Forecasting Option Returns with News
Jie Cao, Bing Han, Gang Li, Ruijing Yang, and Xintong Zhan
Working Paper, 2024
Research
You can also find my publications on Google Scholar.
Media Coverage and Option Returns
Linjia Song and Ruijing Yang
Working Paper, 2024
Aggregated Default Risk and Corporate Bond Returns
Linjia Song and Ruijing Yang
Working Paper, 2024
The Role of Abnormal Stock Trading Volume in the Equity Option Market
Jie Cao, Bing Han, Gang Li, Ruijing Yang, and Xintong Zhan
Working Paper, 2024