杨招军 : Citation Profile


Are you 杨招军?

Southern University of Science and Technology

6

H index

2

i10 index

94

Citations

RESEARCH PRODUCTION:

38

Articles

2

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 4
   Journals where 杨招军 has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 19 (16.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya568
   Updated: 2021-10-09    RAS profile: 2021-09-13    
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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 杨招军.

Is cited by:

Caporale, Guglielmo Maria (5)

Ewald, Christian-Oliver (3)

Mirza, Nawazish (1)

Stöckl, Sebastian (1)

Nguyen, Duc Khuong (1)

Leung, Tim (1)

Gherghina, Ştefan (1)

Alexander, Carol (1)

Apergis, Nicholas (1)

Cites to:

Leland, Hayne (34)

Wang, Neng (20)

merton, robert (18)

Miao, Jianjun (15)

Ewald, Christian-Oliver (11)

Hilscher, Jens (8)

Raviv, Alon (8)

Vermaelen, Theo (7)

Chen, Hui (6)

Wolff, Christian (6)

Siegel, Donald (6)

Main data


Where 杨招军 has published?


Journals with more than one article published# docs
Computational Economics3
European Financial Management2
Statistics & Probability Letters2
Journal of Economic Dynamics and Control2
Finance Research Letters2
European Journal of Operational Research2
International Journal of Theoretical and Applied Finance (IJTAF)2
Cogent Economics & Finance2
Mathematical Methods of Operations Research2
Quantitative Finance2
International Review of Economics & Finance2

Recent works citing 杨招军 (2021 and 2020)


YearTitle of citing document
2020Prior Knowledge Neural Network for Automatic Feature Construction in Financial Time Series. (2019). Xia, Shutao ; Jiang, Yong ; Lin, Jianwu ; Fang, Jie. In: Papers. RePEc:arx:papers:1912.06236.

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2021On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix. In: Papers. RePEc:arx:papers:2103.08258.

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2021On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:646.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2021Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets. (2021). Gan, Liu ; Xia, Xin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:349-360.

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2020Growth option, debt maturity and cash reserves with bank-tax-interaction. (2020). Liu, Fengjun ; Chen, Biao ; Luo, Pengfei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930590x.

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2020Investment and capital structure decisions with strategic debt service under asymmetric information. (2020). Yang, Jingjing ; Luo, Pengfei ; Song, Dandan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818304649.

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2021Contingent capital, Tobin’s q and corporate capital structure. (2021). Yang, BO ; Gan, Liu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301935.

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2021Write-down bonds, credit risk and imperfect information. (2021). Tang, Huiling ; Li, Shasha ; Zhao, Zhiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000176.

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2020Structural recovery of face value at default. (2020). Tarelli, Andrea ; Sbuelz, Alessandro ; Guha, Rajiv. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1148-1171.

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2020Optimal investment and financing with a bank-tax-interaction. (2020). Yang, Jinqiang ; Chen, Biao. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319300728.

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2021On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330.

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2020Investment and financing for SMEs with bank-tax interaction and public-private partnerships. (2020). Luo, Pengfei ; Chen, Biao ; Song, Dandan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:163-172.

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2020SME financing with new credit guarantee contracts over the business cycle. (2020). Gan, Liu ; Xia, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:515-538.

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2020A novel hybrid approach to forecast crude oil futures using intraday data. (2020). Apergis, Nicholas ; Visalakshmi, S ; Manickavasagam, Jeevananthan . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309525.

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2020Tension in big data using machine learning: Analysis and applications. (2020). Salhi, Said ; Yao, Yumei ; Wang, Huamao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310015.

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2020Machine learning and credit ratings prediction in the age of fourth industrial revolution. (2020). Xiong, Deping ; Rahat, Birjees ; Mirza, Nawazish ; Li, Jing-Ping. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311355.

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2021Using machine learning for evaluating global expansion location decisions: An analysis of Chinese manufacturing sector. (2021). Chaudhry, Hassan Rauf ; Huo, DA. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312622.

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2020A Systematic Review of the Influence of Taxation on Corporate Capital Structure. (2020). da Fonseca, Peter Vaz ; Juca, Michele Nascimento ; Savelli, Andrea Decourt. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:2:p:155-178.

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2020Does Good ESG Lead to Better Financial Performances by Firms? Machine Learning and Logistic Regression Models of Public Enterprises in Europe. (2020). Bartlett, Mark ; Pazienza, Pasquale ; de Lucia, Caterina. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:13:p:5317-:d:378876.

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2020Small and Medium-Sized Enterprises (SMEs): The Engine of Economic Growth through Investments and Innovation. (2020). Gherghina, Åžtefan ; Simionescu, Liliana Nicoleta ; Hosszu, Alexandra ; Botezatu, Mihai Alexandru . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:347-:d:304141.

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2020Structural Pricing of CoCos and Deposit Insurance with Regime Switching and Jumps. (2020). Su, Xiaoshan ; Courtois, Olivier. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09304-6.

