Prof Ser-Huang Poon

Professor

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Publications

  1. 2018
  2. Accepted/In press

    Corporate Social Responsibility Reports: Topic Analysis and Big Data Approach

    Poon, S-H., Goloshchapova, I., Pritchard, M. & Reed, P., 5 Dec 2018, (Accepted/In press) In : European Journal of Finance.

    Research output: Contribution to journalArticle

  3. Published

    Rating-based CDS curves

    Kolokolova, O., Lin, M. & Poon, S., 2018, In : The European Journal of Finance. p. 1-35

    Research output: Contribution to journalArticle

  4. Published

    The reality of stock market jumps diversification

    Chen, K., Vitiello, L., Hyde, S. & Poon, S-H., 2018, In : Journal of International Money and Finance.

    Research output: Contribution to journalArticle

  5. Published

    Too Big to Ignore? Hedge Fund Flows and Bond Yields

    Kolokolova, O., Lin, M-T. & Poon, S-H., 2018, In : Journal of Banking and Finance. JBF5271 .

    Research output: Contribution to journalArticle

  6. 2016
  7. Published

    What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?

    Stilger, P., Kostakis, A. & Poon, S-H., 2016, In : MANAGEMENT SCIENCE.

    Research output: Contribution to journalArticle

  8. 2015
  9. Published
  10. Published

    Too Big to Ignore? Hedge Fund Flow and Bond Yields

    Kolokolova, O., Lin, M-T. & Poon, S-H., 16 Mar 2015.

    Research output: Working paper

  11. Published

    Credit Contagion in the Presence of Non-Normal Shocks

    Christodoulakis, G., Batiz-Zuk, E. & Poon, S-H., 2015, In : International Review of Financial Analysis.

    Research output: Contribution to journalArticle

  12. Published

    Estimating dynamic copula dependence using intraday data

    Lidan, G. & Poon, S. H., 2015, In : Studies in Nonlinear Dynamics & Econometrics. 19, 4, p. 501-529 28 p.

    Research output: Contribution to journalArticle

  13. 2014
  14. Published

    Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing

    Vitiello, L. & Poon, S. H., 1 Jul 2014, In : Review of Derivatives Research. 17, 2, p. 241-259 18 p.

    Research output: Contribution to journalArticle

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Research output: Contribution to journalArticle