Zhenlong Zheng

Xiamen University - Department of Finance

Xiamen, Fujian 361005

China

SCHOLARLY PAPERS

3

DOWNLOADS

360

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

CAPM with View Bias Adjustment Under Imperfect Information

Number of pages: 53 Posted: 03 Mar 2008
Wei Hu and Zhenlong Zheng
Curtin University - Department of Finance and Banking and Xiamen University - Department of Finance
Downloads 203 (211,909)

Abstract:

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CAPM, imperfect information, view bias, mean reversion

2.

Utility Indifference Discount of Restricted Stock Value

Number of pages: 50 Posted: 24 Jan 2007
Hai Lin and Zhenlong Zheng
Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance and Xiamen University - Department of Finance
Downloads 157 (264,292)

Abstract:

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Short sale constraint, Transaction cost, Resale restriction, Utility indifferent discount, Markov decision process

3.

Jump, Non-Normal Error Distribution and Stock Price Volatility - A Nonparamedic Specification Test

The Singapore Economic Review
Posted: 06 May 2010 Last Revised: 14 May 2010
United Nations University-Institute of Advanced Studies (UNU-IAS), WTO Research Centre, Aoyama Gakuin University and Xiamen University - Department of Finance

Abstract:

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GARCH-jump, nonparametric specification test, t-distribution