Paper Review Records
All Paper Review Records
14 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
Fading Attention and the Pricing of Default Risk in the German Market for Structured Products
AuthorsRainer Baule; Falk Jensen
Affiliations1. University of Hagen Hagen Germany
Skewness, Betas, and Commodity Futures Returns
AuthorsHuan Yang; Jun Cai; Jie Zhu; Robert I. Webb
Affiliations1. School of Economics and Management Sichuan Normal University Chengdu Sichuan Province China; 2. Department of Economics and Finance City University of Hong Kong Kowloon Hong Kong China; 3. SILC Business School Shanghai University Shanghai China; 4. McIntire School of Commerce University of Virginia Charlottesville Virginia USA
Optimal Futures Hedging Under Distinct Daytime and Overnight GARCH Processes: Leveraging Information FROM Opening, High, Low, and Closing Prices
AuthorsYu‐Sheng Lai
Affiliations1. Department of Banking and Finance National Chi Nan University Puli Nantou Taiwan
Systemic Risk Transmission to Energy Futures: Weekend Information Gaps and the Breakdown of Pricing Efficiency
AuthorsThomas Conlon; Shaen Corbet; Charles Larkin; Jose Antonio Muñiz
Affiliations1. Smurfit Graduate School of Business University College Dublin Dublin Ireland; 2. DCU Business School Dublin City University Dublin Ireland; 3. School of Accounting, Finance and Economics University of Waikato Hamilton New Zealand; 4. Institute for Policy Research University of Bath Bath UK; 5. Krieger School of Arts & Sciences Johns Hopkins University Baltimore Maryland USA; 6. School of Public Policy, London School of Economics and Political Science London UK
Network‐Based Stochastic Volatility Modeling for Interconnected Futures Markets
AuthorsZain Ul Abideen; Kai Wu
Affiliations1. University of Management and Technology Sialkot Campus Pakistan; 2. School of Finance Central University of Finance and Economics Beijing China
A Comprehensive Analysis of Realized Skewness Trading
AuthorsXinfeng Ruan; Pakorn Aschakulporn; Jin E. Zhang
Affiliations1. Department of Finance, International Business School Suzhou Xi'an Jiaotong‐Liverpool University Suzhou China; 2. Department of Accountancy and Finance, Otago Business School University of Otago Dunedin New Zealand
CCP Competition, Margins, and Crowding in US Treasury Market
AuthorsJingrui Li
Affiliations1. School of Business Stevens Institute of Technology Hoboken New Jersey USA
Neural Jumps for Option Pricing
AuthorsDuosi Zheng; Hanzhong Guo; Yanchu Liu; Wei Huang
Affiliations1. College of Business Southern University of Science and Technology Shenzhen China; 2. School of Computing and Data Science University of Hong Kong Hong Kong China; 3. Lingnan College Sun Yat‐sen University Guangzhou China
Valuing American Fractional Lookback Options
AuthorsHangsuck Lee; Yisub Kye; Haewon Seo; Donghyun Kim; Hongjun Ha
Affiliations1. Department of Mathematics/Actuarial Science Sungkyunkwan University Seoul Republic of Korea; 2. Department of Statistics and Actuarial Science Northern Illinois University DeKalb Illinois USA; 3. Department of Liberal Studies Seoul National University Seoul Gwanak‐gu Republic of Korea; 4. Department of Mathematics Gyeongsang National University Jinju‐si Republic of Korea; 5. Department of Statistics Korea University Seoul Seongbuk‐gu Republic of Korea
Reciprocal Return Risk Premium and Option Returns
AuthorsBowen Du
Affiliations1. College of Finance and Statistics Hunan University Changsha China
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