Lin Zheng

City University of New York, CUNY City College of New York - Department of Economics and Business

Assistant Professor

Convent Avenue at 138th Street

New York, NY 10031

United States

SCHOLARLY PAPERS

2

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CITATIONS
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3

Scholarly Papers (2)

1.
Downloads 1,053 ( 15,631)

What Makes the VIX Tick?

Number of pages: 61 Posted: 09 Sep 2012 Last Revised: 27 Feb 2014
Warren Bailey, Lin Zheng and Yinggang Zhou
Cornell University, City University of New York, CUNY City College of New York - Department of Economics and Business and Xiamen University - Department of Finance
Downloads 879 (20,087)

Abstract:

VIX, implied volatility, volatility risk premium, macroeconomic news, policy uncertainty

What Makes the VIX Tick?

HKIMR Working Paper No.22/2012
Number of pages: 61 Posted: 03 Nov 2012 Last Revised: 27 Feb 2014
Warren Bailey, Lin Zheng and Yinggang Zhou
Cornell University, City University of New York, CUNY City College of New York - Department of Economics and Business and Xiamen University - Department of Finance
Downloads 174 (140,907)

Abstract:

VIX, implied volatility, volatility risk premium, macroeconomic news, policy uncertainty

2.

Banks, Bears, and the Financial Crisis

Journal of Financial Services Research, Forthcoming
Number of pages: 66 Posted: 21 Oct 2010 Last Revised: 23 Aug 2012
Warren Bailey and Lin Zheng
Cornell University and City University of New York, CUNY City College of New York - Department of Economics and Business
Downloads 150 (150,910)
Citation 3

Abstract:

Short Selling, Banks, Financial Crisis, speculation, predatory trading