Publications
by members of
China Financial Policy Research Center
Renmin University of China
Beijing, 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
2017
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2017. "The efficiency of crackdowns. An experiment in public transportations," Post-Print halshs-01335686, HAL.
2016
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2016.
"Cheating in the Lab Predicts Fraud in the Field: An Experiment in Public Transportations,"
Working Papers
1605, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2018. "Cheating in the Lab Predicts Fraud in the Field: An Experiment in Public Transportation," Management Science, INFORMS, vol. 64(3), pages 1081-1100, March.
- Marie Claire Villeval & Fabio Galeotti & Zhixin Dai, 2016. "Cheating in the Lab Predicts Fraud in the Field: An Experiment in Public Transportations," Working Papers id:9908, eSocialSciences.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2018. "Cheating in the Lab Predicts Fraud in the Field: An experiment in public transportations," Post-Print halshs-01348517, HAL.
- Dai, Zhixin & Galeotti, Fabio & Villeval, Marie Claire, 2016. "Cheating in the Lab Predicts Fraud in the Field: An Experiment in Public Transportations," IZA Discussion Papers 9702, Institute of Labor Economics (IZA).
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2016. "Cheating in the Lab Predicts Fraud in the Field An Experiment in Public Transportations," Working Papers halshs-01265696, HAL.
2015
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2015.
"The efficiency of crackdowns: A lab-in-the-field experiment in public transportations,"
Post-Print
halshs-01183369, HAL.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2017. "The efficiency of crackdowns: a lab-in-the-field experiment in public transportations," Theory and Decision, Springer, vol. 82(2), pages 249-271, February.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2016. "The Efficiency of Crackdowns: A Lab-in-the-Field Experiment in Public Transportations," Working Papers halshs-01270808, HAL.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2016. "The Efficiency of Crackdowns: A Lab-in-the-Field Experiment in Public Transportations," Working Papers 1607, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2015. "The efficiency of crackdowns: A lab-in-the-field experiment in public transportations," Post-Print halshs-01183366, HAL.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2015.
"Dishonesty in the lab predicts dishonesty in the field: An experiment in public transportations,"
Post-Print
halshs-01184335, HAL.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2015. "Dishonesty in the lab predicts dishonesty in the field: An experiment in public transportations," Post-Print halshs-01366347, HAL.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2015. "Dishonesty in the lab predicts dishonesty in the field: An experiment in public transportations," Post-Print halshs-01418304, HAL.
- Marie Claire Villeval, 2015. "Dishonesty in the lab predicts dishonesty in the field: An experiment in public transportations," Post-Print halshs-01225180, HAL.
2014
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2014.
"Ambiguity on audits and cooperation in a public goods game,"
Working Papers
1403, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Dai, Zhixin & Hogarth, Robin M. & Villeval, Marie Claire, 2015. "Ambiguity on audits and cooperation in a public goods game," European Economic Review, Elsevier, vol. 74(C), pages 146-162.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2014. "Ambiguity on audits and cooperation in a public goods game," Working Papers halshs-00944500, HAL.
- Dai, Zhixin & Hogarth, Robin M. & Villeval, Marie Claire, 2014. "Ambiguity on Audits and Cooperation in a Public Goods Game," IZA Discussion Papers 7932, Institute of Labor Economics (IZA).
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2015. "Ambiguity on audits and cooperation in a public goods game," Post-Print halshs-01089700, HAL.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2014. "Ambiguity on audits and cooperation in a public goods game," Post-Print halshs-01096090, HAL.
2012
- James B. Davies & Xiaojun Shi & John Whalley, 2012.
"The Possibilities for Global Inequality and Poverty Reduction Using Revenues from Global Carbon Pricing,"
University of Western Ontario, Economic Policy Research Institute Working Papers
20127, University of Western Ontario, Economic Policy Research Institute.
