Yuanyuan Zhang

Finance · with Chen · 2010–2017

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yuanyuan Zhang trusts

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

  1. Jun Pan (in Finance)
  2. Tan Wang (in Finance)
  3. Peter P. Carr (in Finance)
  4. Jun Liu (in Finance)

Papers from Yuanyuan Zhang's perspective

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

  1. A Tale of Two Indices
  2. On the Estimation of Security Price Volatilities from Historical Data
  3. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
  4. Common risk factors in the returns on stocks and bonds
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Empirical Pricing Kernels
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. Annual Report Readability, Current Earnings, and Earnings Persistence
  10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers