Huifeng Pan

University of International Business and Economics (UIBE)

10, Huixin Dongjie

Changyang District

Beijing, Beijing 100029

China

SCHOLARLY PAPERS

6

DOWNLOADS

684

SSRN CITATIONS

6

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Optimal Bitcoin Trading with Inverse Futures

Number of pages: 31 Posted: 24 Aug 2019
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 220 (210,728)
Citation 5

Abstract:

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Bitcoin; Inverse Futures; Optimal Investment; Utility Maximization

2.

Risk Structure and Optimal Hedging of Bitcoin Inverse Futures

Number of pages: 34 Posted: 25 Sep 2019
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 178 (253,905)

Abstract:

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Bitcoin, Inverse futures, Minimum-variance hedging, High-order risk

3.

Minimum-Variance Hedging of Bitcoin Inverse Futures

Accepted in Applied Economics
Number of pages: 29 Posted: 18 Mar 2020 Last Revised: 07 Jul 2020
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 128 (331,944)
Citation 2

Abstract:

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Bitcoin, Futures, Hedging efficiency, Risk management

4.

Mean-Variance Tradeoff of Bitcoin Inverse Futures

Number of pages: 15 Posted: 24 Mar 2020 Last Revised: 10 Jul 2020
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 105 (382,145)

Abstract:

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Bitcoin, Downside Risk, Futures, Volatility

5.

Disclosing and Cooling-Off: An Analysis of Insider Trading Rules

Rotman School of Management Working Paper No. 4249189
Number of pages: 50 Posted: 20 Oct 2022 Last Revised: 12 Dec 2022
Jun Deng, Huifeng Pan, Hongjun Yan and Liyan Yang
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), DePaul University and University of Toronto - Rotman School of Management
Downloads 52 (564,866)

Abstract:

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Insider trading, Rule 10b5-1, Sunshine trading, Disclosure, Cooling-off period.

6.

Causal Language Intensity in Performance Commentary and Financial Analyst Behaviour

Journal of Business Finance & Accounting, Vol. 46, Issue 1-2, pp. 3-31, 2019
Number of pages: 29 Posted: 20 Feb 2019
Shuyu Zhang, Walter Aerts and Huifeng Pan
Zhongnan University of Economics and Law, University of Antwerp and University of International Business and Economics (UIBE)
Downloads 1 (961,304)
Citation 3

Abstract:

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accuracy, analyst following, causal reasoning, dispersion, narrative disclosure

Other Papers (1)

Total Downloads: 34
1.

Trading Constraint, Disclosure and Welfare: Implications for SEC Rule 10b5-1

Number of pages: 45 Posted: 16 Sep 2020
Liyan Yang, Huifeng Pan and Jun Deng
University of Toronto - Rotman School of Management, University of International Business and Economics (UIBE) and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 34

Abstract:

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Rule 10b5-1, trading, disclosure, market efficiency