Yi Zhang

Prairie View A&M University

Assistant Professor

PO Box 519

MS2310

Prairie View, TX 77446

United States

SCHOLARLY PAPERS

6

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2,289

SSRN CITATIONS
Rank 46,018

SSRN RANKINGS

Top 46,018

in Total Papers Citations

6

CROSSREF CITATIONS

9

Scholarly Papers (6)

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 2,134 (9,021)

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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 139 (263,776)
Citation 6

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3.

Do US Commercial Banks Use FAS 157 to Manage Earnings?

International Journal of Accounting and Information Management
Number of pages: 16 Posted: 07 Jul 2020 Last Revised: 09 Jul 2020
H Gin Chong, Henry He Huang and Yi Zhang
Prairie View A&M University - College of Business, Yeshiva University - Sy Syms School of Business and Prairie View A&M University
Downloads 16 (679,097)

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Finance, FAS 157, fair value measurements, commercial banks, performance, provision for loan losses, earnings management, USA

4.

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

5.

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

6.

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