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Hao Zhou

SSRN Author Rank: 623 by Downloads and 626 by Citations

 Professor
 

Tsinghua University - PBC School of Finance


 No. 43, Chengdu Road
 Haidian District
 Beijing 100083
 China
 86-10-62790655 (Phone)
 email address

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. Hao Zhou's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
26,691
Total
Citations
788
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
21 Sep 06
Last Revised:
17 Sep 09
2,950
(2,562)
128

2.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Gibson, Michael S.
Federal Reserve Board
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
25 Jan 05
Last Revised:
25 Sep 09
2,544
(3,346)
67

3.   Incl. Electronic Paper
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
07 May 09
Last Revised:
01 Sep 16
2,130
(4,510)
21

4.  
Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Discussion Paper No. 2005-63, Review of Financial Studies, Forthcoming, BIS Working Paper No. 181
Number of Pages in PDF File: 43
Zhang, Benjamin Yi-Bin
UBS AG
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
20 Sep 07
Last Revised:
18 Oct 13
1,747
(6,192)
85

5.   Incl. Electronic Paper
Huang, Xin
Board of Governors of the Federal Reserve System
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
01 Feb 09
Last Revised:
31 Aug 16
1,532
(8,013)
 

6.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Marrone, James
University of Chicago
Xu, Lai
Independent
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
04 Mar 11
Last Revised:
08 Aug 12
1,398
(9,276)
11

7.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
30 Jul 11
Last Revised:
29 Aug 14
1,279
(6,192)
 

8.  
Realized Jumps on Financial Markets and Predicting Credit Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2006-35, Journal of Econometrics, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper No. 7, AFA 2008 New Orleans Meetings Paper
Number of Pages in PDF File: 44
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
23 Mar 07
Last Revised:
25 Sep 08
832
(20,423)
27

9.   Incl. Electronic Paper
Wang, Hao
Tsinghua University
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhou, Yi
San Francisco State University
Posted:
25 Oct 09
Last Revised:
11 Nov 11
816
(21,329)
8

10.   Incl. Electronic Paper
Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
04 Mar 07
Last Revised:
01 Sep 16
782
(22,733)
15

11.  
Huang, Xin
Board of Governors of the Federal Reserve System
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
29 Jul 10
Last Revised:
29 Oct 11
750
(20,928)
17

12.  
Short-Run Bond Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 47
Mueller, Philippe
London School of Economics & Political Science (LSE) - Department of Finance
Vedolin, Andrea
London School of Economics and Political Science
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
27 May 11
Last Revised:
07 Aug 12
740
(21,308)
5

13.   Incl. Electronic Paper
Londono, Juan M.
Federal Reserve Board of Governors
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
22 Aug 12
Last Revised:
22 Jun 16
628
(30,935)
 

14.  
Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2001-49, Journal of Econometrics, Vol. 109, pp. 33-65, 2002
Number of Pages in PDF File: 44
Zhou, Hao
Tsinghua University - PBC School of Finance
Bollerslev, Tim
Duke University - Finance
Posted:
13 Dec 01
575
(34,450)
52

15.   Incl. Electronic Paper
Zhou, Hao
Tsinghua University - PBC School of Finance
Bollerslev, Tim
Duke University - Finance
Posted:
18 Sep 03
Last Revised:
17 Jul 07
567
(35,491)
22

16.  
Bollerslev, Tim
Duke University - Finance
Xu, Lai
Independent
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
18 Nov 12
Last Revised:
20 Nov 12
559
(33,629)
 

17.   Incl. Electronic Paper
Han, Song
Federal Reserve Board - Division of Research and Statistics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
24 Nov 06
Last Revised:
01 Sep 16
512
(40,487)
14

18.  
Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
22nd Australasian Finance and Banking Conference 2009, Finlawmetrics 2010 Conference Paper
Number of Pages in PDF File: 45
Huang, Xin
Board of Governors of the Federal Reserve System
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
23 Aug 09
Last Revised:
29 Oct 11
489
(41,395)
16

19.   Incl. Electronic Paper
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
12 Nov 06
Last Revised:
01 Sep 16
438
(49,292)
 

20.  
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
23 Jan 01
424
(49,856)
5

21.   Incl. Electronic Paper
Miao, Jianjun
Boston University - Department of Economics
Wei, Bin
Federal Reserve Bank of Atlanta
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
17 Mar 12
Last Revised:
16 May 12
423
(51,427)
2

22.   Incl. Electronic Paper
Bansal, Ravi
Duke University and NBER
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
26 Jun 03
Last Revised:
18 Jul 08
419
(52,021)
25

23.   Incl. Electronic Paper
Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
Wang, Kent
University of Queensland
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
27 Oct 14
Last Revised:
19 Feb 16
406
(54,004)
 

