| Information content of aggregate implied volatility spread B Han, G Li Management Science 67 (2), 1249-1269, 2021 | 32 | 2021 |
| Aggregate Implied Volatility Spread and Stock Market Returns B Han, G Li https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3047528, 2017 | 9* | 2017 |
| Stock Return Autocorrelations and Expected Option Returns Y Jeon, R Kan, G Li Management Science (Forthcoming), 2024 | 4* | 2024 |
| Betting Against the Crowd: Option Trading and Market Risk Premium J Cao, G Li, X Zhan, G Zhou https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4301015, 2022 | 3 | 2022 |
| Idiosyncratic Volatility and the ICAPM Covariance Risk B Han, G Li https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3475179, 2023 | 2* | 2023 |
| Three Essays on Empirical Asset Pricing G Li University of Toronto (Canada), 2020 | | 2020 |
| Opinion Divergence and High-volume Anomaly: New Evidence from Equity Option Market J Cao, B Han, G Li, R Yang, XE Zhan | | |
Bing HanRotman School of Management, University of Toronto在 Rotman.Utoronto.Ca 的电子邮件经过验证
