Search Results - "Pan, Jiening"

On the conditional performance of the IVOL anomaly by Wang, Jianqiu, Wu, Ke, Pan, Jiening

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Disagreement, speculation, and the idiosyncratic volatility by Wang, Jianqiu, Wu, Ke, Pan, Jiening, Jiang, Ying

“…We propose that speculative trading plays an important role in explaining the idiosyncratic volatility (IVOL) puzzle and its associated empirical patterns in…”
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A test of general asymmetric dependence by Jiang, Lei, Maasoumi, Esfandiar, Pan, Jiening, Wu, Ke

“…We propose a modified mutual information measure to capture general asymmetric dependence between two random variables. Based on this measure, we propose a…”
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Essays on Non-linearities in Stock and Bond Returns: A Density-Based Approach by Pan, Jiening

“…The dissertation consists of three essays that revolve around non-linearities embedded in asset returns. In the first essay “The Role of Slope Heterogeneity in…”
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The effect of social cues on marketing decisions by Hentschel, H.G.E., Pan, Jiening, Family, Fereydoon, Zhang, Zhenyu, Song, Yiping

“…We address the question as to what extent individuals, when given information in marketing polls on the decisions made by the previous Nr individuals…”
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Essays on Non-linearities in Stock and Bond Returns: A Density-Based Approach by Pan, Jiening

“…The dissertation consists of three essays that revolve around non-linearities embedded in asset returns. In the first essay "The Role of Slope Heterogeneity in…”
Get full text