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Browsing Open Theses & Dissertations by Thesis Supervisor 
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  • Browsing Open Theses & Dissertations by Thesis Supervisor
  •   Open Theses & Dissertations
  • Browsing Open Theses & Dissertations by Thesis Supervisor
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Browsing Open Theses & Dissertations by Thesis Supervisor "Wang, Peiming"

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    • Disposition effect and momentum based on prospect theory/mental accounting in the Chinese stock markets 

      Cao, Xiaoying (Auckland University of Technology, 2010)
      The disposition effect, which is first introduced by Shefrin and Statman (1985), refers to the tendency of individuals to profit their gaining transactions (winners) too early and the reluctance to realize their losing ...
    • Three Essays on Equity, Volatility and Commodity Derivatives 

      Xu, Yahua (Auckland University of Technology, 2017)
      This thesis provides a comprehensive study on option markets, with a focus on Leveraged Exchange Traded Fund (LETF) options, volatility options and crude oil options. Study of LETF option market is carried out using a ...

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