Sophie Xiaoyan Ni
Finance · 2002–2008
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 15 citations into it
- Economics and Econometrics — 8 citations into it
- Accounting — 7 citations into it
Whom Sophie Xiaoyan Ni trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Sophie Xiaoyan Ni overall
Papers from Sophie Xiaoyan Ni's perspective
Ordered by how strongly the researchers Sophie Xiaoyan Ni trusts endorse each paper. Same corpus, a different order for every researcher.
- Informational Content of Option Volume Prior to Takeovers
- Informed Trading in Stock and Option Markets
- The Information of Option Volume for Future Stock Prices
- Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- The Cross‐Section of Expected Stock Returns
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Generalized autoregressive conditional heteroskedasticity
- Post-'87 crash fears in the S&P 500 futures option market
Their papers
- Stock Price Clustering on Option Expiration Dates (2005) — 181 citations
- Volatility Information Trading in the Option Market (2008) — 258 citations
- Contrarian and momentum strategies in the China stock market: 1993–2000 (2002) — 347 citations