Scholarship created by the faculty of the University of Denver's School of Finance.
Submissions from 2024
Pooling and Winsorizing Machine Learning Forecasts to Predict Stock Returns with High-Dimensional Data, Erik Mekelburg and Jack Strauss
Submissions from 2019
Decomposing the Accrual Premium: The Evidence from Two Markets, Doina Chichernea, Anthony Holder, and Alex Petkevich
The Information Content of Realized Volatility of Sector Indices in China’s Stock Market, Tiantian Lin, Dehong Liu, Lili Zhang, and Peter Lung
Price Discovery in the Price Disagreement Between Equity and Option Markets: Evidence from SSE ETF50 Options of China, Dehong Liu, Qi Qiu, J. Christopher Hughen, and Peter Lung
Predictable Dynamics in the Implied Volatility Surface Based on Weighted Least Squares: Evidence from Soybean Meal Futures Options in China, Cong Sui, Peter Lung, and Mo Yang