Yuzhao Zhang

Rutgers, The State University of New Jersey - Department of Finance

94 Rockafeller Road

Piscataway, NJ 08854

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 27,394

SSRN RANKINGS

Top 27,394

in Total Papers Downloads

1,958

SSRN CITATIONS

5

CROSSREF CITATIONS

5

Scholarly Papers (10)

1.

Capital Asset Pricing with a Stochastic Horizon

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 92 Posted: 02 Feb 2011 Last Revised: 27 Nov 2018
Michael J. Brennan and Yuzhao Zhang
University of California, Los Angeles (UCLA) - Finance Area and Rutgers, The State University of New Jersey - Department of Finance
Downloads 408 (80,998)
Citation 5

Abstract:

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Capital, Asset Pricing, Horizon

2.

Financial Uncertainty with Ambiguity and Learning

Number of pages: 67 Posted: 10 May 2015 Last Revised: 26 Mar 2020
Hening Liu and Yuzhao Zhang
University of Manchester - Alliance Manchester Business School and Rutgers, The State University of New Jersey - Department of Finance
Downloads 329 (103,706)
Citation 1

Abstract:

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Ambiguity, business cycle, Markov switching, production-based asset pricing, uncertainty, variance risk premium

3.

Attention on Volatility and Options

Number of pages: 62 Posted: 17 Sep 2013 Last Revised: 05 Apr 2017
Yan Xu, Shu Yan and Yuzhao Zhang
HKU, Faculty of Business and Economics, Oklahoma State University - Stillwater - Department of Finance and Rutgers, The State University of New Jersey - Department of Finance
Downloads 328 (104,058)

Abstract:

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Google search volume, investor attention, volatility, option trading, option pricing

4.

Does the Early Exercise Premium Contain Information About Future Underlying Returns?

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 46 Posted: 05 Aug 2005 Last Revised: 18 Oct 2011
University of California, San Diego (UCSD) - Rady School of Management, Rutgers, The State University of New Jersey - Department of Finance and University of Oklahoma Price College of Business
Downloads 325 (105,134)
Citation 7

Abstract:

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Return Predictability, Early Exercise Premium, Dividend Growth

5.

Currency Risk Premium, Interest Rate Differentials, and the Holding Period

Number of pages: 47 Posted: 23 Feb 2014 Last Revised: 09 Apr 2014
Shingo Goto, Yan Xu and Yuzhao Zhang
University of Rhode Island - College of Business Administration, HKU, Faculty of Business and Economics and Rutgers, The State University of New Jersey - Department of Finance
Downloads 201 (170,670)

Abstract:

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prospective interest rate differential, currency risk premium, Beveridge-Nelson decomposition

6.

Free (Almost) Variance Insurance

Number of pages: 45 Posted: 15 Jul 2013 Last Revised: 23 Feb 2014
Yan Xu and Yuzhao Zhang
HKU, Faculty of Business and Economics and Rutgers, The State University of New Jersey - Department of Finance
Downloads 155 (214,415)

Abstract:

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variance risk premium, option returns

7.

Early Resolution of Uncertainty: Evidence from Equity Options

Number of pages: 64 Posted: 02 Jan 2019 Last Revised: 28 Sep 2019
Kevin Aretz, Hening Liu, Shuwen Yang and Yuzhao Zhang
Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School and Rutgers, The State University of New Jersey - Department of Finance
Downloads 111 (277,171)

Abstract:

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Consumption Growth, Option Returns, Recursive Utility, Volatility Risk

8.

Contrarian Flows, Consumption and Expected Stock Returns

Number of pages: 43 Posted: 02 Feb 2011
Yuzhao Zhang
Rutgers, The State University of New Jersey - Department of Finance
Downloads 101 (295,872)

Abstract:

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Return predictability, institutional investors, consumption growth

9.

Insider Trading in Supervised Industries

Journal of Law and Economics, Vol 57, 2014
Posted: 11 May 2014
David M. Reeb, Yuzhao Zhang and Wanli Zhao
National University of Singapore, Rutgers, The State University of New Jersey - Department of Finance and Renmin University of China

Abstract:

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10.

The Efficacy of Regulatory Intervention: Evidence from the Distribution of Informed Option Trading

Journal of Banking and Finance, Forthcoming
Posted: 28 Aug 2013
Temple University - Department of Finance, National University of Singapore, Rutgers, The State University of New Jersey - Department of Finance and Renmin University of China

Abstract:

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Informed Trading Measures, Options Market, Selective Disclosure, Stochastic Dominance