Zhan Wang

Research Center of Finance, Shanghai Business School

Assistant Professor

2271 West Zhong Shan Road

Shanghai, Shanghai 200235

China

SCHOLARLY PAPERS

7

DOWNLOADS

730

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.
Downloads 219 (262,151)

Relative Investor Sentiment

Number of pages: 26 Posted: 02 Jun 2022 Last Revised: 08 Jun 2024
Shanghai Business School, Utrecht University, Utrecht University - School of Economics and Research Center of Finance, Shanghai Business School
Downloads 219 (261,259)

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Investor sentiment, Option-implied moments, Momentum JEL classification: G12, G13, G14

Relative Investor Sentiment Measurement

CEPR Discussion Paper No. DP17370
Number of pages: 27 Posted: 23 Jun 2022
Shanghai Business School, Tilburg University, Utrecht University - School of Economics and Research Center of Finance, Shanghai Business School
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accumulators, cognitive error, emotional bias, Momentum, preservers, return predictability, sentiment

The Prospect Capital Asset Pricing Model: Theory and Empirics

CEPR Discussion Paper No. 17935.
Number of pages: 21 Posted: 27 Dec 2022 Last Revised: 13 Sep 2023
Shanghai Business School, Utrecht University, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 130 (407,432)

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Prospect theory, stock returns, beta pricing, skewness.

The Prospect Capital Asset Pricing Model: Theory and Empirics

Number of pages: 22 Posted: 07 Nov 2023
Shanghai Business School, Utrecht University, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 40 (806,937)

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Prospect theory, Stock returns, Beta pricing, Skewness.

3.

Mean Swap Variance, Portfolio Thoery and Asset Pricing

Number of pages: 45 Posted: 12 May 2017 Last Revised: 09 Jan 2018
Victor Chow and Zhan Wang
West Virginia University - Department of Finance and Research Center of Finance, Shanghai Business School
Downloads 150 (362,848)

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Mean-Variance, Rational Decision Maker, Symmetry, Swap Variance, Human Decision Maker, Asymmetry, Expected Utility Maximization, Stochastic Dominance, Capital Market Equilibrium, Loss-Aversion, and Gain-Preference

4.

Asymmetry-Risk and Stochastic Dominance Asset Pricing

Number of pages: 70 Posted: 19 Aug 2019 Last Revised: 29 Jun 2020
West Virginia University - Department of Finance, Rutgers Business School: Newark and New Brunswick and Research Center of Finance, Shanghai Business School
Downloads 123 (423,467)

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Volatility Asymmetry, Stochastic Dominance, Asset Pricing, CAPM

5.

Directors' And Officers' Liability Insurance And Carbon Emissions

Number of pages: 18 Posted: 26 Oct 2023
Qianyi Wang, Xinyi Lou and Zhan Wang
affiliation not provided to SSRN, Donghua University and Research Center of Finance, Shanghai Business School
Downloads 31 (857,626)

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D&O insurance, Carbon emissions, risk-taking

6.

Volatility-Dependent Skewness-Preference and Equity Investment Strategies

Gao, X., Koedijk, K. G., and Wang, Z. Volatility-Dependent Skewness Preference, The Journal of Portfolio Management, 05 October 2021. DOI: 10.3905/jpm.2021.1.295
Number of pages: 31 Posted: 18 Mar 2024
Xiang Gao, Kees Koedijk and Zhan Wang
Shanghai Business School, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 21 (960,712)

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skewness; volatility; return prediction; portfolio stock selection

7.

A New Composite Risk Measurement Framework for Evaluating the Impact of Corporate Governance on Capital Market Performance

Number of pages: 12 Posted: 18 Mar 2024
Ziyu Li, Zhan Wang and Xiang Gao
Payap University, Research Center of Finance, Shanghai Business School and Shanghai Business School
Downloads 16 (1,002,221)

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composite risk measurement, hybrid variance, corporate governance, capital market performance