Yintian Wang

Tsinghua University

Assistant Professor

Beijing, 100084

China

  • Tsinghua University

SCHOLARLY PAPERS

8

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1,286

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

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1.

Illiquid Bitcoin Options

Number of pages: 43 Posted: 18 Jul 2022 Last Revised: 22 Nov 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 370 (134,947)

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Bitcoin, Options, Liquidity

2.

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 215 (235,091)

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

3.

Variation in Put-Call Parity Violation and Option Returns

Number of pages: 51 Posted: 04 Aug 2022 Last Revised: 11 Nov 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 208 (242,312)

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put-call parity, options return predictability

4.

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 182 (273,326)
Citation 1

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

5.

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 140 (340,423)

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

6.

Illiquid Bitcoin Options

Number of pages: 43 Posted: 22 Nov 2022
Yang Guo, Jiasun Li, Mei Luo and Yintian Wang
China Academy of Information and Communications Technology, George Mason University - Department of Finance, Tsinghua University - School of Economics & Management and Tsinghua University
Downloads 98 (441,647)

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Bitcoin; Derivatives; Options; Liquidity

7.

Illiquid bitcoin options

George Mason University School of Business Research Paper Forthcoming
Number of pages: 47 Posted: 29 Aug 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 60 (584,570)

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Illiquidity, Bitcoin, Option

8.

Illiquid Bitcoin Options

Number of pages: 50 Posted: 30 Jun 2023
Yang Guo, Jiasun Li, Mei Luo and Yintian Wang
China Academy of Information and Communications Technology, George Mason University - Department of Finance, Tsinghua University - School of Economics & Management and Tsinghua University
Downloads 13 (916,474)

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Bitcoin, Derivatives, Options, liquidity