Zhenjiang Qin

University of Macau

Assistant Professor

Macau

China

SCHOLARLY PAPERS

4

DOWNLOADS

64

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Speculations in Option Markets Enhance Allocation Efficiency with Heterogeneous Beliefs and Learning

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 31 Aug 2013
Zhenjiang Qin
University of Macau
Downloads 51 (471,126)

Abstract:

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eterogeneous Beliefs, Bayesian Learning, Option, Allocation Efficiency, Risk Premium

2.

An Equilibrium Model of Imperfect Hedging with Transaction Costs

Number of pages: 63 Posted: 16 Aug 2021 Last Revised: 30 Aug 2021
Mark Loewenstein and Zhenjiang Qin
University of Maryland - Robert H. Smith School of Business and University of Macau
Downloads 10 (711,688)

Abstract:

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Transaction costs; Equilibrium; Imperfect hedging; Asset pricing; Market maker

3.

Achieve Pareto Equilibrium with Continuous Speculations: An Ex-Ante Perspective

Number of pages: 61 Posted: 10 Sep 2021 Last Revised: 15 Sep 2021
Zhenjiang Qin
University of Macau
Downloads 3 (766,833)

Abstract:

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Ex-ante analysis; Heterogeneous confidences; Existence of equilibrium; Quadratic derivative; Continuous trading; Asset pricing

4.

Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare

Accounting Review, Forthcoming
Posted: 21 Jul 2011 Last Revised: 25 Dec 2013
Peter O. Christensen and Zhenjiang Qin
Copenhagen Business School - Department of Finance and University of Macau

Abstract:

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heterogeneous beliefs, public information, dynamic trading, cost of capital, real effects, investor welfare