Lei Zhao

ESCP Europe

Assistant Professor

79 Avenue de la République

Paris, 75011

France

SCHOLARLY PAPERS

5

DOWNLOADS

663

SSRN CITATIONS
Rank 49,005

SSRN RANKINGS

Top 49,005

in Total Papers Citations

11

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 225 (151,671)
Citation 6

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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 121 (258,482)

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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 (729,317)
Citation 3
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credit default swap, financial crisis, financial institutions, implicit government guarantees, too‐big‐to‐fail

3.

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 114 (268,830)

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4.

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 111 (273,928)

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

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 89 (317,031)
Citation 2

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