Hanyu Zhang

Central University of Finance and Economics (CUFE) - China Economics and Management Academy

NO.39 South College Road

Haidian District

Beijing, 100081

China

  • Central University of Finance and Economics (CUFE) - China Economics and Management Academy

SCHOLARLY PAPERS

4

DOWNLOADS

433

TOTAL CITATIONS

1

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Common Investor Coverage and Excess Return Comovement: Evidence from Seeking Alpha

Number of pages: 38 Posted: 01 Mar 2023
Hanyu Zhang, Hang ZHOU, Huaigang Long, Wenyu Zhou and Adam Zaremba
Central University of Finance and Economics (CUFE) - China Economics and Management Academy, Nottingham University Business School China, Zhejiang University, Zhejiang University and MBS School of Business
Downloads 151 (421,993)

Abstract:

Loading...

Common investor coverage, return comovement, excess comovement, Seeking Alpha, retail investor

2.

Combining GARCH Model Forecasts of Volatility With Alternative Weighting Schemes in Electricity Markets

Number of pages: 24 Posted: 09 Mar 2020
Hanyu Zhang, Julie Byrne and Martina Assereto
Central University of Finance and Economics (CUFE) - China Economics and Management Academy, Dublin City University and University College Dublin (UCD)
Downloads 110 (541,385)
Citation 1

Abstract:

Loading...

electricity price volatility forecasting; forecast combination; GARCH models; Bayesian model averaging

3.

Modeling Intraday Volatility in European Bond Markets: A Data Filtering Application

Number of pages: 50 Posted: 12 Jan 2018 Last Revised: 09 Feb 2019
Hanyu Zhang and Alfonso Dufour
Central University of Finance and Economics (CUFE) - China Economics and Management Academy and ICMA Centre, Henley Business School, University of Reading
Downloads 105 (560,610)

Abstract:

Loading...

Financial Econometrics, GARCH, High-Frequency Data, Data Filter

4.

Public Access to In-house Meeting Reports and Stock Liquidity: Evidence From China

Number of pages: 44 Posted: 01 Mar 2023
Hanyu Zhang, Rong Ding and Hang ZHOU
Central University of Finance and Economics (CUFE) - China Economics and Management Academy, University of Warwick - Warwick Business School and Nottingham University Business School China
Downloads 67 (736,350)

Abstract:

Loading...

in-house meeting; information asymmetry; bid-ask spread.