Cong Zhang

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

  • University of Chicago - Booth School of Business

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Optimizing Return Forecasts: A Bayesian Intermediary Asset Pricing Approach

Number of pages: 41 Posted: 20 Aug 2023 Last Revised: 19 Sep 2023
Ming Gao and Cong Zhang
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 452 (107,807)

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Cross-sectional risk premia variation; Bayesian analysis; Regime change; Model instability and model uncertainty; Intermediary asset pricing; Institution holdings data

2.

The Effects of Economic Uncertainty on Financial Volatility: A Comprehensive Investigation

Number of pages: 31 Posted: 15 May 2018 Last Revised: 12 May 2019
Zhuo Huang, Chen Tong, Tianyi Wang and Cong Zhang
National School of Development, Peking University, Peking University, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Chicago - Booth School of Business
Downloads 237 (216,730)

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Economic uncertainty, Volatility forecasting, Realized volatility, Uncertainty measures