24.   Incl. Electronic Paper
Zhou, Hao
Tsinghua University - PBC School of Finance
Bansal, Ravi
Duke University and NBER
Posted:
14 Dec 01
Last Revised:
18 Jul 08
369
(60,553)
99

25.  
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
21 Sep 01
363
(59,996)
4

26.  
Black, Lamont K.
DePaul University - Driehaus College of Business
Correa, Ricardo
Board of Governors of the Federal Reserve System
Huang, Xin
Board of Governors of the Federal Reserve System
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
28 Nov 12
277
(77,522)
1

27.  
Stock Return Volatility and Capital Structure Decisions | Show Abstract | Download This Paper | Open PDF in Browser |
PBCSF-NIFR Research Paper No. 13-04
Number of Pages in PDF File: 42
Chen, Hui
Massachusetts Institute of Technology
Wang, Hao
Tsinghua University
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
29 Oct 13
Last Revised:
19 Feb 16
230
(64,000)
 

28.  
The Great Wall of Debt: Real Estate, Political Risk, and Chinese Local Government Credit Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 2603022, Columbia Business School Research Paper No. 15-57, PBCSF-NIFR Research Paper No. 15-02
Number of Pages in PDF File: 53
Ang, Andrew
Columbia Business School - Finance and Economics
Bai, Jennie
Georgetown University - Department of Finance
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
07 May 15
Last Revised:
31 Aug 16
213
(30,249)
 

29.   Incl. Electronic Paper
Grishchenko, Olesya V.
Board of Governors of the Federal Reserve System
Song, Zhaogang
Johns Hopkins University - Carey Business School (JHU)
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
23 Sep 15
Last Revised:
08 Jul 16
184
(126,420)
 

30.  
Good Jumps, Bad Jumps, and Conditional Equity Premium | Show Abstract | Download This Paper | Open PDF in Browser |
Asian Finance Association (AsianFA) 2014 Conference Paper
Number of Pages in PDF File: 46
Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
Wang, Kent
University of Queensland
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
22 Jul 13
Last Revised:
02 Sep 16
183
(122,744)
 

31.  
Wang, Hao
Tsinghua University
Wang, Honglin
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Wang, Lisheng
The Chinese University of Hong Kong (CUHK) - Department of Economics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
14 May 15
Last Revised:
28 Jun 16
176
(55,556)
 

32.  
Guo, Ming
Independent
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
21 Jul 14
Last Revised:
19 Feb 16
120
(138,105)
 

33.  
Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 211 , PBCSF-NIFR Research Paper No. 14-06
Number of Pages in PDF File: 47
Ho, Steven Wei
Columbia University, Graduate School of Arts and Sciences, Department of Economics
Zhang, Ji
Tsinghua University
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
02 Nov 14
Last Revised:
02 Nov 16
108
(128,429)
 

34.   Incl. Electronic Paper
Bian, Jiangze
University of International Business and Economics (UIBE)
Chan, Kalok
CUHK Business School
Shi, Donghui
Shanghai Stock Exchange
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
19 Aug 13
Last Revised:
03 Oct 16
102
(203,697)
 

35.  
Black, Lamont K.
DePaul University - Driehaus College of Business
Correa, Ricardo
Board of Governors of the Federal Reserve System
Huang, Xin
Board of Governors of the Federal Reserve System
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
11 Dec 13
85
(175,391)
1

36.  
Guo, Ming
Independent
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
30 Jun 13
Last Revised:
02 Sep 16
41
(317,938)
 

37.  
Expected Stock Returns and Variance Risk Premia | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4463-4492, 2009
Bollerslev, Tim
Duke University - Finance
Tauchen, George
Duke University - Economics Group
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
08 Dec 09
Last Revised:
01 Sep 16
 

38.  
Zhang, Benjamin Yibin
affiliation not provided to SSRN
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
24 Nov 09
Last Revised:
01 Sep 16
 

39.  
Wang, Hao
Tsinghua University
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhou, Yi
San Francisco State University
Posted:
01 Aug 09
Last Revised:
01 Sep 16
0
(497,070)
7

40.  
Huang, Xin
Board of Governors of the Federal Reserve System
Zhou, Hao
Tsinghua University - PBC School of Finance
Zhu, Haibin
Bank for International Settlements (BIS)
Posted:
19 Feb 09
Last Revised:
01 Sep 16
0
(243,447)
47

41.  
Ito Conditional Moment Generator and the Estimation of Short-Rate Processes | Show Abstract |
Journal of Financial Econometrics, Vol. 1, No. 2, pp. 250-271, 2003
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
29 Feb 08
Last Revised:
01 Sep 16
 


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