Bei Chen

Bei Chen

University of Sydney - Sydney / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 5386549
person_outline Bei Chen's MOST POPULAR ARTICLES
1-) Measuring gambling activity in options marketB Chen, Q GanReview of Behavioral Finance 14 (3), 345-378, 202252022
2-) Anticipating jumps: Decomposition of straddle priceB Chen, Q Gan, A VasquezJournal of Banking & Finance 149, 106755, 202342023
3-) Sentiment, Implied Volatility Slope, and Risk-Neutral SkewnessB Chen, Q GanAvailable at SSRN 3256088, 201842018
4-) Does the options market underreact to firms’ left-tail risk?B Chen, Q Gan, A VasquezJournal of Financial and Quantitative Analysis, 1-69, 202222022
5-) Firm-specific sentiment and individual option\'s implied volatility slopeB Chen, Q GanReview of Behavioral Finance 15 (5), 672-693, 20232023