Xingchun Wang : Citation Profile


Are you Xingchun Wang?

University of International Business and Economics (UIBE)

3

H index

0

i10 index

35

Citations

RESEARCH PRODUCTION:

28

Articles

1

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 4
   Journals where Xingchun Wang has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 16 (31.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa592
   Updated: 2021-02-20    RAS profile: 2021-01-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Xingchun Wang.

Is cited by:

Burnecki, Krzysztof (4)

Qian, Zongxin (1)

Sorokina, Alla (1)

Cites to:

Cao, Charles (21)

Chen, Zhiwu (21)

Yu, Min-Teh (13)

Christoffersen, Peter (12)

Stulz, René (11)

Tian, Lihui (10)

Leland, Hayne (10)

merton, robert (9)

Dittmann, Ingolf (6)

Gandhi, Priyank (5)

Brigo, Damiano (4)

Main data


Where Xingchun Wang has published?


Journals with more than one article published# docs
Finance Research Letters6
Journal of Futures Markets5
The North American Journal of Economics and Finance3
Statistics & Probability Letters3
Physica A: Statistical Mechanics and its Applications2
International Review of Economics & Finance2

Recent works citing Xingchun Wang (2021 and 2020)


YearTitle of citing document
2020Path-dependent game options with Asian features. (2020). Wang, Qian ; Zhang, Jizhou ; Guo, Peidong . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:141:y:2020:i:c:s0960077920308055.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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2020Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market. (2020). Wang, Yung-Jang ; Chang, Kuang-Liang ; HE, CHI-WEI . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231830761x.

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2020Which is the better fourth factor in China? Reversal or turnover?. (2020). Zhang, Joyce ; Lin, Kun-Ben ; Huang, Jing-Bo ; Chen, Shu-Heng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030113x.

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2020Power option pricing under the unstable conditions (Evidence of power option pricing under fractional Heston model in the Iran gold market). (2020). Hejazi, Reza S ; Abdolbaghi, Abdolmajid ; Fard, Hossein Sahebi ; Dastranj, Elham. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931533x.

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2020Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate. (2020). Ma, Chaoqun ; Wu, Hui ; Yue, Shengjie. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09929-4.

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2020Enhancing managerial equity incentives with moving average payoffs. (2020). Tian, Yisong S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1562-1583.

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Works by Xingchun Wang:


YearTitleTypeCited
2020Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes In: Papers.
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2016The Pricing of Catastrophe Equity Put Options with Default Risk In: International Review of Finance.
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2018Profitability of reversal strategies: A modified version of the Carhart model in China In: Economic Modelling.
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article6
2019Valuation of new-designed contracts for catastrophe risk management In: The North American Journal of Economics and Finance.
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2020Catastrophe equity put options with floating strike prices In: The North American Journal of Economics and Finance.
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2020Valuing spread options with counterparty risk and jump risk In: The North American Journal of Economics and Finance.
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2015Quadratic hedging strategies for volatility swaps In: Finance Research Letters.
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2016Pricing vulnerable options with stochastic default barriers In: Finance Research Letters.
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2016Pricing power exchange options with correlated jump risk In: Finance Research Letters.
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2018Valuing executive stock options under correlated employment shocks In: Finance Research Letters.
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article1
2019Analytical valuation of power exchange options with default risk In: Finance Research Letters.
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article1
2019Valuation of catastrophe equity put options with correlated default risk and jump risk In: Finance Research Letters.
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article1
2016Catastrophe equity put options with target variance In: Insurance: Mathematics and Economics.
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article2
2017Pricing vulnerable options with stochastic volatility In: Physica A: Statistical Mechanics and its Applications.
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article6
2019Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity In: Physica A: Statistical Mechanics and its Applications.
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article0
2020Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes In: International Review of Economics & Finance.
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2020Valuation of Asian options with default risk under GARCH models In: International Review of Economics & Finance.
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article1
2017Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises In: Statistics & Probability Letters.
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2018Long time behavior for stochastic Burgers equations with jump noises In: Statistics & Probability Letters.
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2014Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations In: Statistics & Probability Letters.
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2012Credit spreads, endogenous bankruptcy and liquidity risk In: Computational Management Science.
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2020Valuing vulnerable options with two underlying assets In: Applied Economics Letters.
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2014Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing In: Applied Mathematical Finance.
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2020The valuation of vulnerable European options with risky collateral In: The European Journal of Finance.
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2014Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes In: Journal of Futures Markets.
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2017Differences in the Prices of Vulnerable Options with Different Counterparties In: Journal of Futures Markets.
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article1
2017The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk In: Journal of Futures Markets.
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article1
2019Pricing executive stock options with averaging features under the Heston–Nandi GARCH model In: Journal of Futures Markets.
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2020Analytical valuation of Asian options with counterparty risk under stochastic volatility models In: Journal of Futures Markets.
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article1

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