Da Zhi

2002

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

Papers from Da Zhi's perspective

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

  1. How Useful Are Implied Distributions? Evidence from Stock Index Options
  2. The Pricing of Options and Corporate Liabilities
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. In Search of Attention
  5. The Dynamics of the S&P 500 Implied Volatility Surface
  6. Aggregate and Idiosyncratic Political Risk: Measurement and Effects
  7. Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
  8. Does Climate Change Affect Real Estate Prices? Only If You Believe In It (The Review of financial studies)
  9. Common risk factors in the returns on stocks : empirical evidence from Singapore.
  10. Errors in Implied Volatility Estimation (Journal of Financial and Quantitative Analysis)

Their papers