Gang Li

Hong Kong Polytechnic University

Associate Professor

11 Yuk Choi Rd

Hung Hom

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

121

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Volatility Information Transfer along the Supply Chain

Number of pages: 48 Posted: 09 Apr 2021 Last Revised: 07 Jul 2021
Wenli Huang, Gang Li and Shaojun Zhang
Hong Kong Polytechnic University, Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 74 (386,693)

Abstract:

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Customer-supplier relationship, Model free implied volatility, Quarterly earnings announcement, Supply chain, Volatility information transfer

2.

Voting Rights and the Delayed Stock Price Response to Option Information

Number of pages: 48 Posted: 26 Feb 2021
Gang Li, Linti Zhang and Shaojun Zhang
Hong Kong Polytechnic University, Hong Kong Polytechnic University, School of Accounting and Finance and Hong Kong Polytechnic University
Downloads 29 (569,550)

Abstract:

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Implied volatility spread, Option to stock volume ratio, Special shareholder meeting, Value of voting right

3.

Jumps and Diffusive Variance: A Granular Analysis of Individual Stock Returns

HKUST Business School Research Paper No. 2021-027
Number of pages: 46 Posted: 26 Apr 2021 Last Revised: 04 Jun 2021
Gang Li, Ruicong Li and Chu Zhang
Hong Kong Polytechnic University, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 18 (642,392)

Abstract:

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Jumps, Diffusive Variance, Implied Volatility Smile