Tian Yue

Tian Yue

Chongqing Jiaotong University - Chongqing / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4810689
重庆交通大学
person_outline Tian Yue's MOST POPULAR ARTICLES
1-) 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 8*2021
2-) The Chinese equity index options market T Yue, JE Zhang, EKM Tan Emerging Markets Review 45, 100742, 2020 42020
3-) Does short-term momentum exist in China?T Yue, T Li, X RuanPacific-Basin Finance Journal 77, 101920, 202332023
4-) The volatility index and volatility risk premium in ChinaT Yue, X Ruan, S Gehricke, JE ZhangThe Quarterly Review of Economics and Finance 91, 40-55, 202332023
5-) Smirking in the energy market: Evidence from the Chinese crude oil options marketT Yue, LL Li, X Ruan, JE ZhangInternational Review of Financial Analysis 96, 103637, 20242024