Yibing Du

Yibing Du

University of Texas Arlington - Arlington / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203344
Université du Texas à Arlington
person_outline Yibing Du's MOST POPULAR ARTICLES
1-) Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas marketY Du, C Wang, Y DuQuantitative Finance 12 (12), 1877-1891, 201292012
2-) Credit risk price discovery in equity, debt, and credit derivative marketsY Du, JA HanszUnpublished working paper, 200912009
3-) Impacts of Sector and Company Size on Effective Factor Investing: Evidence from US Equity MarketsSK Sarkar, Y Du, N VafaiAvailable at SSRN 3705001, 20192019
4-) Impacts of Sector and Company Size on Effective Factor Investing: Evidence from US Equity MarketsY Du, SK Sarkar, N Vafai2018
5-) Price Discovery Of Credit RiskY DuFinance & Real Estate, 20092009