- James Davies & Xiaojun Shi & John Whalley, 2014. "The possibilities for global inequality and poverty reduction using revenues from global carbon pricing," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 12(3), pages 363-391, September.
- Huifang Tian & Xiaojun Shi & John Whalley, 2012. "Cross Country Fairness Considerations and Country Implications of Alternative Approaches to a Global Emission Reduction Regime," NBER Working Papers 18443, National Bureau of Economic Research, Inc.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2012.
"Intermittent Sanctions and Cooperation in a Public Good Game,"
Post-Print
halshs-00725948, HAL.
- Marie Claire Villeval, 2012. "Intermittent Sanctions and Cooperation in a Public Good Game," Post-Print halshs-00725980, HAL.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2012. "Intermittent Sanctions and Cooperation in a Public Good Game," Post-Print halshs-00725949, HAL.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2012. "Intermittent Sanctions and Cooperation in a Public Good Game," Post-Print halshs-00725954, HAL.
2011
- James B. Davies & Xiaojun Shi & John Whalley, 2011. "The Possibilities For Global Poverty Reduction Using Revenues From Global Carbon Pricing," NBER Working Papers 16878, National Bureau of Economic Research, Inc.
2010
- Zhixin Dai, 2010. "The best fund manager in France: Christian Cambier," Post-Print halshs-00956773, HAL.
- Zhixin Dai, 2010. "Banque de Savoie: the service of approximation," Post-Print halshs-00956795, HAL.
2009
- John Whalley & Shunming Zhang, 2009.
"On the Arbitrariness of Consumption,"
CESifo Working Paper Series
2566, CESifo.
- John Whalley & Shunming Zhang, 2011. "On the arbitrariness of consumption," Applied Economics Letters, Taylor & Francis Journals, vol. 18(4), pages 301-304.
- John Whalley & Jun Yu & Shunming Zhang, 2009.
"Trade Retaliation in a Monetary-Trade Model,"
CESifo Working Paper Series
2526, CESifo.
- Whalley John & Yu Jun & Zhang Shunming, 2012. "Trade Retaliation in a Monetary-Trade Model," Global Economy Journal, De Gruyter, vol. 12(1), pages 1-29, March.
2008
- Raymond Riezman & John Whalley & Shunming Zhang, 2008.
"Metrics Capturing the Degree to Which Individual Economies Are Globalized,"
University of Western Ontario, Economic Policy Research Institute Working Papers
20085, University of Western Ontario, Economic Policy Research Institute.
- Raymond G. Riezman & John Whalley & Shunming Zhang, 2013. "Metrics capturing the degree to which individual economies are globalized," Applied Economics, Taylor & Francis Journals, vol. 45(36), pages 5046-5061, December.
- Raymond Riezman & John Whalley & Shunming Zhang, 2005. "Metrics Capturing the Degree to which Individual Economies are Globalized," CESifo Working Paper Series 1450, CESifo.
- Yao Amber Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2008.
"The Higher Educational Transformation of China and Its Global Implications,"
NBER Working Papers
13849, National Bureau of Economic Research, Inc.
- Yao Amber Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2011. "The Higher Educational Transformation of China and Its Global Implications," The World Economy, Wiley Blackwell, vol. 34(4), pages 516-545, April.
- Yao Amber Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2012. "The Higher Educational Transformation of China and Its Global Implications," Palgrave Macmillan Books, in: Christine T. Ennew & David Greenaway (ed.), The Globalization of Higher Education, chapter 10, pages 135-162, Palgrave Macmillan.
2006
- John Whalley & Shunming Zhang, 2006. "State-Owned Enterprise Behaviour Responses to Trade Reforms: Some Analytics and Numerical Simulation Results Using Chinese Data," NBER Working Papers 12780, National Bureau of Economic Research, Inc.
2005
- Hui Huang & John Whalley & Shunming Zhang, 2005. "Trade Liberalization in a Joint Spatial Inter-Temporal Trade Model," CESifo Working Paper Series 1463, CESifo.
