Credit default swap spreads and variance risk premia H Wang, H Zhou, Y Zhou Journal of Banking & Finance 37 (10), 3733-3746, 2013 | 117 | 2013 |
The term structure of credit spreads, firm fundamentals, and expected stock returns B Han, A Subrahmanyam, Y Zhou Journal of Financial Economics 124 (1), 147-171, 2017 | 105* | 2017 |
Variance risk premium and cross-section of stock returns B Han, Y Zhou unpublished paper, University of Texas at Austin 8, 34, 2012 | 83 | 2012 |
Capital structure effects on the prices of equity call options R Geske, A Subrahmanyam, Y Zhou Journal of Financial Economics 121 (2), 231-253, 2016 | 61* | 2016 |
Understanding the term structure of credit default swap spreads B Han, Y Zhou Journal of Empirical Finance 31, 18-35, 2015 | 58 | 2015 |
Narcissism and the art market performance Y Zhou The European Journal of Finance 23 (13), 1197-1218, 2017 | 26 | 2017 |
Two trees with heterogeneous beliefs: Spillover effect of disagreement B Han, L Lu, Y Zhou Journal of Financial and Quantitative Analysis, 2018 | 19 | 2018 |
Option trading volume by moneyness, firm fundamentals, and expected stock returns Y Zhou Journal of Financial Markets 58, 100648, 2022 | 14 | 2022 |
Residual variance and asset pricing in the art market J Mei, M Moses, Y Zhou Journal of Cultural Economics 47 (3), 513-545, 2023 | 8* | 2023 |
Technology and return predictability J Qiu, J Wang, Y Zhou Available at SSRN 3056433, 2018 | 6 | 2018 |
Predicting Risk and Return of the S&P 500: Evidence from Index Options R Geske, Y Zhou UCLA Working Paper, 2007 | 5 | 2007 |
A New Methodology For Measuring and Using the Implied Market Value of Aggregate Corporate Debt in Asset Pricing: Evidence from S&P 500 Index Put Option Prices RZY GESKE, Y Zhou Working Paper, 2007 | 5* | 2007 |
The Leverage Effects on Pricing S&P 500 Index Call Options R Geske, Y Zhou Working Paper, 2006 | 2 | 2006 |
Pricing Strategies in BigTech Lending: Evidence from China L Lu, J Wei, W Wu, Y Zhou Financial Management, 2023 | 1 | 2023 |
Pricing S&P 500 Index Put Options: Smiles, Skews, and Leverage RL Geske, Y Zhou Skews, and Leverage (January 2007), 2007 | | 2007 |