IDEAS home Printed from https://ideas.repec.org/d/cbstccn.html
 

Publications

by members of

College of Business
Southern University of Science and Technology
Shenzhen, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2022

  1. Richard B. Freeman & Xiaofei Pan & Xiaolan Yang & Maoliang Ye, 2022. "Team Incentives and Lower Ability Workers: An Experimental Study on Real-Effort Tasks," NBER Working Papers 30427, National Bureau of Economic Research, Inc.

2020

  1. Maoliang Ye & Jie Zheng & Plamen Nikolov & Sam Asher, 2020. "One Step at a Time: Does Gradualism Build Coordination?," Papers 2006.01386, arXiv.org.

2018

  1. Lin, B. & Lin, Z. & Zhang, Y.Y. & Liu, W., 2018. "The Impact of New Rural Pension Scheme on the Rural Elderly in China: Evidences of Regional Differences in Formal and Informal Labor Supply," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 275997, International Association of Agricultural Economists.

2007

  1. Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang, 2007. "Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges," Swiss Finance Institute Research Paper Series 07-11, Swiss Finance Institute.

1999

  1. Sweet, R. & Lin, Z., 1999. "Union Membership and Apprenticeship Completion," Training Matters: Working Paper Series 99-06, Training Matters and the Centre for Research on Work and Society..

1995

  1. Lin, Z., 1995. "La mobilite interprovinciale de la main-d'oeuvre au Canada: le role de l'assurance-chomage et l'aide sociale," Papers 26, Gouvernement du Canada - Human Resources.

1992

  1. Gordon, D.V. & Lin, Z. & Osberg, L. & Phipps, S., 1992. "Predicting Probabilities: Inherent and Sampling Variability in the Estimation of Discrete-Choice Model," Papers 136, Calgary - Department of Economics.
  2. Lin, Z. & Manz, D. H., 1992. "Optimal operation of irrigation canal systems using nonlinear programming - Dynamic simulation model," IWMI Books, Reports H022427, International Water Management Institute.

Journal articles

2023

  1. Xiaolin Wang & Zhaojun Yang & Pingping Zeng, 2023. "Pricing contingent convertibles with idiosyncratic risk," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 660-693, September.
  2. Zhaojun Yang & Nanhui Zhu, 2023. "The timing of debt renegotiation and its implications for irreversible investment and capital structure," Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 887-900, May.

2022

  1. Linjia Dong & Zhaojun Yang, 2022. "An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 1175-1196, October.
  2. Guanghua Lian & Robert J. Elliott & Petko Kalev & Zhaojun Yang, 2022. "Approximate pricing of American exchange options with jumps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 983-1001, June.

2021

  1. Pengfei Luo & Zhaojun Yang, 2021. "Investment and financing for cash flow discounted with group diversity," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 769-785, September.

2020

  1. Maoliang Ye & Jie Zheng & Plamen Nikolov & Sam Asher, 2020. "One Step at a Time: Does Gradualism Build Coordination?," Management Science, INFORMS, vol. 66(1), pages 113-129, January.
  2. Zhaojun Yang, 2020. "Investment and asset securitization with an option‐for‐guarantee swap," European Financial Management, European Financial Management Association, vol. 26(4), pages 1006-1030, September.
  3. Luo, Pengfei & Tian, Yuan & Yang, Zhaojun, 2020. "Real option duopolies with quasi-hyperbolic discounting," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  4. Wang, Haoyu & Di, Junpeng & Yang, Zhaojun & Han, Qing, 2020. "Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
  5. Gan, Lirong & Wang, Huamao & Yang, Zhaojun, 2020. "Machine learning solutions to challenges in finance: An application to the pricing of financial products," Technological Forecasting and Social Change, Elsevier, vol. 153(C).
  6. D. Wragg & Q. Liu & Z. Lin & V. Riggio & C. A. Pugh & A. J. Beveridge & H. Brown & D. A. Hume & S. E. Harris & I. J. Deary & A. Tenesa & J. G. D. Prendergast, 2020. "Using regulatory variants to detect gene–gene interactions identifies networks of genes linked to cell immortalisation," Nature Communications, Nature, vol. 11(1), pages 1-14, December.

2019

  1. Yanping Cai & Zhaojun Yang & Zhiming Zhao, 2019. "Contingent capital with repeated interconversion between debt‐ and equity‐like instruments," European Financial Management, European Financial Management Association, vol. 25(2), pages 358-379, March.
  2. Luo, Pengfei & Yang, Zhaojun, 2019. "Growth Option And Debt Maturity With Equity Default Swaps In A Regime-Switching Framework," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2250-2268, September.
  3. Pengfei Luo & Jie Xiong & Jinqiang Yang & Zhaojun Yang, 2019. "Real options under a double exponential jump-diffusion model with regime switching and partial information," Quantitative Finance, Taylor & Francis Journals, vol. 19(6), pages 1061-1073, June.
  4. Liang, Z. & Chen, H. & Chen, S. & Lin, Z. & Kang, C., 2019. "Probability-driven transmission expansion planning with high-penetration renewable power generation: A case study in northwestern China," Applied Energy, Elsevier, vol. 255(C).
  5. Fong, K.F. & Lee, C.K. & Lin, Z., 2019. "Investigation on effect of indoor air distribution strategy on solar air-conditioning systems," Renewable Energy, Elsevier, vol. 131(C), pages 413-421.