- Hui Huang & Yi Wang & Yiming Wang & John Whalley & Shunming Zhang, 2005. "A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float," CESifo Working Paper Series 1471, CESifo.
2004
- John Whalley & Shunming Zhang, 2004. "Inequality Change in China and (Hukou) Labour Mobility Restrictions," NBER Working Papers 10683, National Bureau of Economic Research, Inc.
2001
- Wang, Changyun, 2001.
"The behavior and performance of major types of futures traders,"
MPRA Paper
36426, University Library of Munich, Germany, revised Jul 2002.
- Changyun Wang, 2003. "The behavior and performance of major types of futures traders," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, January.
- Wang, Changyun, 2001.
"The effect of net positions by type of trader on volatility in foreign currency futures markets,"
MPRA Paper
36428, University Library of Munich, Germany, revised Nov 2001.
- Changyun Wang, 2002. "The effect of net positions by type of trader on volatility in foreign currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(5), pages 427-450, May.
2000
- Wang, Changyun, 2000.
"Investor sentiment and return predictability in agricultural futures markets,"
MPRA Paper
36425, University Library of Munich, Germany, revised Sep 2002.
- Changyun Wang, 2001. "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 929-952, October.
- Xiaotie Deng & Chunlei Xu & Shunming Zhang, 2000.
"Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs,"
University of Western Ontario, Departmental Research Report Series
200013, University of Western Ontario, Department of Economics.
- Shunming Zhang & Chunlei Xu & Xiaotie Deng, 2002. "Dynamic Arbitrage‐Free Asset Pricing with Proportional Transaction Costs," Mathematical Finance, Wiley Blackwell, vol. 12(1), pages 89-97, January.
Journal articles
2025
- Yulin Chen & Changyun Wang & Yang Yi & Jianyu Zeng, 2025. "Holding cash for corruption? Evidence from China's anti‐corruption campaign," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 65(1), pages 581-619, March.
- Sun, Yanmei & Wang, Changyun & Wang, Yuqi, 2025. "CEO reputation in corporate innovation: Financing versus talent-attraction," Research in International Business and Finance, Elsevier, vol. 75(C).
2024
- Wang, C. & Li, C.R. & Guo, W. & Du, L.C., 2024. "Collective motion with the self-propelled directional reversals effect," Chaos, Solitons & Fractals, Elsevier, vol. 189(P1).
2023
- Changyun Wang & Chenyu Wang & Weixing Wu, 2023. "Customers' stock price crash risk and suppliers' investment inefficiency: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(5), pages 5069-5092, December.
- Liu, Xiaoming & Shen, Xieyang & Wang, Changyun & Zeng, Jianyu, 2023. "Do fund managers' tones predict future performance? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Tong Zhou & Yongxin Jiang & Xuenong Wang & Jianhua Xie & Changyun Wang & Qian Shi & Yi Zhang, 2023. "Detection of Residual Film on the Field Surface Based on Faster R-CNN Multiscale Feature Fusion," Agriculture, MDPI, vol. 13(6), pages 1-13, May.
2021
- Weerasinghe, R.P.N.P. & Yang, R.J. & Wakefield, R. & Too, E. & Le, T. & Corkish, R. & Chen, S. & Wang, C., 2021. "Economic viability of building integrated photovoltaics: A review of forty-five (45) non-domestic buildings in twelve (12) western countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 137(C).
- Xiaojun Shi & Changyun Wang & Teng Zhong, 2021. "Can public medical insurance promote rural entrepreneurship? Evidence from China," Applied Economics, Taylor & Francis Journals, vol. 53(37), pages 4292-4309, August.
2020
- Nan Jia & Jing Shi & Changyun Wang & Yongxiang Wang, 2020. "Parasites and Paragons: Ownership Reform and Concentrated Interest among Minority Shareholders," Journal of Management Studies, Wiley Blackwell, vol. 57(1), pages 129-162, January.
