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Like a moth to a flame: Do stock market bubbles exacerbate credit risks of peer-to-peer lending? Journal article
Liu, Xin, Ni, Xiaoran, Qiu, Zhigang, Xiang, Wang, Zhang, Kailun. Like a moth to a flame: Do stock market bubbles exacerbate credit risks of peer-to-peer lending?[J]. European Financial Management, 2024.
Authors:  Liu, Xin;  Ni, Xiaoran;  Qiu, Zhigang;  Xiang, Wang;  Zhang, Kailun
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.1/2.7 | Submit date：2024/10/10
Contagion  Credit Risk  Peer-to-peer Lending  Retail Investor  
Debtors at Play: Gaming Behavior and Consumer Credit Risk Journal article
GONG SHUAISHUAI, Ross Levine, Chen Lin, Wensi Xie. Debtors at Play: Gaming Behavior and Consumer Credit Risk[J]. Management Science, 2024, 70(9), 5691-5708.
Authors:  GONG SHUAISHUAI;  Ross Levine;  Chen Lin;  Wensi Xie
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:4.6/6.1 | Submit date：2024/08/30
Behavioral Finance  Video Game  Self-control  Credit Risk  
Voluntary forward-looking disclosures and default risk pricing Journal article
Chen, C., Wei, M.H., Zhang, H., Yan, J.J.. Voluntary forward-looking disclosures and default risk pricing[J]. Accounting and Business Research, 2024.
Authors:  Chen, C.;  Wei, M.H.;  Zhang, H.;  Yan, J.J.
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.0/2.8 | Submit date：2023/12/17
Management Forecast Reports  Multi-modal Information  Default Risk Pricing  Credit Default Swap  
The interactive impact of textual and numerical voluntary disclosure on default risk pricing Journal article
Can Chen, ZHANG HAO, Jijie Yan, Wei, Minghai. The interactive impact of textual and numerical voluntary disclosure on default risk pricing[J]. Accounting and Business Research, 2023.
Authors:  Can Chen;  ZHANG HAO;  Jijie Yan;  Wei, Minghai
Adobe PDF | Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.0/2.8 | Submit date：2023/12/26
Textual Information Quality  Textual Information Content,  Forward-looking Disclosure  Multi-modal Information  Default Risk Pricing  Credit Default Swap  
Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes Journal article
Wu, Fengyan, Ding, Deng, Yin, Juliang, Lu, Weiguo, Yuan, Gangnan. Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes[J]. Fractal and Fractional, 2023, 7(4), 308.
Authors:  Wu, Fengyan;  Ding, Deng;  Yin, Juliang;  Lu, Weiguo;  Yuan, Gangnan
Adobe PDF | Favorite | TC[WOS]:4 TC[Scopus]:4  IF:3.6/3.5 | Submit date：2023/04/15
Counterparty Credit Risk  Total Value Adjustment  Cgmy Process  Monte Carlo Simulation  Adi Method  2d Fourier Expansion