Xiaoli Wang

Marist College - School of Management

United States

SCHOLARLY PAPERS

5

DOWNLOADS

326

CITATIONS

0

Scholarly Papers (5)

1.

An Empirical Analysis of Lead-Lag Relationship of the Movements of Various Financial Markets

Number of pages: 35 Posted: 15 Jan 2013 Last Revised: 22 Mar 2014
Xiaoli Wang
Marist College - School of Management
Downloads 136 (139,385)

Abstract:

Market Efficiency, Lead-Lag Relationship, VAR

2.

The Valuation of Firms in Taiwan’s Biotech Industry

Number of pages: 15 Posted: 17 Sep 2011 Last Revised: 25 Apr 2013
Taoyuan Innovation Institute of Technology - Department of Marketing and Distribution, Marist College - School of Management, Marist College - School of Management and Taoyuan Innovation Institute of Technology - Department of Marketing and Distribution
Downloads 93 (211,191)

Abstract:

biotechnology, neural network, firm valuation, corporate value, Taiwan

3.

Understanding Information Decay in Firm Valuation -- A Case from Taiwan Biotech Industry

Number of pages: 18 Posted: 29 Dec 2012 Last Revised: 10 Jan 2013
Marist College - School of Management, Taoyuan Innovation Institute of Technology - Department of Marketing and Distribution and Marist College - School of Management
Downloads 38 (336,967)

Abstract:

biotechnology, information decay, neural network, firm valuation, corporate value, Taiwan

4.

Understanding Fair Value During Liquidity and Credit Crises - Pricing of Corporate Liquidity Risk

Posted: 29 Dec 2012
Xiaoli Wang and Wei Simi, Ph.D.
Marist College - School of Management and City University of New York

Abstract:

asset pricing, dynamic, recession, corporate liquidity risk factor, factor loading

5.

Time-Changed Lévy Jump Processes with GARCH Model on Reverse Convertibles

Review of Financial Economics, Forthcoming
Posted: 28 Oct 2012 Last Revised: 01 May 2013
Wei Simi, Ph.D. and Xiaoli Wang
City University of New York and Marist College - School of Management

Abstract:

Lévy Jump Process, Fourier transforms, exotic options, reverse convertible, stochastic volatility, GARCH