- Guo, Jie (Michael) & Li, Yichen & Wang, Changyun & Xing, Xiaofei, 2020. "The role of investment bankers in M&As: New evidence on Acquirers’ financial conditions," Journal of Banking & Finance, Elsevier, vol. 119(C).
- Hu, Yi & Wang, Changyun & Xiao, Gang & Zeng, Jianyu, 2020. "The agency cost of political connections: Evidence from China's File 18," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
2019
- Hu, Yi & Wang, Changyun & Xiao, Gang & Zeng, Jianyu, 2019. "The value of political connections in opaque firms: Evidence from China's file 18," Pacific-Basin Finance Journal, Elsevier, vol. 55(C), pages 329-351.
- Changyun Wang & Zonglong Li & Teng Zhong, 2019. "Social Trust, Rule of Law, and Economic Exchange: Evidence from China and Its Major Trading Partners," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(14), pages 3134-3150, November.
2017
- Huang, Helen Hui & Zhang, Shunming & Zhu, Wei, 2017. "Limited participation under ambiguity of correlation," Journal of Financial Markets, Elsevier, vol. 32(C), pages 97-143.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2017.
"The efficiency of crackdowns: a lab-in-the-field experiment in public transportations,"
Theory and Decision, Springer, vol. 82(2), pages 249-271, February.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2016. "The Efficiency of Crackdowns: A Lab-in-the-Field Experiment in Public Transportations," Working Papers halshs-01270808, HAL.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2016. "The Efficiency of Crackdowns: A Lab-in-the-Field Experiment in Public Transportations," Working Papers 1607, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2015. "The efficiency of crackdowns: A lab-in-the-field experiment in public transportations," Post-Print halshs-01183369, HAL.
- Zhixin Dai & Fabio Galeotti & Marie Claire Villeval, 2015. "The efficiency of crackdowns: A lab-in-the-field experiment in public transportations," Post-Print halshs-01183366, HAL.
2015
- Dai, Zhixin & Hogarth, Robin M. & Villeval, Marie Claire, 2015.
"Ambiguity on audits and cooperation in a public goods game,"
European Economic Review, Elsevier, vol. 74(C), pages 146-162.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2014. "Ambiguity on audits and cooperation in a public goods game," Working Papers halshs-00944500, HAL.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2014. "Ambiguity on audits and cooperation in a public goods game," Working Papers 1403, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Dai, Zhixin & Hogarth, Robin M. & Villeval, Marie Claire, 2014. "Ambiguity on Audits and Cooperation in a Public Goods Game," IZA Discussion Papers 7932, Institute of Labor Economics (IZA).
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2015. "Ambiguity on audits and cooperation in a public goods game," Post-Print halshs-01089700, HAL.
- Zhixin Dai & Robin M. Hogarth & Marie Claire Villeval, 2014. "Ambiguity on audits and cooperation in a public goods game," Post-Print halshs-01096090, HAL.
2014
- Bo Li & Qian Sun & Changyun Wang, 2014. "Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan," European Financial Management, European Financial Management Association, vol. 20(1), pages 126-151, January.
- Ke Tang & Changyun Wang & Shiyi Wang, 2014. "China's Imported Inflation and Global Commodity Prices," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(3), pages 162-177, May.
- Whalley, John & Zhang, Shunming, 2014. "Parametric persistence of multiple equilibria in an economy directly calibrated to 5 equilibria," Economic Modelling, Elsevier, vol. 41(C), pages 356-364.
- Jiangfeng Li & Weifang Liu & Jinliang Wang & Shunming Zhang, 2014. "The risk averse newsvendor problem from rank-dependent expected utility approach," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 20(3), pages 262-282.
2013
- Ke Tang & Changyun Wang, 2013. "Are Chinese warrants derivatives? Evidence from connections to their underlying stocks," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1225-1240, July.
- Hui Huang & John Whalley & Shunming Zhang, 2013. "Multiple Nash equilibria in tariff games," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 332-342, March.
