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Activities

Works (3)

A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis

Management Science
2024-08-23 | Journal article
Contributors: Peixuan Yuan
Source: check_circle
Crossref

Time-Varying Skew in VIX Derivatives Pricing

Management Science
2022-10 | Journal article
Contributors: Peixuan Yuan
Source: check_circle
Crossref

The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum

Economics Letters
2022-07 | Journal article
Contributors: Xinjie Wang; Zhiqiang Xiang; Weike Xu; Peixuan Yuan
Source: check_circle
Crossref

Peer review (2 reviews for 1 publication/grant)

Review activity for Journal of empirical finance. (2)