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【With the same author name:【Ni Zhongxin】 Found 2 articles】 /Page Order by: Asce Desc

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| F832.5

Does Funds’ Forced Trading Cause Fund Style Drift? Also on the Moderating Effect of Fund Quarterly Report Disclosure Quality

Ni Zhongxin, Wang Jiao, Wu Jingfei

In recent years, public funds have become an important tool for residents to diversify investment. However, many funds show a phenomenon of style drift, which not only brings worse returns...

First published at: Mar 03, 2023

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doi:10.16538/j.cnki.jfe.20221217.103

Journal of Finance and Economics, Vol. 49, Issue 03, pp. 79 - 93

| F832.5

Research on the Risk Information Contained in the Shape of Implied Volatility Smile of SSE 50ETF Options

Ni Zhongxin, Guo Jing, Wang Linyu

We mainly use the methods of linear regression, factor beta-based portfolio sorting, and Fama-Macbeth regression to study the different risk significance of the implied volatility smile sh...

First published at: Apr 01, 2020

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doi:10.16538/j.cnki.jfe.2020.04.011

Journal of Finance and Economics, Vol. 46, Issue 04, pp. 155 - 168,封三

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