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

SCHOLARLY PAPERS

5

DOWNLOADS

536

SSRN CITATIONS

6

CROSSREF CITATIONS

5

Scholarly Papers (5)

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 188 (220,898)
Citation 5

Abstract:

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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 152 (264,237)

Abstract:

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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 105 (347,104)
Citation 2

Abstract:

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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 90 (383,007)

Abstract:

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Bitcoin, Downside Risk, Futures, Volatility

5.

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 (873,533)
Citation 3

Abstract:

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accuracy, analyst following, causal reasoning, dispersion, narrative disclosure