Lujing Su

University of Zurich - Department of Banking and Finance

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 46,025

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Top 46,025

in Total Papers Downloads

1,165

SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.

How Index Futures and ETFs Affect Stock Return Correlations

Number of pages: 53 Posted: 21 Jun 2015 Last Revised: 24 Aug 2016
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 738 (41,110)
Citation 8

Abstract:

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Asset correlations, limits to arbitrage, ETFs, futures

2.

Collateral Smile

Swiss Finance Institute Research Paper No. 11-51
Number of pages: 45 Posted: 08 Nov 2011 Last Revised: 29 Sep 2014
Markus Leippold and Lujing Su
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 427 (82,231)
Citation 4

Abstract:

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collateral requirements, funding costs, volatility smile, option pricing