Yangshu Liu

Xiamen University - School of Management

Dr

No.422 Siming Nan Road

Xiamen, Fujian 361005

China

SCHOLARLY PAPERS

3

DOWNLOADS

582

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

International Volatility Risk and Chinese Stock Return Predictability

Journal of International Money and Finance, 2017, Vol. 70, 183-203
Number of pages: 42 Posted: 17 Feb 2015 Last Revised: 18 Jul 2017
Jian Chen, Fuwei Jiang, Yangshu Liu and Jun Tu
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE), Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Downloads 238 (158,246)
Citation 1

Abstract:

Loading...

Return Predictability, Implied Volatility, Out-of-sample Forecasting, Chinese Stock

2.

Lotto, How to Win? Skew Timing Strategies

Number of pages: 46 Posted: 04 May 2016
Jian Chen, Yangshu Liu and Jun Tu
Xiamen University - School of Economics, Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Downloads 181 (203,935)

Abstract:

Loading...

Mean-variance-skewness, Asset allocation, Realized skewness, Skewness forecasting

3.

Bid and Ask Prices of Index Put Options: Which Predicts the Underlying Stock Returns?

Number of pages: 30 Posted: 10 Dec 2018
Jian Chen and Yangshu Liu
Xiamen University - School of Economics and Xiamen University - School of Management
Downloads 163 (223,099)
Citation 1

Abstract:

Loading...

Implied Volatility, Option Bid Price, Option Ask Price, Stock Return Predictability