Sophia Zhengzi Li

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #8,086 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 26 citations into it; #17,582 of 23,481 by trust here, #20,008 by citations
• Management Science and Operations Research — 6 citations into it

Whom Sophia Zhengzi Li trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Tim Bollerslev
3. Y. Amihud
4. Xavier Gabaix
5. N. Shephard
6. Ravi Bansal
7. Bjørn Eraker
8. Turan G. Bali
9. Torben G. Andersen
10. V. Todorov

Who trusts Sophia Zhengzi Li overall

1. Ilze Kalniņa

Papers from Sophia Zhengzi Li's perspective

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

1. The Impact of Jumps in Volatility and Returns
2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
3. Power and bipower variation with stochastic volatility and jumps
4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
5. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
6. Tails, Fears and Risk Premia
7. Conditional Skewness in Asset Pricing Tests
8. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
9. Generalized autoregressive conditional heteroskedasticity
10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers

• Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns (2014) — 132 citations