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Article
Zhang, Xiaoxiang, Zhang, Qiyu, Chen, Ding and Jun, Gu (2019) Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets. International Review of Financial Analysis, 64. pp. 38-56. ISSN 1057-5219
Su, Haozhe, Chen, Ding and Newton, David (2017) Option pricing via QUAD: from Black–Scholes–Merton to Heston with jumps. Journal of Derivatives, 24 (3). pp. 9-27. ISSN 1074-1240
Chen, Ding, Härkönen, Hannu J and Newton, David P (2014) Advancing the universality of quadrature methods to any underlying process for option pricing. Journal of Financial Economics, 114 (3). pp. 600-612. ISSN 0304-405X
Conference or Workshop Item
Zhang, Xiaoxiang and Chen, Ding (2017) Sources of private information risk and asset pricing: a comparison between NYSE and HKEX. In: The 3rd Symposium on Quantitative Finance and Risk Analysis (QFRA), 15-16 June, Corfu, Greece.