YI ZHOU

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Bing HanRotman School of Management, University of TorontoVerified email at Rotman.Utoronto.Ca
Professor Robert GeskeAnderson School, University of California, Los AngelesVerified email at anderson.ucla.edu
Avanidhar SubrahmanyamGoldyne and Irwin Hearsh Distinguished Professor, UCLAVerified email at anderson.ucla.edu
Hao ZhouTsinghua PBC School of Finance & SUSTech Business SchoolVerified email at pbcsf.tsinghua.edu.cn
Lei LuAsper School of Business, University of ManitobaVerified email at umanitoba.ca
Jianping MeiProfessor of Finance, Cheung Kong Graduate School of BusinessVerified email at ckgsb.edu.cn
Weixing Wu (吴卫星)Professor of Finance, University of International Business and EconomicsVerified email at uibe.edu.cn

YI ZHOU

Associate Professor of Finance, San Francisco State University

Verified email at sfsu.edu - Homepage

Empirical Asset Pricing Derivatives Credit Risk Default Risk and Volatility


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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Variance risk premium and cross-section of stock returns B Han, Y Zhou unpublished paper, University of Texas at Austin 8, 34, 2012	83	2012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

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