Bingzhi Zhao

Duke University, Department of Economics

PhD Candidate

Durham, NC

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 28,293

SSRN RANKINGS

Top 28,293

in Total Papers Downloads

1,699

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Good Volatility, Bad Volatility and the Cross-Section of Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 77 Posted: 17 Feb 2015 Last Revised: 12 Dec 2018
Tim Bollerslev, Sophia Zhengzi Li and Bingzhi Zhao
Duke University - Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Duke University, Department of Economics
Downloads 1,445 (12,895)
Citation 4

Abstract:

Loading...

Cross-sectional return variation; return predictability; high-frequency-data; semi-variance; jump variation

2.

An Efficient Factor from Basis 'Anomalies'

Number of pages: 69 Posted: 21 Sep 2016 Last Revised: 08 Nov 2016
Bingzhi Zhao
Duke University, Department of Economics
Downloads 254 (125,130)

Abstract:

Loading...

Anomaly, mean-variance efficient, multi-factors, asset-pricing