Yanhui Zhao

University of Wisconsin - Whitewater - College of Business and Economics

Assistant Professor

Whitewater, WI 53190

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 45,268

SSRN RANKINGS

Top 45,268

in Total Papers Downloads

956

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  I am currently working on information from option markets.  ”

Scholarly Papers (5)

1.

Belief Heterogeneity in the Option Markets and the Cross-Section of Stock Returns

Number of pages: 62 Posted: 20 Jan 2016 Last Revised: 07 Mar 2019
Paul Borochin and Yanhui Zhao
University of Miami - Department of Finance and University of Wisconsin - Whitewater - College of Business and Economics
Downloads 458 (64,425)
Citation 1

Abstract:

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Options; Implied Volatility; Belief Heterogeneity

2.

What Information Does Risk Neutral Skewness Contain? Evidence From Price Rebounds and Momentum Crashes

Number of pages: 58 Posted: 27 Feb 2018 Last Revised: 09 Sep 2019
Paul Borochin and Yanhui Zhao
University of Miami - Department of Finance and University of Wisconsin - Whitewater - College of Business and Economics
Downloads 340 (91,409)

Abstract:

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Risk Neutral Skewness, Momentum, Return Predictability

3.

Short-Term and Long-Term Discount Rates for Commercial Real Estate

University of Connecticut School of Business Research Paper No. 19-04
Number of pages: 47 Posted: 25 Jan 2019 Last Revised: 22 Feb 2019
University of Connecticut - Department of Finance, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate and University of Wisconsin - Whitewater - College of Business and Economics
Downloads 69 (344,201)

Abstract:

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Cost of Capital Term-Structure, Risk Premium, Cost of Capital for REITs, CAPM

4.

An Application of Real Options to Capital Budgeting for Power Grid Reliability

Number of pages: 8 Posted: 12 Mar 2018 Last Revised: 15 Mar 2019
Paul Borochin and Yanhui Zhao
University of Miami - Department of Finance and University of Wisconsin - Whitewater - College of Business and Economics
Downloads 45 (420,698)

Abstract:

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Resilience, Power System Economics, Power System Stability

5.

The Effect of Option-implied Skewness on Delta- and Vega-Hedged Option Returns

Number of pages: 42 Posted: 29 Jul 2019 Last Revised: 17 Jan 2020
Paul Borochin, Zekun Wu and Yanhui Zhao
University of Miami - Department of Finance, University of Connecticut and University of Wisconsin - Whitewater - College of Business and Economics
Downloads 44 (424,442)

Abstract:

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Risk Neutral Skewness; Options; Return Predictability