Yuanzhen Li

Finance · with Kritzman · 2010–2011

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yuanzhen Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew Ang

Who trusts Yuanzhen Li overall

  1. Gangjin Wang

Papers from Yuanzhen Li's perspective

Ordered by how strongly the researchers Yuanzhen Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. International Asset Allocation With Regime Shifts
  2. Generalized autoregressive conditional heteroskedasticity
  3. Deciphering the Liquidity and Credit Crunch 2007-08
  4. Contagion as a Wealth Effect
  5. Consumption, aggregate wealth and expected stock returns
  6. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. Firm Size and Cyclical Variations in Stock Returns
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers