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	Title	Author(s)	Issue Date	Views
	Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance	Zhang, J Chang, EC Shi, L	2011	124
	Darboux transformations of classical Boussinesq system and its new solutions Journal:Physics Letters, Section A: General, Atomic and Solid State Physics	Li, Y Ma, WX Zhang, JE	2000	51
	The CBOE S&P 500 Three-month variance futures Journal:Journal of Futures Markets	Zhang, JE Huang, Y	2010	197
	The relation between SPX options and the CBOE-listed volatility derivatives Proceeding/Conference:Annual Meeting of the Financial Management Association	Brenner, M Luo, X Zhang, J	2010	106
	Information acquisition in a war of attrition Proceeding/Conference:2011 North America Summer Meetings of the Econometric Society	Kim, K Xu, Z	2011	131
	The Market for Volatility Trading: Variance Futures Proceeding/Conference:Financial Management Association (FMA) Annual Meeting	Huang, Y Zhang, J	2008	81
	Forecasting the term structure of Chinese Treasury yields Journal:Pacific Basin Finance Journal	Luo, X Han, H Zhang, JE	2012
	A remark on Lin and Chang's paper 'Consistent modeling of S&P 500 and VIX derivatives' Journal:Journal of Economic Dynamics and Control	Cheng, J Ibraimi, M Leippold, M Zhang, JE	2012	128
	Hedging volatility risk Journal:Journal of Banking and Finance	Brenner, M Ou, EY Zhang, JE	2006	153
	Trial incentive in sequential litigation Proceeding/Conference:American Law and Economics Association Conference 2012	Bernhardt, D Xu, Z	2012
	Price, Production, Storage and Futures Markets Proceeding/Conference:European Finance Association Annual Meeting	Carverhill, AP	2001	133
	The dynamics of long forward rate term structures Journal:Journal of Futures Markets	Luo, X Zhang, JE	2010
	VIX futures Journal:Journal of Futures Markets	Zhang, JE Zhu, Y	2006	142
	Pricing continuously sampled Asian options with perturbation method Journal:Journal of Futures Markets	Zhang, JE	2003
	Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method Journal:Journal of Derivatives Accounting	Shu, J Zhang, JE	2004
	Critical ratio between the amplitudes of two overtaking solitary water waves Journal:Physical Review E (Statistical, Nonlinear, and Soft Matter Physics)	Wang, B Zhang, JE Zhang, J Liu, H	2007
	The Term Structure of VIX Proceeding/Conference:2010 FMA European Conference	Luo, X Zhang, EJ	2010	131
	Why does New Hampshire matter - simultaneous v.s. sequential primaries Proceeding/Conference:International Conference on International Trade and Political Economy	Lo, P	2011	106
	An Affine Model of Long Maturity Forward Rates, with Predictable Risk Premium Proceeding/Conference:American Finance Association Conference	Carverhill, AP	2004	105
	Language and coordination games Proceeding/Conference:Conference on Logic and the Foundations of Game and Decision Theory	Lo, MP	2010	125
	Testing range estimators of historical volatility Journal:Journal of Futures Markets	Shu, J Zhang, JE	2006	254
	Study on an extended Boussinesq equation Journal:Chinese Physics	Chen, CL Zhang, JE Li, YS	2007	37
	The relation among SPX options, variance futures and VIX futures Proceeding/Conference:Annual Conference of Asia-Pacific Association of Derivatives, APAD 2011	Huang, Y Zhang, J	2011
	Unified intrinsic functional expansion theory for solitary waves Journal:Acta Mechanica Sinica/Lixue Xuebao	Wu, TY Kao, J Zhang, JE	2005
	Commission sharing among agents Proceeding/Conference:Annual International Industrial Organization Conference	Xu, Z	2010	94