garch versus Fractionally Integrated GARCH

Number of pages: 37 Posted: 24 Jul 2009 Last Revised: 19 Nov 2009
Yintian Wang
Tsinghua University
Downloads 163 (252,207)
Citation 1

Abstract:

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option valuation, long memory, fractional integration, NGARCH, long-run

3.

Illiquid Bitcoin Options

Number of pages: 52 Posted: 18 Jul 2022
Yang Guo, Jiasun Li, Mei Luo and Yintian Wang
Tsinghua University, George Mason University - Department of Finance, Tsinghua University - School of Economics & Management and Tsinghua University
Downloads 161 (254,936)

Abstract:

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Bitcoin, Options, Liquidity

4.

Are Investors Irrational? - Study on China Warrant Market

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 24 Posted: 21 Jan 2013
Yintian Wang and Yingzi Zhu
Tsinghua University and Tsinghua University - School of Economics & Management
Downloads 121 (318,198)

Abstract:

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Warrant bubble, hedging motivation, rational speculation, put-call parity

5.

Uncertainty of Put-Call Parity Violation and Option Returns

Number of pages: 47 Posted: 04 Aug 2022
Chun Liu, Chun Liu, Tianyu Wang, Yintian Wang and Hong Xiang
University of TorontoTsinghua University - School of Economics and Management, Tsinghua University, School of Economics and Management, Tsinghua University and The Hong Kong Polytechnic University
Downloads 14 (752,135)

Abstract:

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Option returns, put-call parity violation, volatility-of-volatility