All Stories

  1. Losers and prospectors in the short‐term options market

    Article • Journal of Futures Markets, January 2019, Wiley

    Dr Hong Miao

  2. The impact of crude oil inventory announcements on prices: Evidence from derivatives markets

    Article • Journal of Futures Markets, April 2017, Wiley

    Dr Hong Miao, Associate Professor Tianyang Wang

  3. Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price

    Article • Statistics & Risk Modeling, January 2017, De Gruyter

    Dr Hong Miao, Ben Zheng

  4. The Forecasting Efficacy of Risk-Neutral Moments for Crude Oil Volatility

    Article • Journal of Forecasting, February 2015, Wiley

    Dr Hong Miao

  5. S&P 500 Index-Futures Price Jumps and Macroeconomic News

    Article • Journal of Futures Markets, June 2013, Wiley

    Dr Hong Miao