(The files can be downloaded by click the title)
Topics:
Signaling and Risk-mitigating Effects on Sequential Conversion Behavior of Convertible Bonds: A Recurrent Survival Approach *paper
Financial Econometric and Statistics Methods and Applications
Alternative Methods to Estimate Implied Variance:Review and Comparison *paper
The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach *paper
Dividend Policy: Theory and Empirical Evidence
Dynamic Model of Optimal Growth Rate and Payout Ratio:
A Joint Optimization Approach
Optimal Payout
Ratio under Perfect Market and Uncertainty:
Theory and Empirical Evidence
Real Estate Markets in Asia before/after the Subprime Crisis vs Government Macro Economy Tools (handout)
Overview of Quantitative Finance and Risk Management Past, Present, and Future Frontiers
Dynamic CAPM with Supply Effect: Theory and Empirical Results (paper)
Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence (paper)