Items where Author is "Zhang, Mengyu"

Article

Brahma, Sanjukta and Gavriilidis, Konstantinos and Kallinterakis, Vasileios and Verousis, Thanos and Zhang, Mengyu (2023) LGBTQ and Finance. International Review of Financial Analysis, 86. p. 102547. DOI https://doi.org/10.1016/j.irfa.2023.102547

Zhang, Mengyu and Verousis, Thanos and Kalaitzoglou, Iordanis (2022) Information and the arrival rate of option trading volume. Journal of Futures Markets, 42 (4). pp. 605-644. DOI https://doi.org/10.1002/fut.22299

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos and Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. DOI https://doi.org/10.1002/fut.22066

Thesis

Zhang, Mengyu (2020) Essays on the microstructure of US equity options. PhD thesis, University of Essex.