The implied volatility smirk in the Chinese equity options market T Yue, SA Gehricke, JE Zhang, Z Pan Pacific-Basin Finance Journal 69, 101624, 2021 | 24* | 2021 |
The Chinese equity index options market T Yue, JE Zhang, EKM Tan Emerging Markets Review 45, 100742, 2020 | 9 | 2020 |
The volatility index and volatility risk premium in China T Yue, X Ruan, S Gehricke, JE Zhang The Quarterly Review of Economics and Finance 91, 40-55, 2023 | 3* | 2023 |
Does short-term momentum exist in China? T Yue, T Li, X Ruan Pacific-Basin Finance Journal 77, 101920, 2023 | 2 | 2023 |
Comomentum in China: Inferring arbitrage activity from return correlation T Yue, J Huang, X Ruan Pacific-Basin Finance Journal 85, 102351, 2024 | | 2024 |
Does a firm’s geographic feature matter for stock returns? Evidence from the Chinese A-share market C Liu, T Yue, Y Yin Applied Economics 55 (21), 2455-2476, 2023 | | 2023 |