张泽华｜湖南大学｜学者主页

期刊论文

2025

Illiquidity-driven bond return synchronicity and information environment☆

Zhirui Song, Zehua Zhang, Ran Zhao

International Review Of Economics & Finance，Vol. 104

DOI

2025

Carbon emission and idiosyncratic risk: Role of environmental regulation and disclosure

Qing Zhang, Zongyi Hu, Zehua Zhang, Ran Zhao

International Review Of Financial Analysis，Vol. 105

DOI

2025

ESG performance and bond return volatility

Zehua Zhang, Ran Zhao, Lu Zhu, Trevor Chamberlain

Journal Of Financial Stability，Vol. 79

DOI

2024

Creditor Protection and Enterprise Earnings Management -A Test Based on Bond Covenants

Xueying Zhang, Xiaoran Kong, Zehua Zhang, Zengcai Ding

Emerging Markets Finance And Trade，Vol. 600, No. 140

DOI

2024

Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?

Chenxing Li, Zehua Zhang, Ran Zhao

Finance Research Letters，Vol. 67

DOI

2024

ESG Performance and Corporate Bond Volatility

Trevor William Chamberlain, Zehua Zhang, Ran Zhao, Lu Zhu

International Advances in Economic Research

DOI

2024

The Necessity for Developing a Mandatory Environmental Information Disclosure System for ESG in China: From the Perspective of Corporate Compliance

Zehua Zhang

Frontiers in Business, Economics and Management

DOI

2023

Good volatility, bad volatility, and the cross section of cryptocurrency returns

Zehua Zhang, Ran Zhao

International Review Of Financial Analysis，Vol. 89

DOI

2023

Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry

Zehua Zhang, Ran Zhao

Quantitative Finance，Vol. 230, No. 1

DOI

2022

Voluntary disclosure of pandemic exposure and stock price crash risk

Justin Jin, Yi Liu, Zehua Zhang, Ran Zhao

Finance Research Letters，Vol. 47

DOI

2022

Carbon emission and credit default swaps

Zehua Zhang, Ran Zhao

Finance research letters

DOI

2021

中美资本市场财富效应比较研究

中山证券课题组，李湛，张泽华

《证券市场导报》，No. 4

下载原文

2013

Real Estate Investment Trusts(REITs) Issues from the Chinese Perspective

Zehua Zhang

DOI

预印本

2025

Do Bond Investors Value ESG Performance? The Role of Institutional Ownership

Zehua Zhang, Ran Zhao, Lu Zhu, Qianqiu Liu

SSRN Electronic Journal

DOI

2024

Leverage Corrections to Price Discovery Measures With an Application to Leveraged Exchange-Traded Funds

Shulin Shen, Zehua Zhang, Eric W. Zivot

SSRN Electronic Journal

DOI

2020

Is Overnight Volatility Overlooked?

Zehua Zhang, Ran Zhao

SSRN Electronic Journal

DOI

2020

Corporate Social Responsibility and Bond Volatility

Trevor William Chamberlain, Zehua Zhang, Ran Zhao, Lu Zhu

SSRN Electronic Journal

DOI

2020

Corporate Bond Illiquidity and Bond Return Synchronicity

Zehua Zhang, Ran Zhao

SSRN Electronic Journal

DOI

2019

Estimating Stochastic Volatility Model with Realized Volatility and Implied Volatility

Zehua Zhang, Ran Zhao

SSRN Electronic Journal

DOI

张泽华

精选作品

期刊论文

Illiquidity-driven bond return synchronicity and information environment☆

Carbon emission and idiosyncratic risk: Role of environmental regulation and disclosure

ESG performance and bond return volatility

Creditor Protection and Enterprise Earnings Management -A Test Based on Bond Covenants

Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?

ESG Performance and Corporate Bond Volatility

The Necessity for Developing a Mandatory Environmental Information Disclosure System for ESG in China: From the Perspective of Corporate Compliance

Good volatility, bad volatility, and the cross section of cryptocurrency returns

Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry

Voluntary disclosure of pandemic exposure and stock price crash risk

Carbon emission and credit default swaps

中美资本市场财富效应比较研究

Real Estate Investment Trusts(REITs) Issues from the Chinese Perspective

预印本

Do Bond Investors Value ESG Performance? The Role of Institutional Ownership

Leverage Corrections to Price Discovery Measures With an Application to Leveraged Exchange-Traded Funds

Is Overnight Volatility Overlooked?

Corporate Social Responsibility and Bond Volatility

Corporate Bond Illiquidity and Bond Return Synchronicity

Estimating Stochastic Volatility Model with Realized Volatility and Implied Volatility

研究方向