Author Page for Zhenzhen Fan

Can AI Read the Minds of Corporate Executives?

Number of pages: 54 Posted: 07 Jul 2023 Last Revised: 09 Apr 2024

Nicolas Chapados, Zhenzhen Fan, Ruslan Goyenko, Issam Hadj Laradji, Fred Liu and Chengyu Zhang

ServiceNow Research, Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance, McGill University - Desautels Faculty of Management, ServiceNow Research, University of Guelph and Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

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Abstract:

2.

Moment Risk Premia and Stock Return Predictability

Number of pages: 54 Posted: 12 Feb 2018 Last Revised: 12 Aug 2020

Zhenzhen Fan, Xiao Xiao and Hao Zhou

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance, City University London - Bayes Business School and Tsinghua University - PBC School of Finance

Downloads 771 (64,218)

Citation 8

Abstract:

3.

Equity Tail Risk and Currency Risk Premiums

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 69 Posted: 17 Jun 2019 Last Revised: 11 May 2021

Zhenzhen Fan, Juan M. Londono and Xiao Xiao

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance, Board of Governors of the Federal Reserve System and City University London - Bayes Business School

Downloads 584 (91,521)

Citation 11

Abstract:

4.

The Risk and Return of Cryptocurrency Carry Trade

Number of pages: 58 Posted: 28 Dec 2023 Last Revised: 11 Oct 2024

Zhenzhen Fan, Feng Jiao, Lei Lu and Xin Tong

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance, University of Lethbridge - Dhillon School of Business, University of Manitoba and University of Manitoba - Asper School of Business

Downloads 321 (184,568)

Abstract:

5.

Us Equity Tail Risk and Currency Risk Premia

FRB International Finance Discussion Paper No. 1253

Number of pages: 51 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020

Zhenzhen Fan, Juan M. Londono and Xiao Xiao

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance, Board of Governors of the Federal Reserve System and City University London - Bayes Business School

Downloads 140 (397,621)

Abstract:

6.

Asymmetric Excitation and the US Bias in Portfolio Choice

Number of pages: 68 Posted: 25 Nov 2019 Last Revised: 10 Mar 2020

Zhenzhen Fan, Roger J. A. Laeven and Rob van den Goorbergh

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance, University of Amsterdam - Department of Quantitative Economics (KE) and APG Asset Management

Downloads 51 (734,913)

Abstract:

7.

Disagreement and the Macro Announcement Day Returns *

Number of pages: 59 Posted: 12 Jul 2024

Xiaowen Lei and Zhenzhen Fan

University of Guelph and Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance

Downloads 30 (891,548)

Zhenzhen Fan

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance

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Scholarly Papers (7)

Can AI Read the Minds of Corporate Executives?

Abstract:

Moment Risk Premia and Stock Return Predictability

Abstract:

Equity Tail Risk and Currency Risk Premiums

Abstract:

The Risk and Return of Cryptocurrency Carry Trade

Abstract:

Us Equity Tail Risk and Currency Risk Premia

Abstract:

Asymmetric Excitation and the US Bias in Portfolio Choice

Abstract:

Disagreement and the Macro Announcement Day Returns *

Abstract: