Zipei Zhu

Cornell University - School of Hotel Administration

435B Statler Hall

Ithaca, NY 14853-6902

United States

SCHOLARLY PAPERS

1

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Ideas:
“  My research lies at the intersection of asset pricing, real estate, and macroeconomics. I am also interested in the impact of climate change and environmental events on financial and real estate assets. I am open to any comments on my papers!  ”

Scholarly Papers (1)

1.

Time-varying Efficiency and the Adaptive Market Hypothesis: Evidence from Chinese A-share Stock Market

Number of pages: 17 Posted: 28 Oct 2019
Zipei Zhu
Cornell University - School of Hotel Administration
Downloads 76 (403,410)

Abstract:

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Efficient Market Hypothesis, Adaptive Market Hypothesis, Efficiency Test, GARCH