- Ji, Jingjing & Ye, Zhiqiang & Zhang, Shunming, 2013. "Welfare analysis on optimal enterprise tax rate in China," Economic Modelling, Elsevier, vol. 33(C), pages 149-158.
- Raymond G. Riezman & John Whalley & Shunming Zhang, 2013.
"Metrics capturing the degree to which individual economies are globalized,"
Applied Economics, Taylor & Francis Journals, vol. 45(36), pages 5046-5061, December.
- Raymond Riezman & John Whalley & Shunming Zhang, 2008. "Metrics Capturing the Degree to Which Individual Economies Are Globalized," University of Western Ontario, Economic Policy Research Institute Working Papers 20085, University of Western Ontario, Economic Policy Research Institute.
- Raymond Riezman & John Whalley & Shunming Zhang, 2005. "Metrics Capturing the Degree to which Individual Economies are Globalized," CESifo Working Paper Series 1450, CESifo.
2012
- Whalley John & Yu Jun & Zhang Shunming, 2012.
"Trade Retaliation in a Monetary-Trade Model,"
Global Economy Journal, De Gruyter, vol. 12(1), pages 1-29, March.
- John Whalley & Jun Yu & Shunming Zhang, 2009. "Trade Retaliation in a Monetary-Trade Model," CESifo Working Paper Series 2526, CESifo.
2011
- Bo, Hong & Huang, Zhongnan & Wang, Changyun, 2011. "Understanding seasoned equity offerings of Chinese firms," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1143-1157, May.
- Yulu Chen & Donald Lien & Changyun Wang, 2011. "Guest Editors' Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 3-6, January.
- Ke Tang & Changyun Wang, 2011. "Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 47-60, January.
- John Whalley & Shunming Zhang, 2011.
"On the arbitrariness of consumption,"
Applied Economics Letters, Taylor & Francis Journals, vol. 18(4), pages 301-304.
- John Whalley & Shunming Zhang, 2009. "On the Arbitrariness of Consumption," CESifo Working Paper Series 2566, CESifo.
- Yao Amber Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2011.
"The Higher Educational Transformation of China and Its Global Implications,"
The World Economy, Wiley Blackwell, vol. 34(4), pages 516-545, April.
- Yao Amber Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2012. "The Higher Educational Transformation of China and Its Global Implications," Palgrave Macmillan Books, in: Christine T. Ennew & David Greenaway (ed.), The Globalization of Higher Education, chapter 10, pages 135-162, Palgrave Macmillan.
- Yao Amber Li & John Whalley & Shunming Zhang & Xiliang Zhao, 2008. "The Higher Educational Transformation of China and Its Global Implications," NBER Working Papers 13849, National Bureau of Economic Research, Inc.
- Riezman, Raymond & Whalley, John & Zhang, Shunming, 2011. "Distance measures between free trade and autarky for the world economy," Economic Modelling, Elsevier, vol. 28(4), pages 2000-2012, July.
- Huang, Hui & Shi, Xiaojun & Zhang, Shunming, 2011. "Counter-cyclical substitution between trade credit and bank credit," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1859-1878, August.
- Hui Huang & Shunming Zhang, 2011. "The Distorted Theory of Rank-Dependent Expected Utility," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 233-263, November.
- Yu, Jun & Zhang, Shunming, 2011. "Optimal trade policy in tariff games with inside money," Economic Modelling, Elsevier, vol. 28(4), pages 1604-1614, July.
- Yitao Jiang & Xiaojun Shi & Shunming Zhang & Jingjing Ji, 2011. "The threshold effect of high‐level human capital investment on China's urban‐rural income gap," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 3(3), pages 297-320, September.
- John Whalley & Shunming Zhang, 2011. "Tax-induced multiple equilibria," Applied Economics Letters, Taylor & Francis Journals, vol. 18(15), pages 1469-1477.
