Research Outputs (623)

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Debtors at Play: Gaming Behavior and Consumer Credit Risk
Shuaishuai Gong, Ross Levine, Chen Lin, Wensi Xie ( 2024 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1287/mnsc.2023.4931
Disclosure of Bank-Specific Information and the Stability of Financial Systems
Liang Dai, Dan Luo, Ming Yang ( 2024 )
Publication in refereed journal
View Full-text in CUHK:
hhad089.pdf
Digital Object Identifier (DOI): http://dx.doi.org/10.1093/rfs/hhad089
Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding
Lin William Cong, Yizhou Xiao ( 2024 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1111/jofi.13294
Optimal VIX-linked Structure for the Target Benefit Pension Plan
Lv Chen, Danping Li, Yumin Wang, Xiaobai Zhu ( 2024 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1017/asb.2023.33
Regulatory investigations, media coverage, and audit opinions
Xuelian Li, Liang Dong, Hung Wan Kot, Ming Liu ( 2024 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.intaccaudtax.2024.100596
The market price to embedded value gap: an analysis of European life insurers
Derrick W. H. Fung, Charles C. Yang, Jason J. H. Yeh ( 2024 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1007/s11156-023-01196-7
A One-Factor Model of Corporate Bond Premia
Redouane Elkamhi, Chanik Jo, Yoshio Nozawa ( 2023 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1287/mnsc.2023.4784
A refracted Lévy process with delayed dividend pullbacks
Zijia Wang, Mohamed Amine Lkabous, David Landriault ( 2023 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/03461238.2022.2163512
Asset holders’ consumption risk and tests of conditional CCAPM
Redouane Elkamhi, Chanik Jo ( 2023 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.jfineco.2023.04.002
Bridging the first and last passage times for Lévy models
David Landriault, Bin Li, Mohamed Amine Lkabous, Zijia Wang ( 2023 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.spa.2022.12.005

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Research Outputs (623)

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