Jian Du

Jian Du

University of Massachusetts Amherst - Amherst / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5196981
person_outline Jian Du's MOST POPULAR ARTICLES
1-) The tail in the volatility indexJ Du, N KapadiaU. Massachusetts, Amherst Work. Pap, 2012982012
2-) The tail in the volatility index. U. MassachusettsJ Du, N KapadiaAmherst Working paper, 201292012
3-) The tail in the volatility indexN Kapadia, J DuFifth Singapore International Conference on Finance, 201152011
4-) Excess returns to buying low options‐volume stocks and selling high options‐volume stocks: Information or characteristics?L Cai, J DuJournal of Futures Markets 38 (12), 1487-1513, 201832018