Zhan Wang

Research Center of Finance, Shanghai Business School

Assistant Professor

2271 West Zhong Shan Road

Shanghai, Shanghai 200235

China

SCHOLARLY PAPERS

4

DOWNLOADS

394

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

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 120 (325,608)

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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

2.

Implied Equity Premium and Market Beta

Number of pages: 59 Posted: 10 Feb 2021 Last Revised: 18 May 2021
Victor Chow, Jiahao Gu and Zhan Wang
West Virginia University - Department of Finance, West Virginia University - Department of Finance and Research Center of Finance, Shanghai Business School
Downloads 118 (329,458)

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Volatility-asymmetry, Implied Equity Premium, Implied Beta, VIX, SVIX, AVIX

Relative Investor Sentiment Measurement

Number of pages: 24 Posted: 02 Jun 2022
Shanghai Business School, Utrecht University, Utrecht University - School of Economics and Research Center of Finance, Shanghai Business School
Downloads 113 (341,628)

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sentiment, emotional bias, cognitive error, bounded rationality, preservers, accumulators, momentum, return predictability

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

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 43 (567,302)

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Volatility Asymmetry, Stochastic Dominance, Asset Pricing, CAPM