Huifeng Pan

University of International Business and Economics (UIBE)

10, Huixin Dongjie

Changyang District

Beijing, Beijing 100029

China

SCHOLARLY PAPERS

5

DOWNLOADS

93

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

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 50 (402,714)
Citation 1

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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 41 (436,231)

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

3.

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 (674,918)
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Bitcoin, Block chain, Confirmatory bias, Cryptocurrency, Readability

4.

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 (674,918)
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accuracy, analyst following, causal reasoning, dispersion, narrative disclosure

5.

Minimum-Variance Hedging of Bitcoin Inverse Futures

Number of pages: 24
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
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Bitcoin, Futures, Hedging efficiency, Risk management