Peixuan Yuan

Renmin University of China - School of Finance

Ming De Main Building

Renmin University of China

Beijing, Beijing 100872

China

SCHOLARLY PAPERS

3

DOWNLOADS

421

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Predicting High-Frequency Industry Returns: Machine Learners Meet News Watchers

Number of pages: 43 Posted: 08 Oct 2020
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
Downloads 225 (170,069)
Citation 1

Abstract:

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Industry Return, ETF, Return Predictability, LASSO, Boosted trees, News

2.

Gambling Preferences for Loser Stocks

Number of pages: 54 Posted: 14 Jul 2020
Peixuan Yuan
Renmin University of China - School of Finance
Downloads 123 (282,705)

Abstract:

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Gambling Preference, Past Performance, Effective Lottery-Like Features, Lotto Investors

3.

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
Downloads 73 (394,665)

Abstract:

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Vix Derivatives, Co-Jumps, Jump Intensity, Central Tendency, Implied Volatility Surface