- The S&P 500 P/E Ratio
- Regime Switching in Option Pricing: Estimation and Persistence of Market Volatility
- Estimation of One-factor Affine Models with Flexible Price of Risk
- Estimation of Two-factor Affine Models to the Mexican Bonds Market
- An Examination of Chinese Companies with A-H Share Price Differentials
- A Model for Natural Gas Storage Optionality
- Econometrics of Exchange-Traded Funds
- Hedge Funds Involvement in Economic Crisis
- Three Algorithms for American Options
- Identification and Significance of Momentum in Sovereign and Sub-sovereign Debt
- The Economics of U.S. Horse Racing Markets and an Empirical Analysis of the Gray Horse Bias
- 2007 Chinese Stock Market Crash and Non-tradable Share Release
- Optimal Replication of S&P 500 Index
- Central Banking during the Credit Crisis: A Comparative Analysis between the ECB and the Fed
- Do Industries Lead Stock Markets in Smaller Countries?
- Pricing of Emission Certificates under Cap and Trade Schemes with CDM
- Market versus Statutory Approach to Sovereign Debt Restructuring
- Maximum Likelihood Estimation of Jump-Diffusion Model
- Pricing the Risk of Private Equity Fund Commitments
- Measuring the Risk of Private Equity Fund Commitments
- An Empirical Study of Liquidity Effects in Equity Options Markets
- Analyses of the Efficiency of the Hong Kong Equity Markets
- How Can We Formulate and Convey the Value of Healthcare Link (Account Receivables Product) to Clients?
- Performance Matters: A Study about the Brazilian Fund's Industry
- A Simple Model of Emerging Markets Sovereign Bond Trading
- Rational Versus Adaptive Expectations in Present Value Models Applied to U.S. Interest Rates
- Reviewing Monetary Policy
- Modeling Asian Spread Options
- Variance and Volatility Swaps: A Review of Popular Methodologies
- Building AMCs with Chinese Characteristics: Application of the RTC Model on NPLs in China
- Opening up Microfinance to Global Capital Markets: Securitization of Microfinance Loans
- The Empirical Research on the Abnormal Returns of Initial Dividend Announcement in China
- A Comparison of Winning Premiums Paid for Companies in Management and Other Buyouts
- An Econmic Explanation to Implied Volatility Smile
- The Pricing of Barrier Options
- Seasonal Component in Temperature Time Series
- Time Series and Weather Derivatives
- The Price Impact of Credit Rating Announcements on Credit Default Swap Markets
- An Empirical Study on the Performance of ETFs in China
- The Spinoff Puzzle and the Carveout Puzzle: a Survey and a Contribution
- The Effect of Monetary Policy on Bank Lending in China: Evidence from Banks' Balance Sheets
- Risk Ratings of Middle Market Loan Exposure
- Pharmaceutical Firm Research and the Property Rights Framework
- Glamour versus Growth: the Asian Evidence
- The Myth of Usury