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2020Preemptive competition between two firms with different discount rates. (2004). Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2004.

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2020Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z.

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2021Model risk in real option valuation. (2021). Chen, XI ; Alexander, Carol. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03273-4.

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2020The need for financial knowledge acquisition tools and technology by small business entrepreneurs. (2020). Tanthanongsakkun, Suparatana ; Cooharojananone, Nagul ; Wiriyapinit, Mongkolchai ; Rachapaettayakom, Panita ; Charoenruk, Nuttirudee. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:9:y:2020:i:1:d:10.1186_s13731-020-00136-2.

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2021Optimal investment and endogenous payout strategy with time inconsistency. (2021). Cao, Guohua ; Yang, Yehong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:707-723.

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2021Preemptive competition between two firms with different discount rates. (2021). Nishihara, Michi. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:3:p:675-687.

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2020Machine learning solutions to challenges in finance: An application to the pricing of financial products. (2020). Yang, Zhaojun ; Wang, Huamao ; Gan, Lirong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519312399.

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Works by 杨招军:


YearTitleTypeCited
2019Contingent capital with repeated interconversion between debt? and equity?like instruments In: European Financial Management.
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article3
2020Investment and asset securitization with an option?for?guarantee swap In: European Financial Management.
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article0
2016Contingent Capital, Real Options, and Agency Costs In: International Review of Finance.
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article10
2007Closed-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 In: Swiss Finance Institute Research Paper Series.
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paper0
2015The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model In: Annals of Economics and Finance.
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article1
2019GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK In: Macroeconomic Dynamics.
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article4
2020Real option duopolies with quasi-hyperbolic discounting In: Journal of Economic Dynamics and Control.
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article2
2017Real options and contingent convertibles with regime switching In: Journal of Economic Dynamics and Control.
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article6
2016Contingent capital, capital structure and investment In: The North American Journal of Economics and Finance.
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article3
2013Optimal capital structure with an equity-for-guarantee swap In: Economics Letters.
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article5
2015Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk In: European Journal of Operational Research.
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article7
2016Investment and financing for SMEs with a partial guarantee and jump risk In: European Journal of Operational Research.
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article10
2015Valuation and analysis of contingent convertible securities with jump risk In: International Review of Financial Analysis.
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article6
2015Investment timing and capital structure with loan guarantees In: Finance Research Letters.
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article2
2016Real option, debt maturity and equity default swaps under negotiation In: Finance Research Letters.
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article2
2014Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk In: Journal of Mathematical Economics.
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article0
2020Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition In: Physica A: Statistical Mechanics and its Applications.
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article0
2021A Weibull-based recurrent regression model for repairable systems considering double effects of operation and maintenance: A case study of machine tools In: Reliability Engineering and System Safety.
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article0
2015Two new equity default swaps with idiosyncratic risk In: International Review of Economics & Finance.
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article5
2017Growth option, contingent capital and agency conflicts In: International Review of Economics & Finance.
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article4
2010On the non-equilibrium density of geometric mean reversion In: Statistics & Probability Letters.
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article2
2012The discounted penalty function with multi-layer dividend strategy in the phase-type risk model In: Statistics & Probability Letters.
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article1
2020Machine learning solutions to challenges in finance: An application to the pricing of financial products In: Technological Forecasting and Social Change.
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article6
2011A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA In: Journal of Probability and Statistics.
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article0
2017Investment, agency conflicts, debt maturity, and loan guarantees by negotiation In: Annals of Finance.
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article1
2012Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information In: Computational Economics.
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article1
2013High-Water Marks and Hedge Fund Management Contracts with Partial Information In: Computational Economics.
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article2
2014Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information In: Computational Economics.
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article1
2011A parallel improved ant colony optimization for multi-depot vehicle routing problem In: Journal of the Operational Research Society.
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article0
In: .
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2021Contextual and organizational factors in sustainable supply chain decision making: grey relational analysis and interpretative structural modeling In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
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article0
2008Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk In: Mathematical Methods of Operations Research.
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article7
2011Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus In: Mathematical Methods of Operations Research.
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article1
2021Challenges and Developments in Integrated Container Supply Chains: A Research Agenda for the Europe-China Research Network on Integrated Container Supply Chains (ENRICH) Project In: Springer Books.
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2008Credit Risk Evaluation Using Neural Networks In: Springer Books.
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2018Irreversible investment, ambiguity and equity default swaps In: Applied Economics Letters.
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2020Use anger to guide your stock market decision-making: results from Pakistan In: Cogent Economics & Finance.
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article0
2020Ownership structure and bank risk-taking in ASEAN countries: A quantile regression approach In: Cogent Economics & Finance.
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article0
2012Arbitrage-free interval and dynamic hedging in an illiquid market In: Quantitative Finance.
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article0
2019Real options under a double exponential jump-diffusion model with regime switching and partial information In: Quantitative Finance.
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article2
2001OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0
2009IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS In: International Journal of Theoretical and Applied Finance (IJTAF).
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