Author Page for Peixuan Yuan

Risk Momentum: A New Class of Price Patterns

Number of pages: 81 Posted: 28 Mar 2022 Last Revised: 04 Oct 2023

Sophia Zhengzi Li, Peixuan Yuan and Guofu Zhou

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Renmin University of China - School of Finance and Washington University in St. Louis - John M. Olin Business School

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Abstract:

2.

Granular Information and Sectoral Movements

Number of pages: 75 Posted: 08 Oct 2020 Last Revised: 30 May 2023

Hao Jiang, Sophia Zhengzi Li and Peixuan Yuan

Michigan State University, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Renmin University of China - School of Finance

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Citation 1

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3.

Information Transmission from Corporate Bonds to the Aggregate Stock Market

Number of pages: 82 Posted: 02 Mar 2023 Last Revised: 14 Nov 2023

Sophia Zhengzi Li, Peixuan Yuan and Guofu Zhou

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Renmin University of China - School of Finance and Washington University in St. Louis - John M. Olin Business School

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4.

The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

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The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

Economics Letters, Forthcoming

Number of pages: 23 Posted: 16 Feb 2022 Last Revised: 02 May 2022

Xinjie Wang, Zhiqiang Xiang, Weike Xu and Peixuan Yuan

Southern University of Science and Technology, Southern University of Science and Technology, Clemson University - Department of Finance and Renmin University of China - School of Finance

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The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

Number of pages: 23 Posted: 09 Apr 2022

Xinjie Wang, Zhiqiang Xiang, Weike Xu and Peixuan Yuan

Southern University of Science and Technology, Southern University of Science and Technology, Clemson University - Department of Finance and Renmin University of China - School of Finance

Downloads 63 (599,874)

Abstract:

5.

Time-Varying Skew in VIX Derivatives Pricing

Management Science accepted

Number of pages: 65 Posted: 22 Apr 2020 Last Revised: 22 Sep 2021

Peixuan Yuan

Renmin University of China - School of Finance

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Abstract:

6.

Gambling Preferences for Loser Stocks Everywhere

Number of pages: 57 Posted: 07 Sep 2023

Peixuan Yuan

Renmin University of China - School of Finance

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Peixuan Yuan

Renmin University of China - School of Finance

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Scholarly Papers (6)

Risk Momentum: A New Class of Price Patterns

Abstract:

Granular Information and Sectoral Movements

Abstract:

Information Transmission from Corporate Bonds to the Aggregate Stock Market

Abstract:

The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

Abstract:

The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

Abstract:

Time-Varying Skew in VIX Derivatives Pricing

Abstract:

Gambling Preferences for Loser Stocks Everywhere

Abstract:

Other Papers (1)

A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis

Abstract: