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Yunqi Wang

Shenzhen Stock Exchange Research Institute

Shenzhen

China

  • Shenzhen Stock Exchange Research Institute

SCHOLARLY PAPERS

3

DOWNLOADS

1,028

TOTAL CITATIONS

5

Ideas:
“  Asset pricing, option-implied information, stock return predictability, asset allocation  ”

  • Shenzhen Stock Exchange Research Institute

Scholarly Papers (3)

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1.

Macroeconomic Expectations and Expected Returns

Journal of Financial and Quantitative Analysis (Accepted)
Number of pages: 70 Posted: 09 Apr 2024
Yizhe Deng, Yunqi Wang and Ti Zhou
China Investment Corporation (CIC), Shenzhen Stock Exchange Research Institute and Harbin Institute of Technology, Shenzhen
Downloads 589 (116,893)
Citation 4

Abstract:

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Subjective expectation, macroeconomic condition, market risk premium, discount rate, term structure

2.

International Stock Return Predictability: The Role of U.S. Volatility Risk

Number of pages: 76 Posted: 05 Dec 2022 Last Revised: 18 Oct 2023
Yizhe Deng, Fuwei Jiang, Yunqi Wang and Ti Zhou
China Investment Corporation (CIC), Xiamen University, Shenzhen Stock Exchange Research Institute and Harbin Institute of Technology, Shenzhen
Downloads 283 (280,513)
Citation 1

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international equity markets, risk-return tradeoff, U.S. forward variances, volatility spillover, ICAPM

3.

Out-of-Sample Equity Premium Prediction: The Role of Option-Implied Constraints

Journal of Empirical Finance, Forthcoming
Number of pages: 71 Posted: 12 Dec 2022 Last Revised: 08 Feb 2023
Yunqi Wang and Ti Zhou
Shenzhen Stock Exchange Research Institute and Harbin Institute of Technology, Shenzhen
Downloads 156 (488,442)

Abstract:

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Out-of-sample predictability, forecast constraints, option-implied bounds, term structure, higher-order moments