Sophie Xiaoyan Ni
Sophie Xiaoyan Ni
Hong Kong Baptist University
Email verificata su ust.hk - Home page
Titolo
Citata da
Citata da
Anno
Contrarian and momentum strategies in the China stock market: 1993–2000
J Kang, MH Liu, SX Ni
Pacific-Basin Finance Journal 10 (3), 243-265, 2002
4362002
Volatility information trading in the option market
SX Ni, J Pan, AM Poteshman
The Journal of Finance 63 (3), 1059-1091, 2008
348*2008
Stock price clustering on option expiration dates
SX Ni, ND Pearson, AM Poteshman
Journal of Financial Economics 78 (1), 49-87, 2005
1802005
The effects of investor sentiment on speculative trading and prices of stock and index options
ML Lemmon, SX Ni
EFA 2009 Bergen Meetings Paper, 2011
672011
Demand for crash insurance, intermediary constraints, and risk premia in financial markets
H Chen, S Joslin, SX Ni
The Review of Financial Studies 32 (1), 228-265, 2019
662019
Trading puts and CDS on stocks with short sale ban
SX Ni, J Pan
unpublished HKUST and MIT working paper (July), 2011
552011
Days to cover and stock returns
H Hong, W Li, SX Ni, JA Scheinkman, P Yan
National Bureau of Economic Research, 2015
392015
The information in option volume for stock prices
J Pan, AM Poteshman
Unpublished working paper. Massachusetts Institute of Technology and …, 2003
362003
Differences in trading and pricing between stock and index options
M Lemmon, SX Ni
Management Science 60 (8), 1985-2001, 2014
292014
Demand for crash insurance, intermediary constraints, and stock return predictability
H Chen, S Joslin, S Ni
AFA 2013 San Diego Meetings Paper, 2014
142014
Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
SX Ni, ND Pearson, AM Poteshman, J White
The Review of Financial Studies, 2018
102018
Demand for crash insurance and stock returns
H Chen, S Joslin, S Ni
92013
Does option trading affect the return predictability of short selling activity?
K Chan, HW Kot, SX Ni
Available at SSRN 2434387, 2016
52016
Does option trading affect the return predictability of short selling activity?
K Chan, HW Kot, SX Ni
Available at SSRN 2434387, 2016
52016
the Information in Option Volume for Future Stock Volatility
SX Ni, J Pan, A Poteshman
Journal of Finance 63, 1059-1091, 2008
42008
All are smart: Do short sellers convey more information than option investors?
K Chan, HW Kot, SX Ni
Available at SSRN 1786326, 2011
32011
The effects of sentiment on option speculative trading and prices of stock and index options
ML Lemmon, S Ni
Caesarea Centre 6th Annual Academic Conference, 2009
32009
Contrarian and Momentum Strategies in the China Stock Market: 1993–2000
SX Ni, J Kang, MH Liu
Pacific Basin Finance Journal 10, 243, 2002
22002
Stock option return: A puzzle
XN Sophie
Retrieved on January 13, 2011, 2007
12007
Stock option return: a puzzle
SN Xiaoyan
Working Paper., Jun Pan, and Allen M. Poteshman, 2006, Volatility …, 2006
12006
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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