Huifeng Pan

University of International Business and Economics (UIBE)

10, Huixin Dongjie

Changyang District

Beijing, Beijing 100029

China

SCHOLARLY PAPERS

6

DOWNLOADS

220

SSRN CITATIONS

3

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 77 (339,345)
Citation 4

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 69 (360,686)

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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 40 (460,958)
Citation 1

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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 32 (497,358)

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Bitcoin, Downside Risk, Futures, Volatility

5.

Cryptocurrency, Confirmatory Bias and News Readability – Evidence from the Largest Chinese Cryptocurrency Exchange

Accounting & Finance, Vol. 58, Issue 5, pp. 1445-1468, 2019
Number of pages: 24 Posted: 07 Mar 2019
Shuyu Zhang, Xuanyu Zhou, Huifeng Pan and Junyi Jia
Zhongnan University of Economics and Law, University of International Business and Economics (UIBE), University of International Business and Economics (UIBE) and Beijing Technology and Business University
Downloads 1 (707,355)
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Bitcoin, Block chain, Confirmatory bias, Cryptocurrency, Readability

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 (707,355)
Citation 2
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accuracy, analyst following, causal reasoning, dispersion, narrative disclosure

Other Papers (1)

Total Downloads: 1
1.

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

Number of pages: 45
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 1

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