Yi Zhou

Yi Zhou

San Francisco State University - San Francisco / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1647053
person_outline Yi Zhou's MOST POPULAR ARTICLES
1-) Credit default swap spreads and variance risk premiaH Wang, H Zhou, Y ZhouJournal of Banking & Finance 37 (10), 3733-3746, 20131022013
2-) The term structure of credit spreads, firm fundamentals, and expected stock returnsB Han, A Subrahmanyam, Y ZhouJournal of Financial Economics 124 (1), 147-171, 2017100*2017
3-) Variance risk premium and cross-section of stock returnsB Han, Y Zhouunpublished paper, University of Texas at Austin, 2012782012
4-) Capital structure effects on the prices of equity call optionsR Geske, A Subrahmanyam, Y ZhouJournal of Financial Economics 121 (2), 231-253, 201664*2016
5-) Understanding the term structure of credit default swap spreadsB Han, Y ZhouJournal of Empirical Finance 31, 18-35, 2015632015