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

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CORPORATE FINANCE | F270

Corporate Strategic Aggressiveness, Credit Cycle and Debt Default

Guo Jing, Zhang Xinmin

In recent years, corporate debt default events occur frequently and accelerate in China. The debt default entities have gradually spread to state-owned enterprises, urban investment platfo...

First published at: Jul 20, 2021

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doi:10.16538/j.cnki.fem.20210425.202

Foreign Economics & Management, Vol. 43, Issue 07, pp. 38 - 53

| 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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