Shuyu Zhang

Zhongnan University of Economics and Law

No.143, Wuluo Road

Wuhan, Hubei 430073

China

Zhongnan University of Economics and Law

Associate Professor

182 Nanhu Avenue

East Lake High-tech Development

Wuhan, HUBEI 100029

China

  • Zhongnan University of Economics and Law

  • Zhongnan University of Economics and Law

SCHOLARLY PAPERS

6

DOWNLOADS

220

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (6)

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1.

Optimal Bitcoin Trading with Inverse Futures

Number of pages: 31 Posted: 24 Aug 2019
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 77 (339,345)
Citation 4

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Bitcoin; Inverse Futures; Optimal Investment; Utility Maximization

2.

Risk Structure and Optimal Hedging of Bitcoin Inverse Futures

Number of pages: 34 Posted: 25 Sep 2019
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 69 (360,686)

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Bitcoin, Inverse futures, Minimum-variance hedging, High-order risk

3.

Minimum-Variance Hedging of Bitcoin Inverse Futures

Accepted in Applied Economics
Number of pages: 29 Posted: 18 Mar 2020 Last Revised: 07 Jul 2020
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 40 (460,958)
Citation 1

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Bitcoin, Futures, Hedging efficiency, Risk management

4.

Mean-Variance Tradeoff of Bitcoin Inverse Futures

Number of pages: 15 Posted: 24 Mar 2020 Last Revised: 10 Jul 2020
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics
Downloads 32 (497,358)

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Bitcoin, Downside Risk, Futures, Volatility

5.

Cryptocurrency, Confirmatory Bias and News Readability – Evidence from the Largest Chinese Cryptocurrency Exchange

Accounting & Finance, Vol. 58, Issue 5, pp. 1445-1468, 2019
Number of pages: 24 Posted: 07 Mar 2019
Shuyu Zhang, Xuanyu Zhou, Huifeng Pan and Junyi Jia
Zhongnan University of Economics and Law, University of International Business and Economics (UIBE), University of International Business and Economics (UIBE) and Beijing Technology and Business University
Downloads 1 (707,355)
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Bitcoin, Block chain, Confirmatory bias, Cryptocurrency, Readability

6.

Causal Language Intensity in Performance Commentary and Financial Analyst Behaviour

Journal of Business Finance & Accounting, Vol. 46, Issue 1-2, pp. 3-31, 2019
Number of pages: 29 Posted: 20 Feb 2019
Shuyu Zhang, Walter Aerts and Huifeng Pan
Zhongnan University of Economics and Law, University of Antwerp and University of International Business and Economics (UIBE)
Downloads 1 (707,355)
Citation 2
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accuracy, analyst following, causal reasoning, dispersion, narrative disclosure