R. Zhao

Finance · with Zhang · 2010

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it; #4,612 of 10,518 by trust here, #3,438 by citations
• Economics and Econometrics — 18 citations into it; #10,023 of 23,481 by trust here, #10,609 by citations
• Accounting — 12 citations into it

Whom R. Zhao trusts overall

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

1. Jun Pan
2. Mila Getmansky
3. William Fung
4. Nicolas P. B. Bollen

Who trusts R. Zhao overall

1. Jeong‐Bon Kim
2. Jeffrey L. Callen
3. Andrew Ellul

Papers from R. Zhao's perspective

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

1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
2. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
3. Informational Content of Option Volume Prior to Takeovers
4. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
5. Informed Trading in Stock and Option Markets
6. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
7. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
8. The Informational Role of Stock and Option Volume
9. The Cross-Section of Volatility and Expected Returns
10. Empirical option pricing: a retrospection

Their papers

• What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? (2010) — 628 citations
• Investing in Talents: Manager Characteristics and Hedge Fund Performances (2010) — 157 citations