Yintian Wang

Tsinghua University

Assistant Professor

Beijing, 100084

China

SCHOLARLY PAPERS

3

DOWNLOADS

382

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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 148 (215,487)
Citation 1

Abstract:

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

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 121 (252,253)

Abstract:

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

3.

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 113 (265,057)

Abstract:

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