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Expected stock returns and variance risk premia
Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - In: The review of financial studies 22 (2009) 11, pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - In: The review of financial studies 22 (2009) 12, pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Moment risk premia and stock return predictability
Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735
Persistent link: https://www.econbiz.de/10011610100