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Yang Zhao
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Year
ESG and firm's default risk
H Li, X Zhang, Y Zhao
Finance Research Letters 47, 102713, 2022
1122022
Digital finance and corporate ESG performance: Empirical evidence from listed companies in China
X Ren, G Zeng, Y Zhao
Pacific-Basin Finance Journal 79, 102019, 2023
962023
Financial spillovers and spillbacks: New evidence from China and G7 countries
Y Fang, Z Jing, Y Shi, Y Zhao
Economic Modelling 94, 184-200, 2021
462021
Relation between higher order comoments and dependence structure of equity portfolio
M Cerrato, J Crosby, M Kim, Y Zhao
Journal of Empirical Finance 40, 101-120, 2017
252017
Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both
Z Wen, E Bouri, Y Xu, Y Zhao
The North American Journal of Economics and Finance 62, 101733, 2022
182022
Risk spillovers in global financial markets: Evidence from the COVID-19 crisis
Y Fang, Z Shao, Y Zhao
International Review of Economics & Finance 83, 821-840, 2023
162023
Forecasting corporate default risk in China
X Zhang, Y Zhao, X Yao
International Journal of Forecasting 38 (3), 1054-1070, 2022
162022
Neural network copula portfolio optimization for exchange traded funds
Y Zhao, C Stasinakis, G Sermpinis, Y Shi
Quantitative Finance 18 (5), 761-775, 2018
152018
Does extended auditor disclosure deter managerial bad-news hoarding? Evidence from crash risk
D Li, L Xing, Y Zhao
Journal of Corporate Finance 76, 102256, 2022
142022
Natural disasters and CSR: Evidence from China
Z He, B Guo, Y Shi, Y Zhao
Pacific-Basin Finance Journal 73, 101777, 2022
142022
The joint credit risk of UK global‐systemically important banks
M Cerrato, J Crosby, M Kim, Y Zhao
Journal of Futures Markets 37 (10), 964-988, 2017
142017
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization
Y Zhao, C Stasinakis, G Sermpinis, FDS Fernandes
International Journal of Finance & Economics 24 (4), 1443-1463, 2019
102019
Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets
AM Kutan, Y Shi, M Wei, Y Zhao
International Review of Economics & Finance 57, 183-197, 2018
102018
Firms’ COVID-19 pandemic exposure and corporate cash policy: Evidence from China
Z He, S Suardi, K Wang, Y Zhao
Economic Modelling 116, 105999, 2022
92022
Volatility‐of‐volatility risk in the crude oil market
TY Roh, AT Rad, Y Xu, Y Zhao
Journal of Futures Markets, 2020
92020
The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China
L Xu, H Gao, Y Shi, Y Zhao
Economic Modelling 85, 400-408, 2020
82020
Dynamic asymmetric dependence and portfolio management in cryptocurrency markets
D Li, Y Shi, L Xu, Y Xu, Y Zhao
Finance Research Letters 48, 102829, 2022
72022
Bank fintech, liquidity creation, and risk-taking: Evidence from China
Y Fang, Q Wang, F Wang, Y Zhao
Economic Modelling 127, 106445, 2023
62023
Economic policy uncertainty, corporate investment decisions and stock price crash risk: Evidence from China
Z Jing, S Lu, Y Zhao, J Zhou
Accounting & Finance 63, 1477-1502, 2023
62023
A key driver for the mixed relationship between loan risk premiums and collateral: Evidence from China
X Zhang, Y Zhang, E Scheffel, Y Zhao
International Review of Financial Analysis 83, 102206, 2022
52022
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Articles 1–20