Peixuan Yuan, 袁佩轩
Peixuan Yuan, 袁佩轩
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Systematic Momentum: A New Class of Price Patterns
A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis
Granular Information and Sectoral Movements
Systematic Momentum in Corporate Bond Returns
Momentum and Factor Momentum: A Re-examination
Dissecting Momentum in China
Biased Expectations and Conditional Size Effect
Predictive Information in Corporate Bonds for the Equity Premium
Time-Varying Skew in VIX Derivatives Pricing
The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum
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