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Tian Yue
Tian Yue
Chongqing Jiaotong University
Verified email at cqjtu.edu.cn
Title
Cited by
Cited by
Year
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
23*2021
The Chinese equity index options market
T Yue, JE Zhang, EKM Tan
Emerging Markets Review 45, 100742, 2020
72020
Does short-term momentum exist in China?
T Yue, T Li, X Ruan
Pacific-Basin Finance Journal 77, 101920, 2023
22023
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
1*2023
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
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Articles 1–5