Yuexiang Jiang

Zhejiang University - College of Economics

Yuquan Campus 38 Zheda Road

Hangzhou, Zhejiang 310027

China

SCHOLARLY PAPERS

4

DOWNLOADS

304

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Beware of the Crash Risk: Tail Beta and the Cross-Section of Stock Returns in China

Number of pages: 30 Posted: 08 Apr 2019 Last Revised: 03 May 2019
Huaigang Long, Adam Zaremba and Yuexiang Jiang
Zhejiang University, Montpellier Business School and Zhejiang University - College of Economics
Downloads 130 (307,219)
Citation 1

Abstract:

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Systematic Tail Risk, Tail Beta, Extreme Value Theory, China, Equity Market, Asset Pricing, Return Predictability, Low-Risk Anomaly

2.

Prediction of Realized Volatility Based on Realized-GARCH-Kernel Model: The Comparison of CHINA and US

2019 Financial Markets & Corporate Governance Conference
Number of pages: 42 Posted: 28 Mar 2019 Last Revised: 02 Sep 2021
Jiazhen Wang, Yuexiang Jiang, Yanjian Zhu and Jing Yu
Zhejiang University - College of Economics, Zhejiang University - College of Economics, Zhejiang University and The University of Sydney
Downloads 105 (357,263)

Abstract:

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Realized-GARCH-Kernel model; Kernel density; realized volatility; straddle

3.

U.S. Trade Policy Uncertainty and Expected Stock Returns of Chinese Listed Companies

Number of pages: 24 Posted: 30 Jun 2020
Yuexiang Jiang, Yiming Dai, Huaigang Long and Yanjian Zhu
Zhejiang University - College of Economics, Zhejiang University, Zhejiang University and Zhejiang University
Downloads 69 (458,602)

Abstract:

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U.S. Trade Policy Uncertainty, Chinese Stock Markets, Return Predictability, Asset Pricing, Vector Auto-regression Models

4.

On the Pricing Efficiency of China’s ETF Market

The Chinese Economy, 2010
Posted: 09 Oct 2009
Yuexiang Jiang, Feng Guo and Tianjian Lan
Zhejiang University - College of Economics, Institute of International Finance and Zhejiang University - College of Economics

Abstract:

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Exchange traded funds, Price efficiency, GARCH model, Chinese market