Junhuan Zhang

Beihang University (BUAA) - School of Economic and Management Science

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Modelling High-Frequency Oil Market Volatility and Investor Sentiment Using Hawkes and Contact Processes

Number of pages: 42 Posted: 09 Nov 2022
Jiaqi Wen and Junhuan Zhang
University of Technology Sydney (UTS) and Beihang University (BUAA) - School of Economic and Management Science
Downloads 13 (877,321)

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HAR model, Contact model, Hawkes process, Volatility forecast, investor sentiment

2.

Drinking into Friends: Alcohol Drinking Culture and CEO Social Connections

Number of pages: 41 Posted: 11 Oct 2022
Jianxin Wang, Cailing Huang, Lin Xu and Junhuan Zhang
Central South University, Central South University, Shandong University and Beihang University (BUAA) - School of Economic and Management Science
Downloads 8 (922,839)

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CEO's social connections, Alcohol drinking culture, Gender difference