2018

  1. Xiaolin Tang & Zhaojun Yang, 2018. "Irreversible investment, ambiguity and equity default swaps," Applied Economics Letters, Taylor & Francis Journals, vol. 25(18), pages 1301-1305, October.

2017

  1. Ye, Maoliang & Yi, Junjian, 2017. "Parental preferences, production technologies, and provision for progeny," Journal of Comparative Economics, Elsevier, vol. 45(2), pages 261-270.
  2. An, Weihua & Ye, Maoliang, 2017. "Mind the gap: Disparity in redistributive preference between political elites and the public in China," European Journal of Political Economy, Elsevier, vol. 50(C), pages 75-91.
  3. Qianping Ren & Maoliang Ye, 2017. "Donations Make People Happier: Evidence from the Wenchuan Earthquake," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 132(1), pages 517-536, May.
  4. Qianping Ren & Maoliang Ye, 2017. "Losing children and mental well-being: evidence from China," Applied Economics Letters, Taylor & Francis Journals, vol. 24(12), pages 868-877, July.
  5. Luo, Pengfei & Yang, Zhaojun, 2017. "Real options and contingent convertibles with regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 122-135.
  6. Tan, Yingxian & Yang, Zhaojun, 2017. "Growth option, contingent capital and agency conflicts," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 354-369.
  7. Liu Gan & Zhaojun Yang, 2017. "Investment, agency conflicts, debt maturity, and loan guarantees by negotiation," Annals of Finance, Springer, vol. 13(3), pages 253-271, August.

2016

  1. Dandan Song & Zhaojun Yang, 2016. "Contingent Capital, Real Options, and Agency Costs," International Review of Finance, International Review of Finance Ltd., vol. 16(1), pages 3-40, March.
  2. Tan, Yingxian & Yang, Zhaojun, 2016. "Contingent capital, capital structure and investment," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 56-73.
  3. Luo, Pengfei & Wang, Huamao & Yang, Zhaojun, 2016. "Investment and financing for SMEs with a partial guarantee and jump risk," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1161-1168.
  4. Gan, Liu & Luo, Pengfei & Yang, Zhaojun, 2016. "Real option, debt maturity and equity default swaps under negotiation," Finance Research Letters, Elsevier, vol. 18(C), pages 278-284.
  5. Wuyuan Jiang & Zhaojun Yang, 2016. "The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2016(5), pages 385-397, May.
  6. L. Schmitz & D. P. Fulton & E. Ruskov & C. Lau & B. H. Deng & T. Tajima & M. W. Binderbauer & I. Holod & Z. Lin & H. Gota & M. Tuszewski & S. A. Dettrick & L. C. Steinhauer, 2016. "Suppressed ion-scale turbulence in a hot high-β plasma," Nature Communications, Nature, vol. 7(1), pages 1-11, December.

2015

  1. Zhaojun Yang & Chunhong Zhang, 2015. "The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 371-392, November.
  2. Wang, Huamao & Yang, Zhaojun & Zhang, Hai, 2015. "Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk," European Journal of Operational Research, Elsevier, vol. 241(3), pages 863-871.
  3. Yang, Zhaojun & Zhao, Zhiming, 2015. "Valuation and analysis of contingent convertible securities with jump risk," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 124-135.
  4. Xiang, Hua & Yang, Zhaojun, 2015. "Investment timing and capital structure with loan guarantees," Finance Research Letters, Elsevier, vol. 13(C), pages 179-187.
  5. Yang, Zhaojun & Zhang, Chunhong, 2015. "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 254-273.
  6. Z. Lin & C. R. Burn & F. Niu & J. Luo & M. Liu & G. Yin, 2015. "The Thermal Regime, including a Reversed Thermal Offset, of Arid Permafrost Sites with Variations in Vegetation Cover Density, Wudaoliang Basin, Qinghai‐Tibet Plateau," Permafrost and Periglacial Processes, John Wiley & Sons, vol. 26(2), pages 142-159, April.

2014

  1. Song, Dandan & Wang, Huamao & Yang, Zhaojun, 2014. "Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 1-11.
  2. Dandan Song & Zhaojun Yang, 2014. "Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 1-26, June.
  3. Wuyuan Jiang & Zhaojun Yang, 2014. "The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds," Indian Journal of Pure and Applied Mathematics, Springer, vol. 45(4), pages 479-495, August.

