Tzuo Hann Law

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

209

SSRN CITATIONS
Rank 20,770

SSRN RANKINGS

Top 20,770

in Total Papers Citations

30

CROSSREF CITATIONS

15

Scholarly Papers (2)

1.

Risk, Jumps, and Diversification

CREATES Research Paper 2007-19
Number of pages: 48 Posted: 23 Jun 2008
Tim Bollerslev, Tzuo Hann Law and George Tauchen
Duke University - Finance, affiliation not provided to SSRN and Duke University - Economics Group
Downloads 181 (185,510)
Citation 46

Abstract:

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risk, diversification

2.

Fearing the Fed: How Wall Street Reads Main Street

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 44 Posted: 30 Nov 2019
Amir Yaron, Tzuo Hann Law and Dongho Song
University of Pennsylvania -- Wharton School of Business, affiliation not provided to SSRN and Johns Hopkins University - Carey Business School
Downloads 28 (528,433)

Abstract:

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Macroeconomic news announcements, cyclical return variation, monetary policy expectations, business cycle, news decomposition, risk premium