张昱昭｜南京财经大学｜学者主页

2025

Rare disasters and their impact on hedge fund valuation and leverage choice

Yuxiang Bian, Can Tang, Xiong Xiong, Jinqiang Yang, Yuzhao Zhang

Economics Letters，Vol. 257

DOI

2025

Common Pricing of Decentralized Risk: A Linear Option Pricing Model

Liuren Wu, Yuzhao Zhang

Review Of Financial Studies，Vol. 380, No. 6

DOI

2024

Institutional investor networks and earnings management: The role of the exit threat

Jie Li, Yuzhao Zhang, Yongjie Zhang, Xiong Xiong

Economic Modelling，Vol. 141

DOI

2024

高铁开通是否降低了投资者异质信念?

张昱昭，杜修立，张雨薇

《系统工程学报》

DOI

2024

Beyond Carry: The Prospective Interest Rate Differential and Currency Excess Returns

Ohio Fisher College of Business Submitter, Meng-Meng Dong, Shingo Goto, Kewei Hou, Yan Xu, Yu-Zhao Zhang

Social Science Research Network

DOI

2022

Consumption risks in option returns

Shuwen Yang, Kevin Aretz, Hening Liu, Yuzhao Zhang

Journal Of Empirical Finance，Vol. 69

DOI

2022

Financial Uncertainty with Ambiguity and Learning

Hening Liu, Yuzhao Zhang

Management Science，Vol. 680, No. 3

DOI

2022

金融科技背景下财经类高校金融工程专业人才培养策略研究

张昱昭

《产业与科技论坛》

2021

证券信息交流降低了股价同步性吗?——基于互联网社交媒体的证据

张昱昭，高征烨，张永杰，熊熊

《系统科学与数学》

2021

Option Payoffs, Disagreement and Returns

M. J. Brennan, Yu-Zhao Zhang

Social Science Research Network

DOI

2021

Probabilistic Interpretation of Black Implied Volatility

P. Carr, Liu-Ren Wu, Yu-Zhao Zhang

2020

Capital Asset Pricing with a Stochastic Horizon

Michael J. Brennan, Yuzhao Zhang

Journal Of Financial And Quantitative Analysis，Vol. 550, No. 3

DOI

2020

Stock market reactions to social media: Evidence from WeChat recommendations

Yuzhao Zhang, Haifei Liu

Physica A Statistical Mechanics and its Applications

DOI

2019

社会网络情景下金融市场行为研究进展与评析

张昱昭，柏巍，刘海飞

《金融理论与实践》

2019

Early Resolution of Uncertainty: Evidence from Equity Options

K. Aretz, Hening Liu, Shuwen Yang, Yu-Zhao Zhang

DOI

2017

Investor sentiment and stock returns: Evidence from provincial TV audience rating in China

Yongjie Zhang, Yu-Zhao Zhang, De-Hua Shen, Wei Zhang

DOI

2017

Attention on Volatility and Options

Yan Xu, Shu Yan, Yu-Zhao Zhang

DOI

2016

Prospective book-to-market ratio and expected stock returns

Ke-Wei Hou, Yan Xu, Yu-Zhao Zhang

2014

Insider Trading in Supervised Industries

David M. Reeb, Yuzhao Zhang, Wanli Zhao

Journal Of Law & Economics，Vol. 570, No. 3

DOI

2014

Contrarian flows, consumption and expected stock returns

Yuzhao Zhang

Journal Of Banking & Finance，Vol. 42

DOI

2014

Currency Risk Premium, Interest Rate Differentials, and the Holding Period

Shingo Goto, Yan Xu, Yu-Zhao Zhang

DOI

2013

The efficacy of regulatory intervention: Evidence from the distribution of informed option trading

Ronald C. Anderson, David M. Reeb, Yuzhao Zhang, Wanli Zhao

Journal Of Banking & Finance，Vol. 37, No. 11

DOI

2013

Free ( Almost ) Variance Insurance ∗

Yan Xu, Yu-Zhao Zhang

2011

Alternative Variance Estimators for Pricing Options

R. Geske, Richard W. Roll, Yu-Zhao Zhang

DOI

2011

Predicting Time-varying Value Premium Using the Implied Cost of Capital: Implications for Countercyclical Risk, Mispricing and Style Investing

Yan Li, David T. Ng, B. Swaminathan, N. Wacker, We, Heng-Jie Ai, Hendrik Bessembinder, Long Chen, F. Diebold, A. Dittmar, George P. Gao, Ke-Wei Hou, Ming Huang, Marcin T. Kacperczyk, Andrew Karolyi, Qing-Zhong Ma, Li-Lian K. Ng, N. Prabhala, Amiyatosh Purnanandam, D. Reeb, Michael R. Roberts, Oleg Rytchkov, Ramu Thiagarajan, Jun Tu, Lu Zhang, Xiao-Yan Zhang, Yu-Zhao Zhang

2005

Does the Early Exercise Premium Contain Information About Future Underlying Returns

Rossen I. Valkanov, Yu-Zhao Zhang, Pradeep K. Yadav

DOI

张昱昭

精选作品

期刊论文

Rare disasters and their impact on hedge fund valuation and leverage choice

Common Pricing of Decentralized Risk: A Linear Option Pricing Model

Institutional investor networks and earnings management: The role of the exit threat

高铁开通是否降低了投资者异质信念?

Beyond Carry: The Prospective Interest Rate Differential and Currency Excess Returns

Consumption risks in option returns

Financial Uncertainty with Ambiguity and Learning

金融科技背景下财经类高校金融工程专业人才培养策略研究

证券信息交流降低了股价同步性吗?——基于互联网社交媒体的证据

Option Payoffs, Disagreement and Returns

Probabilistic Interpretation of Black Implied Volatility

Capital Asset Pricing with a Stochastic Horizon

Stock market reactions to social media: Evidence from WeChat recommendations

社会网络情景下金融市场行为研究进展与评析

Early Resolution of Uncertainty: Evidence from Equity Options

Investor sentiment and stock returns: Evidence from provincial TV audience rating in China

Attention on Volatility and Options

Prospective book-to-market ratio and expected stock returns

Insider Trading in Supervised Industries

Contrarian flows, consumption and expected stock returns

Currency Risk Premium, Interest Rate Differentials, and the Holding Period

The efficacy of regulatory intervention: Evidence from the distribution of informed option trading

Free ( Almost ) Variance Insurance ∗

Alternative Variance Estimators for Pricing Options

Predicting Time-varying Value Premium Using the Implied Cost of Capital: Implications for Countercyclical Risk, Mispricing and Style Investing

Does the Early Exercise Premium Contain Information About Future Underlying Returns

研究方向