Peipei Wang

Deakin University

Lecturer

75 Pigdons Road

Victoria, Victoria 3216

Australia

  • Deakin University

    • Email
    • Tel: 61-03-92446906
SCHOLARLY PAPERS

4

DOWNLOADS

956

TOTAL CITATIONS

11

Scholarly Papers (4)

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1.

Component Structure of Credit Default Swap Spreads and Their Determinants

Downloads 559 (107,016)
Citation 5

Component Structure of Credit Default Swap Spreads and Their Determinants

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 49 Posted: 04 Sep 2008
Ramaprasad Bhar, David B. Colwell and Peipei Wang
UNSW, Risk and Actuarial Studies, UNSW Australia Business School, School of Banking and Finance and Deakin University
Downloads 468 (131,475)
Citation 4

Abstract:

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Credit default swaps, Credit risk, Latent components, Kalman filter

Component Structure of Credit Default Swap Spreads and Their Determinants

Number of pages: 45 Posted: 09 Dec 2017
Ramaprasad Bhar, David B. Colwell and Peipei Wang
UNSW, Risk and Actuarial Studies, UNSW Australia Business School, School of Banking and Finance and Deakin University
Downloads 91 (619,688)
Citation 1

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CDS Spread, Component Structure, State Space Model

2.

Characteristic of Implied Volatility of CDSwaptions in ITraxx Market and its Relationship to Stock Market

Number of pages: 33 Posted: 13 May 2009
Ramaprasad Bhar, David B. Colwell and Peipei Wang
UNSW, Risk and Actuarial Studies, UNSW Australia Business School, School of Banking and Finance and Deakin University
Downloads 271 (243,347)
Citation 6

Abstract:

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3.

The High-Volume Return Premium: Does it Exist in the Chinese Stock Market?

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 34 Posted: 10 Feb 2016 Last Revised: 17 Feb 2021
Peipei Wang, Yuanji Wen and Harminder Singh
Deakin University, The University of Western Australia - Department of Accounting and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 76 (682,148)

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return premium, volume shock, Chinese stock market, speculation

4.

Peer Effects on Corporate Environmental Protection: Competition, Information Cascades or Career Concerns?

Number of pages: 58 Posted: 19 Jan 2023
Quanxi Liang, Qiumei Li, Meiting Lu, Yaowen Shan and Peipei Wang
Guangxi University, Guangxi University of Finance and Economics, Macquarie University - Faculty of Business and Economics, University of Technology Sydney and Deakin University
Downloads 50 (846,504)

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Environmental protection performance, Peer effects, Information cascades, Career concerns