Yi Zhang

Prairie View A&M University

Assistant Professor

PO Box 519

MS2310

Prairie View, TX 77446

United States

SCHOLARLY PAPERS

5

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CITATIONS
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Top 44,516

in Total Papers Citations

10

Scholarly Papers (5)

1.

The Implied Volatility of ETF and Index Options

The International Journal of Business and Finance Research, Vol. 5, No. 4, pp. 35-44, 2011
Number of pages: 10 Posted: 07 Jul 2011
San Jose State University, University of Houston, Clear Lake and Prairie View A&M University
Downloads 1,904 (7,787)

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exchange-traded funds, index options, implied volatility, open interest

2.

Heterogeneous Beliefs and Risk Neutral Skewness

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 40 Posted: 19 Sep 2011
University of Nebraska at Lincoln - Department of Finance, University of Nebraska at Lincoln - Department of Finance and Prairie View A&M University
Downloads 135 (211,743)
Citation 1

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3.

An Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous Beliefs

Journal of Derivatives, Summer 2018, Forthcoming
Posted: 08 Aug 2018
Shu Feng, Xiaoling Pu and Yi Zhang
Boston University, Kent State University - Department of Finance and Prairie View A&M University

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Heterogeneous Beliefs, Option-implied Volatility Smile

4.

The Relationship between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

International Review of Financial Analysis, Vol. 41, No. 62, October 2015
Posted: 29 Aug 2015
Boston University, Prairie View A&M University and University of Nebraska at Lincoln - Department of Finance

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belief differences, risk-neutral skewness, idiosyncratic skewness

5.

What are the Characteristics of Firms that Engage in Earnings Per Share Management Through Share Repurchases?

Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 334-350, 2013
Number of pages: 17 Posted: 08 Jun 2013
Kathleen A. Farrell, Jin Yu and Yi Zhang
University of Nebraska-Lincoln, Saint Cloud State University - G. R. Herberger College of Business and Prairie View A&M University
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Corporate Governance, Share Repurchase, Earnings Management, CEO Stock Ownership and Option Holdings