Pengfei Wang

Tianjin University - College of Management and Economics

NO.92 Weijin Road

Nankai District

Tianjin, 300072

China

SCHOLARLY PAPERS

4

DOWNLOADS

189

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Forecasting the Volatility of Bitcoin: The Importance of Jumps and Structural Breaks

European Financial Management, Forthcoming
Number of pages: 40 Posted: 17 Sep 2019 Last Revised: 15 Dec 2019
Dehua Shen, Andrew Urquhart and Pengfei Wang
Tianjin University - College of Management and Economics, ICMA Centre, Henley Business School and Tianjin University - College of Management and Economics
Downloads 93 (334,062)
Citation 3

Abstract:

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Volatility Forecasting, Bitcoin, Realized Volatility, Jumps, Structural Breaks

2.

Does Online Interaction between Firms and Investors Reduce Stock Price Crash Risk?

Number of pages: 55 Posted: 25 Feb 2021
Wei Zhang, Yi Li and Pengfei Wang
Tianjin University - College of Management and Economics, Tianjin University - College of Management and Economics and Tianjin University - College of Management and Economics
Downloads 53 (452,615)

Abstract:

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Online interaction; crash risk; external monitoring; information dissemination

3.

How Does Social Media Influence Earnings Management?

Number of pages: 52 Posted: 12 Feb 2021 Last Revised: 14 May 2021
Wei Zhang, Yi Li, Andrew Urquhart and Pengfei Wang
Tianjin University - College of Management and Economics, Tianjin University - College of Management and Economics, ICMA Centre, Henley Business School and Tianjin University - College of Management and Economics
Downloads 43 (493,647)

Abstract:

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Internet stock message boards; Earnings management; Cognitive evaluation theory

4.

MAX Momentum in Cryptocurrency Markets

Posted: 29 Jun 2020
Yi Li, Andrew Urquhart, Pengfei Wang and Wei Zhang
Tianjin University - College of Management and Economics, ICMA Centre, Henley Business School, Tianjin University - College of Management and Economics and Tianjin University - College of Management and Economics

Abstract:

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Cryptocurrency; MAX effect; Momentum