Zhe Peng

Property and Casualty Insurance Compensation Corporation (PACICC)

20 Richmond St E

Toronto, M5C 2R9

Canada

SCHOLARLY PAPERS

9

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1,529

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  Asset Pricing, Financial Crime, Risk Management  ”

Scholarly Papers (9)

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1.

A Ripple in the Muddy Waters: The Luckin Coffee Scandal and Short Selling Attacks

Number of pages: 34 Posted: 13 Nov 2020
Zhe Peng
Property and Casualty Insurance Compensation Corporation (PACICC)
Downloads 1,066 (26,968)

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Financial Fraud, Luckin Coffee, Short Selling Risk

2.

Microstructure of the Chinese Stock Market: A Historical Survey

Number of pages: 71 Posted: 26 Nov 2019
Zhe Peng
Property and Casualty Insurance Compensation Corporation (PACICC)
Downloads 157 (243,444)

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Chinese Stock Market, Market Microstructure, Economic Reform, Market Design, Trading Rules, Intraday Patterns, Stock Market Regulations, Trade and Quote Data, Financial History

3.

Modeling Envy and Bullying at Work

Number of pages: 25 Posted: 16 Jul 2020
Zhe Peng, Zhuoyi Zhao and Zhuoyi Zhao
Property and Casualty Insurance Compensation Corporation (PACICC) and Wilfrid Laurier University - School of Business & EconomicsSt. Norbert College
Downloads 65 (437,028)
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workplace violence, workplace bullying, workplace envy, aggressive behaviors, organization behavior, decision theory

4.

Segmentation of the Chinese Stock Market: A Review

Number of pages: 62 Posted: 23 Feb 2021
Zhe Peng and Kainan Xiong
Property and Casualty Insurance Compensation Corporation (PACICC) and Wilfrid Laurier University, Canada
Downloads 61 (451,053)

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market segmentation, Chinese stock market, market microstructure, market design, market regulations, split-share structure reform

5.

Usury Crimes in Post-Crisis China: The Underlying Economics and Beyond

Number of pages: 20 Posted: 08 Jan 2020
Dongmei Li, Zhe Peng and Kainan Xiong
Kunming University, Property and Casualty Insurance Compensation Corporation (PACICC) and Wilfrid Laurier University, Canada
Downloads 56 (469,709)

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Usury, Campus loans, Naked loans, Recipe Loans, Affinity Crime

6.

The Impacts of Futures Introduction on Spot Market Volatility: Evidence from the Bitcoin Market

Number of pages: 51 Posted: 13 Aug 2021 Last Revised: 23 Aug 2021
Chuanhai Zhang, Huan Ma, GIDEON BRUCE ARKORFUL and Zhe Peng
Zhongnan University of Economics and Law - School of Finance, School of Finance, affiliation not provided to SSRN and Property and Casualty Insurance Compensation Corporation (PACICC)
Downloads 44 (520,329)

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Bitcoin; Futures-trading activity; Volatility; Asymmetry; GARCH models; FinTech

7.

What Determines the Long-Term Volatility of Offshore RMB Exchange Rate?

Number of pages: 29 Posted: 02 Nov 2021
Yahui Yang, Zhe Peng and Jai-Won Ryou
Anhui University of Finance and Economics, Property and Casualty Insurance Compensation Corporation (PACICC) and Konkuk University
Downloads 38 (549,437)

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RMB offshore market, exchange rate volatility, openness, fundamentals, capital account liberalization, GARCH-MIDAS

8.

Segmented Jurisdiction and Water Quality: Evidence From Major Lakes and Reservoirs in China

2018 Commons Workshop, Tsinghua University
Number of pages: 40 Posted: 07 Nov 2018
Juan Xu, Zhe Peng, Dongmei Li and Xiang Gao
Zhongnan University of Economics and Law, Property and Casualty Insurance Compensation Corporation (PACICC), Kunming University and Guangdong University of Foreign Studies
Downloads 22 (645,841)

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Administrative Division, Water Quality, Transboundary Pollution Control, Boundary Spanning Governance, Cross-Jurisdiction Management

9.

Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets

CAMA Working Paper No. 81/2020
Number of pages: 32 Posted: 03 Sep 2020
Muhammad Naeem, Zhe Peng, Mouhammed Tahir Suleman, Rabindra Nepal and Syed Jawad Hussain Shahzad
University College Dublin, Property and Casualty Insurance Compensation Corporation (PACICC), Department of Accounting and Finance, University of Otago, School of Accounting, Economics, and Finance, University of Wollongong and Montpellier Business School
Downloads 20 (660,004)

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Oil shocks, Time-frequency connectedness, Electricity market, Carbon price, Clean energy