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Jump to: Article Number of items: 7. ArticleCao, Yi, Liu, Xiaoquan and Zhai, Jia (2021) Option valuation under no-arbitrage constraints with neural networks. European Journal of Operational Research, 293 (1). pp. 361-374. ISSN 03772217 Zhang, Qingjing, Choudhry, Taufiq, Kuo, Jing-Ming and Liu, Xiaoquan (2021) Does liquidity drive stock market returns? the role of investor risk aversion. Review of Quantitative Finance and Accounting . ISSN 0924-865X Cao, Yi, Liu, Xiaoquan, Zhai, Jia and Hua, Shan (2020) A two‐stage Bayesian network model for corporate bankruptcy prediction. International Journal of Finance & Economics . ISSN 1076-9307 Zhai, Jia, Cao, Yi and Liu, Xiaoquan (2020) A neural network enhanced volatility component model. Quantitative Finance . pp. 1-15. ISSN 1469-7688 Fei, Tianlun, Liu, Xiaoquan and Wen, Conghua (2019) Cross-sectional return dispersion and volatility prediction. Pacific-Basin Finance Journal, 58 . p. 101218. ISSN 0927-538X Jiang, Ying, Cao, Yi, Liu, Xiaoquan and Zhai, Jia (2019) Volatility modeling and prediction: the role of price impact. Quantitative Finance, 19 (12). pp. 2015-2031. ISSN 14697688 Ahmed, Shamim, Liu, Xiaoquan and Valente, Giorgio (2015) Can currency-based risk factors help forecast exchange rates? International Journal of Forecasting, 32 (1). pp. 75-97. ISSN 0169-2070 |
