Search Results - "Zhuang, Xintian"

Journal Article

Spatial spillover around G20 stock markets and impact on the return: a spatial econometrics approach

by Zhang, Weiping Zhuang, Xintian Li, Yanshuang Published in Applied economics letters (15.12.2019)

“...This paper investigates the spatial return spillover among G20 financial market and the factors of return. To achieve this object, we define the new...”

Journal Article

Optimism bias, portfolio delegation, and economic welfare

by Wang, Jian Wang, Xiaoting Zhuang, Xintian Yang, Jun Published in Economics letters (01.01.2017)

“...This study explores the effects of investor optimism bias in a portfolio delegation framework. We show that the optimistic investor increases his portfolio...”

Journal Article

External Monitoring and Dynamic Behavior in Mutual Funds

by Wang, Jian Wang, Xiaoting Zhuang, Xintian Sheng, Jiliang
edited by Lin, Xiaodong
Published in Mathematical problems in engineering (20.09.2016)

“...This paper studies the impact of external monitoring on the behavior in mutual funds. Specifically, we investigate how and why external monitoring can...”

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Journal Article

The effects of optimism bias in teams

by Wang, Jian Zhuang, Xintian Yang, Jun Sheng, Jiliang Published in Applied economics (12.11.2014)

“...This article imports a behavioural perspective into a team context to study the effort-coordination problem among agents. Specifically, we investigate how the...”

Journal Article

Investor sentiment in the Chinese stock market: an empirical analysis

by Chi, Lixu Zhuang, Xintian Song, Dalei Published in Applied economics letters (01.03.2012)

“...This article focuses on investor sentiment and its relationships to stock returns and volatility in the Chinese stock market. By using mutual fund flows as a...”

Journal Article

The stability of Chinese stock network and its mechanism

by Zhang, Weiping Zhuang, Xintian Published in Physica A (01.02.2019)

“...Based on the multi-fractal properties of financial time series, Value-at-Risk (VaR) and price fluctuation correlation, we construct China’s stock market...”

Journal Article

American option valuation under time changed tempered stable Lévy processes

by Gong, Xiaoli Zhuang, Xintian Published in Physica A (15.01.2017)

“...Given that the underlying assets in financial markets exhibit stylized facts such as leptokurtosis, asymmetry, clustering properties and heteroskedasticity...”

Journal Article

Pricing foreign equity option under stochastic volatility tempered stable Lévy processes

by Gong, Xiaoli Zhuang, Xintian Published in Physica A (01.10.2017)

“...Considering that financial assets returns exhibit leptokurtosis, asymmetry properties as well as clustering and heteroskedasticity effect, this paper...”

Journal Article

Option pricing for stochastic volatility model with infinite activity Lévy jumps

by Gong, Xiaoli Zhuang, Xintian Published in Physica A (01.08.2016)

“...The purpose of this paper is to apply the stochastic volatility model driven by infinite activity Lévy processes to option pricing which displays infinite...”

Journal Article

The impact of gender and working experience on intertemporal choices

by Lu, Yang Zhuang, Xintian Published in Physica A (01.09.2014)

“...Intertemporal choice has been drawing attention in econophysics and neuroeconomics. In this paper, we experimentally estimate the parameters and AICc (Akaike...”

Journal Article

Dynamic evolution process of financial impact path under the multidimensional spatial effect based on G20 financial network

by Zhang, Weiping Zhuang, Xintian Li, Yanshuang Published in Physica A (15.10.2019)

“...This paper describes the features of the multidimensional spatial effects among G20 financial markets and investigates the dynamic evolution process of...”

Journal Article

Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes

by Gong, Xiaoli Zhuang, Xintian Published in The North American journal of economics and finance (01.04.2017)

“...Given that underlying assets in financial markets exhibit stylized facts such as leptokurtosis, asymmetry, clustering properties and heteroskedasticity effect,...”

Journal Article

Spatial pricing with multiple risk transmission channels and specific factors

by Chen, Na Jin, Xiu Zhuang, Xintian Yuan, Ying Published in Physica A (01.07.2020)

“...This study synthesizes interactions among real link and informational risk transmission channels to construct a spatial weight matrix and considers the effects...”

Conference Proceeding

3PL inventory pledge decision analysis under the unified credit logistics model

by Shi Jun Zhuang Xintian Liu Congcong Zhang Weiping Published in 2017 29th Chinese Control And Decision Conference (CCDC) (01.05.2017)

“...Based on supply chain inventory pledge financing, under the unified credit model, the research object is supply chain that consists of third-party logistics...”

Journal Article

Spatial spillover effects and risk contagion around G20 stock markets based on volatility network

by Zhang, Weiping Zhuang, Xintian Lu, Yang Published in The North American journal of economics and finance (01.01.2020)

“...Employing the spatial econometric model as well as the complex network theory, this study investigates the spatial spillovers of volatility among G20 stock...”

Journal Article

Part-whole bias in intertemporal choice: An empirical study of additive assumption

by Lu, Yang Wu, Dongmei Zhuang, Xintian Published in Physica A (01.12.2016)

“...Additive assumption means the overall value of multiple-dated outcomes is based on a simple aggregation of the values of each individual outcome. This...”

Conference Proceeding

A study on the external financing and coordination strategies of supply chain based on retailer's capital constraints

by Bo Hou Jun Shi Xintian Zhuang Published in 2016 Chinese Control and Decision Conference (CCDC) (01.05.2016)

“...The study focuses on the supply chain coordination issues of suppliers with capital constraints under stochastic demand when external financing mode is used...”

Conference Proceeding

The Bullwhip effect in marketing E-business system and its control strategy

by Zhiyong Zhang Xintian Zhuang Xiaoqing Li Published in 2016 Chinese Control and Decision Conference (CCDC) (01.05.2016)

“...The study of the problem of control the Bullwhip effect existence and quantity in network marketing system in e-business environment has built a dynamic system...”

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