Yong Zeng

University of Electronic Science and Technology of China (UESTC)

No.4, Section 2, North Jianshe Road

Chengdu, Chengdu

China

SCHOLARLY PAPERS

4

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CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Foreign Ownership and the Risk Behavior of Chinese Banks: Do Foreign Strategic Investors Matter?

Number of pages: 24 Posted: 24 Aug 2009
Yingying Zhu, Li Ping, Yong Zeng and Jia He
University of Electronic Science and Technology of China (UESTC), University of Electronic Science and Technology of China (UESTC), University of Electronic Science and Technology of China (UESTC) and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 308 (99,643)
Citation 1

Abstract:

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Ownership, Bank, Foreign Strategic Investors, Credit Risk, Non-Performing Loans

2.

Can Price Limits Help When the Price is Falling? Evidence from Transactions Data on the Shanghai Stock Exchange

China Economic Review, Forthcoming
Number of pages: 34 Posted: 06 Feb 2008 Last Revised: 26 Aug 2008
Woon K. Wong, Bo Liu and Yong Zeng
IMRU, Cardiff Business School, University of Electronic Science and Technology of China (UESTC) and University of Electronic Science and Technology of China (UESTC)
Downloads 273 (113,383)
Citation 1

Abstract:

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Price limit rules, magnet effect, delayed price discovery, transactions data, Shanghai Stock Exchange

3.

Capturing Tail Risks Beyond VaR

Number of pages: 28 Posted: 07 Sep 2008 Last Revised: 10 Jul 2009
Woon K. Wong, Guobin Fan and Yong Zeng
IMRU, Cardiff Business School, School of Management and Economics, The University of Electronic Science and Technology of China and University of Electronic Science and Technology of China (UESTC)
Downloads 213 (145,446)

Abstract:

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Value-at-Risk, expected shortfall, tail risk, backtesting, saddlepoint technique

4.

Information-Based Trade in the Shanghai Stock Market

Global Finance Journal, Forthcoming
Number of pages: 23 Posted: 10 Mar 2008 Last Revised: 23 Jul 2009
Cardiff University - Cardiff Business School, IMRU, Cardiff Business School and University of Electronic Science and Technology of China (UESTC)
Downloads 79 (312,436)
Citation 1

Abstract:

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