Projects per year
Personal profile
Chinese Name
袁佩軒
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Dive into the research topics where Peixuan YUAN is active. Topic labels come from the works of this scholar.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Grandual Information and Industry Return Predictability from the Perspective of Big Data 大数据视角下的公司离散颗粒信息与行业收益率预测
YUAN, P. (PI)
1/01/24 → 31/12/26
Project: Research project
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Research Output
- 5 Journal article
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A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis
Yuan, P., May 2025, In: Management Science. 71, 5, p. 3891-3923 33 p.Research output: Contribution to journal › Journal article › peer-review
4 Citations (Scopus) -
Granular information and sectoral movements
Jiang, H., Li, S. Z. & Yuan, P., Feb 2025, In: Journal of Economic Dynamics and Control. 171, 18 p., 105018.Research output: Contribution to journal › Journal article › peer-review
Open Access1 Citation (Scopus) -
Systematic Momentum: A New Class of Price Patterns
Li, S. Z., Yuan, P. & Zhou, G., 25 Nov 2025, (E-pub ahead of print) In: Management Science.Research output: Contribution to journal › Journal article › peer-review
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The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum
Wang, X., Xiang, Z., Xu, W. & Yuan, P., Jul 2022, In: Economics Letters. 216, 6 p., 110598.Research output: Contribution to journal › Journal article › peer-review
35 Citations (Scopus) -
Time-Varying Skew in VIX Derivatives Pricing
Yuan, P., Oct 2022, In: Management Science. 68, 10, p. 7761-7791 31 p.Research output: Contribution to journal › Journal article › peer-review
19 Citations (Scopus)