- Zhuming Chen & Shunming Zhang, 2011. "Optimal Timing And Equilibrium Price For Soe Property Rights Transfer Under Imperfect Information," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 353-372.
2010
- Changyun Wang & Lei Xie, 2010. "Information Diffusion and Overreaction: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(2), pages 80-100, March.
- Shi, Xiaojun & Zhang, Shunming, 2010. "An incentive-compatible solution for trade credit term incorporating default risk," European Journal of Operational Research, Elsevier, vol. 206(1), pages 178-196, October.
2009
- Hui Huang & John Whalley & Shunming Zhang, 2009. "Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(1), pages 131-145, October.
2008
- Changyun Wang & Wei Zhang & Weng Kit Tan, 2008. "American futures options arbitrage: evidence from the Nikkei 225 options market," Quantitative Finance, Taylor & Francis Journals, vol. 8(3), pages 313-320.
2007
- Whalley, John & Zhang, Shunming, 2007. "A numerical simulation analysis of (Hukou) labour mobility restrictions in China," Journal of Development Economics, Elsevier, vol. 83(2), pages 392-410, July.
2006
- Ping Li & Housheng Chen & Xiaotie Deng & Shunming Zhang, 2006. "On Default Correlation And Pricing Of Collateralized Debt Obligation By Copula Functions," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 483-493.
2005
- Wang, Changyun, 2005. "Ownership and operating performance of Chinese IPOs," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1835-1856, July.
- Whalley, John & Zhang, Shunming, 2005. "VAT base broadening when the location of some consumption is mobile," Economics Letters, Elsevier, vol. 87(2), pages 199-205, May.
2004
- Wang, Changyun, 2004. "Futures trading activity and predictable foreign exchange market movements," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1023-1041, May.
- Wang, Changyun & Yu, Min, 2004. "Trading activity and price reversals in futures markets," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1337-1361, June.
- Wang, Changyun, 2004. "Relative strength strategies in China's stock market: 1994-2000," Pacific-Basin Finance Journal, Elsevier, vol. 12(2), pages 159-177, April.
- Wang, Changyun & Chin, Shengtyng, 2004. "Profitability of return and volume-based investment strategies in China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 541-564, November.
- Yun Wang, Chang & Sang Cheng, Nam, 2004. "Extreme volumes and expected stock returns: Evidence from China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 577-597, November.
2003
- Changyun Wang, 2003. "Investor sentiment, market timing, and futures returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(12), pages 891-898.
- Changyun Wang, 2003.
"The behavior and performance of major types of futures traders,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, January.
- Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
2002
- Changyun Wang, 2002. "Information, Trading Demand, and Futures Price Volatility," The Financial Review, Eastern Finance Association, vol. 37(2), pages 295-315, May.
- Changyun Wang, 2002.
"The effect of net positions by type of trader on volatility in foreign currency futures markets,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(5), pages 427-450, May.
- Wang, Changyun, 2001. "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper 36428, University Library of Munich, Germany, revised Nov 2001.
- Shunming Zhang & Chunlei Xu & Xiaotie Deng, 2002.
"Dynamic Arbitrage‐Free Asset Pricing with Proportional Transaction Costs,"
Mathematical Finance, Wiley Blackwell, vol. 12(1), pages 89-97, January.
- Xiaotie Deng & Chunlei Xu & Shunming Zhang, 2000. "Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs," University of Western Ontario, Departmental Research Report Series 200013, University of Western Ontario, Department of Economics.
2001
- Changyun Wang, 2001.
"Investor Sentiment and Return Predictability in Agricultural Futures Markets,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 929-952, October.
- Wang, Changyun, 2000. "Investor sentiment and return predictability in agricultural futures markets," MPRA Paper 36425, University Library of Munich, Germany, revised Sep 2002.
1996
- Zhang, S. M., 1996. "Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets," Journal of Mathematical Economics, Elsevier, vol. 26(2), pages 249-268.