Yong Jin

The Hong Kong Polytechnic University - School of Accounting and Finance

Assistant Professor

Hong Kong

SCHOLARLY PAPERS

6

DOWNLOADS

375

CITATIONS

2

Scholarly Papers (6)

1.

International Diversification through iShares and Their Rivals

Journal of Risk, Vol.19, 2017
Number of pages: 42 Posted: 16 Aug 2016 Last Revised: 24 Jan 2017
Jie Cao, Rao Fu and Yong Jin
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Chinese University of Hong Kong - Department of Decision Sciences & Managerial Economics and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 181 (165,326)

Abstract:

Loading...

International Diversification, Mean Variance Spanning Tests, Exchange Traded Funds, Closed-End Country Funds, ADRs

2.

Does the Introduction of One Derivative Affect Another Derivative? The Effect of Credit Default Swaps Trading on Equity Options

Number of pages: 53 Posted: 16 May 2018
The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Hong Kong Polytechnic University - School of Accounting and Finance, University of Illinois at Urbana-Champaign - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 179 (166,997)
Citation 2

Abstract:

Loading...

CDS, delta-hedged option return, financial intermediation capacity, option market quality, information spillover

3.

Beat Equal Weighting: a Strategy for Portfolio Optimisation

Risk, Forthcoming
Number of pages: 15 Posted: 16 Aug 2015 Last Revised: 19 Dec 2018
Yong Jin and Lie Wang
The Hong Kong Polytechnic University - School of Accounting and Finance and Massachusetts Institute of Technology (MIT), Department of Mathematics
Downloads 14 (554,081)

Abstract:

Loading...

4.

Financial Constraints and Synergy Gains from Mergers and Acquisitions

Journal of International Financial Management & Accounting, Vol. 30, Issue 1, pp. 60-82, 2019
Number of pages: 23 Posted: 30 Jan 2019
Yang Duan and Yong Jin
Hong Kong Baptist University (HKBU) and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 1 (648,295)
  • Add to Cart

Abstract:

Loading...

acquisitions, financial constraint, mergers, synergy gains

5.

To Trump or Not to Trump? Impact of Competition on Innovations of IT Industry

Posted: 20 Aug 2018
Nanyang Technological University (NTU) - Division of Banking & Finance, University of Florida - Warrington College of Business, The Hong Kong Polytechnic University - School of Accounting and Finance, Xi'an Jiaotong University (XJTU) and University of Florida - Warrington College of Business Administration

Abstract:

Loading...

Product Market Competition, Innovation, Information Technology, Patent, Import Tariff

6.

On Empirical Likelihood Option Pricing

Journal of Risk, Vol. 19, No. 5, 2017
Number of pages: 14 Posted: 01 Jun 2017
Amazon.com, The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Hong Kong Polytechnic University - School of Accounting and Finance and Indiana University Purdue University Indianapolis (IUPUI)
Downloads 0 (666,172)
  • Add to Cart

Abstract:

Loading...

nonparametric, option pricing, empirical likelihood, robust, blocking time series