Author Page for Xiaoneng Zhu

1.

Average Skewness Matters!

Swiss Finance Institute Research Paper No. 15-47

Number of pages: 49 Posted: 12 Nov 2015 Last Revised: 07 Dec 2018

Eric Jondeau, Qunzi Zhang and Xiaoneng Zhu

Swiss Finance Institute, Shandong University and Shanghai University of Finance and Economics

Downloads 1,172 (23,028)

Citation 9

Abstract:

2.

Unspanned Global Macro Risks in Bond Returns

forthcoming in Management Science

Number of pages: 51 Posted: 30 Jan 2014 Last Revised: 31 Aug 2020

Feng Zhao, Guofu Zhou and Xiaoneng Zhu

University of Texas at Dallas - Jindal School of Management, Washington University in St. Louis - John M. Olin Business School and Shanghai University of Finance and Economics

Downloads 1,067 (26,366)

Citation 2

Abstract:

3.

The Momentum of News

Number of pages: 55 Posted: 08 Nov 2018

Ying Wang, Bohui Zhang and Xiaoneng Zhu

Central University of Finance and Economics (CUFE), The Chinese University of Hong Kong, Shenzhen and Shanghai University of Finance and Economics

Downloads 962 (30,590)

Citation 3

Abstract:

4.

When Are Stocks Less Volatile in the Long Run?

Swiss Finance Institute Research Paper No. 18-07

Number of pages: 49 Posted: 30 Jan 2018 Last Revised: 09 Feb 2018

Eric Jondeau, Qunzi Zhang and Xiaoneng Zhu

Swiss Finance Institute, Shandong University and Shanghai University of Finance and Economics

Downloads 325 (119,432)

Abstract:

5.

Global Disaster Risk Matters

Number of pages: 47 Posted: 05 Oct 2017 Last Revised: 01 Sep 2021

Jian Chen, Jiaquan Yao, Qunzi Zhang and Xiaoneng Zhu

Xiamen University - School of Economics, Jinan University - Management School, Shandong University and Shanghai University of Finance and Economics

Downloads 249 (157,399)

Abstract:

6.

Model Uncertainty and Term Structure Anomalies

Number of pages: 50 Posted: 12 Mar 2015 Last Revised: 19 Nov 2015

Ting Wu and Xiaoneng Zhu

Shanghai University of Finance and Economics and Shanghai University of Finance and Economics

Downloads 230 (169,938)

Abstract:

7.

An Arbitrage-Free Nelson-Siegel Model with Unspanned Stochastic Volatility for the Pricing of Interest Rate Derivatives

Number of pages: 46 Posted: 14 Oct 2014

Rui Chen, Ke Du and Xiaoneng Zhu

Central University of Finance and Economics (CUFE), Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE) and Shanghai University of Finance and Economics

Downloads 199 (194,579)

Abstract:

8.

Oil Strikes Back: Trend Factors and Exchange Rates

Number of pages: 47 Posted: 16 Dec 2018

Liyan Han, Yang Xu, Qunzi Zhang and Xiaoneng Zhu

Beihang University (BUAA) - School of Economic and Management Science, Beijing University of Technology, Shandong University and Shanghai University of Finance and Economics

Downloads 131 (276,004)

Abstract:

9.

Disaster Risks in Bond Returns

Number of pages: 64 Posted: 18 Nov 2019

Hai Lin, Liya Liu, Hao Su and Xiaoneng Zhu

Victoria University of Wellington - School of Economics & Finance, Shanghai University of Finance and Economics, Shanghai University of Economics and Finance and Shanghai University of Finance and Economics

Downloads 82 (377,753)

Xiaoneng Zhu

Shanghai University of Finance and Economics

Professor

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Scholarly Papers (9)

Average Skewness Matters!

Abstract:

Unspanned Global Macro Risks in Bond Returns

Abstract:

The Momentum of News

Abstract:

When Are Stocks Less Volatile in the Long Run?

Abstract:

Global Disaster Risk Matters

Abstract:

Model Uncertainty and Term Structure Anomalies

Abstract:

An Arbitrage-Free Nelson-Siegel Model with Unspanned Stochastic Volatility for the Pricing of Interest Rate Derivatives

Abstract:

Oil Strikes Back: Trend Factors and Exchange Rates

Abstract:

Disaster Risks in Bond Returns

Abstract: