Lei Zhao

ESCP Europe

Assistant Professor

79 Avenue de la République

Paris, 75011

France

SCHOLARLY PAPERS

5

DOWNLOADS

608

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Systemic Risk and Bank Size

Number of pages: 65 Posted: 06 Sep 2013 Last Revised: 26 Aug 2017
Simone Varotto and Lei Zhao
ICMA Centre - Henley Business School, University of Reading and ESCP Europe
Downloads 214 (147,880)
Citation 3

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Systemic Risk, Financial Crisis, Bank Regulation, Contingent Claim Analysis

Market-based Estimates of Implicit Government Guarantees in European Financial Institutions

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, European Financial Management, forthcoming
Number of pages: 48 Posted: 19 Aug 2014 Last Revised: 17 Jun 2017
Lei Zhao
ESCP Europe
Downloads 120 (242,786)

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Credit default swap, financial crises, financial institutions, implicit government guarantees, too-big-to-fail, implicit subsidy, sovereign debt crisis

Market‐Based Estimates of Implicit Government Guarantees in European Financial Institutions

European Financial Management, Vol. 24, Issue 1, pp. 79-112, 2018
Number of pages: 34 Posted: 19 Jan 2018
Lei Zhao
ESCP Europe
Downloads 3 (682,984)
Citation 2
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credit default swap, financial crisis, financial institutions, implicit government guarantees, too‐big‐to‐fail

3.

Credit Risk 'Beta': The Systematic Aspect of Bank Default Risk

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 30 Sep 2015
Lei Zhao
ESCP Europe
Downloads 101 (273,040)

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Banking/Financial intermediation, financial crisis, credit default swap, sovereign risk

4.

Safety First, Loss Probability, and the Cross Section of Expected Stock Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 31 Oct 2019
Ji CAO, Marc Oliver Rieger and Lei Zhao
Yunnan University - School of Development Studies, University of Trier and ESCP Europe
Downloads 89 (296,301)

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5.

Investment Horizon and Corporate Social Performance: The Virtuous Circle of Long-Term Institutional Ownership and Responsible Firm Conduct

ICMA Centre Discussion Paper No. ICM-2017-06
Number of pages: 48 Posted: 02 Oct 2017
Ioannis Oikonomou, Chao Yin and Lei Zhao
University of Reading - ICMA Centre, University of Reading - ICMA Centre and ESCP Europe
Downloads 81 (314,060)

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Corporate Social Responsibility, CSR, CSP, Sustainability, Institutional Investors, Investment Horizon