Julie Ngo

Julie Ngo

Loyola Marymount University - Los Angeles / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5197859
person_outline Julie Ngo's MOST POPULAR ARTICLES
1-) Bitcoin: jumps, convenience yields, and option pricesJE Hilliard, JTD NgoQuantitative Finance 22 (11), 2079-2091, 202272022
2-) Linking executive pay to ESG goals: the role of board gender diversityTD Le, J NgoAvailable at SSRN 4190116, 202212022
3-) Political corruption and financial statement disaggregation decisions: The role of corporate cultureTD Le, J Ngo, N NguyenAvailable at SSRN 4963341, 20242024
4-) Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functionsJE Hilliard, J Hilliard, JTD NgoJournal of Commodity Markets, 100408, 20242024
5-) Implied Parameter Estimation for Jump Diffusion Models with Convenience Yield: Pricing Accuracy and the Role of Loss and Evaluation FunctionsJE Hilliard, J Hilliard, J NgoAvailable at SSRN 4598556, 20232023