Peixuan Yuan

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7378-514X

School of Business, Hong Kong Baptist University, Hong Kong, China

Publications

• Systematic Momentum: A New Class of Price Patterns — Management Science 2026
• A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis — Management Science 2025
• Time-Varying Skew in VIX Derivatives Pricing — Management Science 2022