2013

  1. Yang, Zhaojun & Zhang, Hai, 2013. "Optimal capital structure with an equity-for-guarantee swap," Economics Letters, Elsevier, vol. 118(2), pages 355-359.
  2. Dandan Song & Jinqiang Yang & Zhaojun Yang, 2013. "High-Water Marks and Hedge Fund Management Contracts with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 327-350, October.
  3. Z. Y. Peng & Z. Lin & X. B. Li, 2013. "Semistrict -Preinvexity and Optimality in Nonlinear Programming," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-7, May.

2012

  1. Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping, 2012. "The discounted penalty function with multi-layer dividend strategy in the phase-type risk model," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1358-1366.
  2. Jinqiang Yang & Zhaojun Yang, 2012. "Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 39(2), pages 195-217, February.
  3. Jinqiang Yang & Zhaojun Yang, 2012. "Arbitrage-free interval and dynamic hedging in an illiquid market," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1029-1039, May.
  4. Chow, T.T. & Bai, Y. & Fong, K.F. & Lin, Z., 2012. "Analysis of a solar assisted heat pump system for indoor swimming pool water and space heating," Applied Energy, Elsevier, vol. 100(C), pages 309-317.

2011

  1. Zhaojun Yang & Christian-Oliver Ewald & Wen-Kai Wang, 2011. "A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA," Journal of Probability and Statistics, Hindawi, vol. 2011, pages 1-23, August.
  2. Zhaojun Yang & Christian-Oliver Ewald & Olaf Menkens, 2011. "Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 93-120, August.

2010

  1. Yang, Zhaojun & Ewald, Christian-Oliver, 2010. "On the non-equilibrium density of geometric mean reversion," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 608-611, April.
  2. Fong, K.F. & Lee, C.K. & Chow, T.T. & Lin, Z. & Chan, L.S., 2010. "Solar hybrid air-conditioning system for high temperature cooling in subtropical city," Renewable Energy, Elsevier, vol. 35(11), pages 2439-2451.
  3. Chow, T.T. & Pei, G. & Fong, K.F. & Lin, Z. & Chan, A.L.S. & He, M., 2010. "Modeling and application of direct-expansion solar-assisted heat pump for water heating in subtropical Hong Kong," Applied Energy, Elsevier, vol. 87(2), pages 643-649, February.

2009

  1. Zhaojun Yang & Christian-Oliver Ewald & Yajun Xiao, 2009. "Implied Volatility From Asian Options Via Monte Carlo Methods," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 153-178.
  2. Chow, T.T. & Chan, A.L.S. & Fong, K.F. & Lin, Z. & He, W. & Ji, J., 2009. "Annual performance of building-integrated photovoltaic/water-heating system for warm climate application," Applied Energy, Elsevier, vol. 86(5), pages 689-696, May.

2008

  1. Christian-Oliver Ewald & Zhaojun Yang, 2008. "Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 68(1), pages 97-123, August.

2006

  1. Chow, T.T. & Fong, K.F. & Chan, A.L.S. & Lin, Z., 2006. "Potential application of a centralized solar water-heating system for a high-rise residential building in Hong Kong," Applied Energy, Elsevier, vol. 83(1), pages 42-54, January.
  2. S. Liu & Z. Lin, 2006. "Modulation of photonic band structures with dielectric anisotropy," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 53(3), pages 301-306, October.

2005

  1. Z. Lin, 2005. "Essential Components of the Set of Weakly Pareto-Nash Equilibrium Points for Multiobjective Generalized Games in Two Different Topological Spaces," Journal of Optimization Theory and Applications, Springer, vol. 124(2), pages 387-405, February.

2004

  1. Z. Lin & X. Wang, 2004. "A Functional Limit Theorem for Observations That Change with Time," Journal of Theoretical Probability, Springer, vol. 17(4), pages 887-903, October.

2003

  1. Z. Lin, 2003. "Chinese bookkeeping systems: a study of accounting adaptation and change," Accounting History Review, Taylor & Francis Journals, vol. 13(1), pages 83-98.

2001

  1. Zhaojun Yang & Chaoqun Ma, 2001. "Optimal Trading Strategy With Partial Information And The Value Of Information: The Simplified And Generalized Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 4(05), pages 759-772.

2000

  1. Moskowitz, J.M. & Lin, Z. & Hudes, E.S., 2000. "The impact of workplace smoking ordinances in California on smoking cessation," American Journal of Public Health, American Public Health Association, vol. 90(5), pages 757-761.

1999

  1. Z. Lin & Y. Li, 1999. "Homotopy Method for Solving Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 100(1), pages 207-218, January.

1998

  1. Hu, T.-W. & Lin, Z. & Keeler, T.E., 1998. "Teenage smoking, attempts to quit, and school performance," American Journal of Public Health, American Public Health Association, vol. 88(6), pages 940-943.

1993

  1. Clayton, S. & Yang, H. & Guan, J. & Lin, Z. & Wang, R., 1993. "Hepatitis B control in China: Knowledge and practices among village doctors," American Journal of Public Health, American Public Health Association, vol. 83(12), pages 1685-1688.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.