Yueliang (Jacques) Lu

University of North Carolina (UNC) at Charlotte - Finance

PhD Student in Finance and Economics

9201 University City Boulevard

Charlotte, NC 28223

United States

http://JacquesYL.github.io

SCHOLARLY PAPERS

3

DOWNLOADS

474

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA

Number of pages: 83 Posted: 07 Dec 2020 Last Revised: 27 Dec 2021
Yufeng Han, Yueliang (Jacques) Lu, Weike Xu and Guofu Zhou
University of North Carolina (UNC) at Charlotte - Finance, University of North Carolina (UNC) at Charlotte - Finance, Clemson University - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 283 (140,698)
Citation 1

Abstract:

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Exogenous Short-Selling Shock; Mispricing; Anomalies; Market Efficiency; Dividend Taxation; Difference-in-Differences

2.

Serial Dependence in the Stock Market: What Can We Learn from Derivatives?

Number of pages: 63 Posted: 07 Apr 2021 Last Revised: 06 Oct 2021
Yueliang (Jacques) Lu and Weidong Tian
University of North Carolina (UNC) at Charlotte - Finance and University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
Downloads 109 (320,120)

Abstract:

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Autocorrelation, index options, VIX derivatives, belief formation, regression coefficients

3.

Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis

Number of pages: 46 Posted: 24 Jan 2019
Aparna Gupta, Yueliang (Jacques) Lu and Runzu Wang
Rensselaer Polytechnic Institute (RPI), University of North Carolina (UNC) at Charlotte - Finance and University of Oklahoma - Division of Finance
Downloads 82 (383,782)
Citation 3

Abstract:

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Contingent Convertible Debt, Network Model, Systemic Risk, 13-F Filing