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D-Index & Metrics

Economics and Finance

D-Index
38
Citations
14995
World Ranking
2463
National Ranking
64

Overview

Hao Zhou is affiliated with Tsinghua University in China and has a research focus primarily in the fields of Economics, Econometrics, and Finance. Their work engages deeply with finance-related topics, reflecting a broad range of interests within economic and financial studies.

They have published extensively on themes including Financial Markets and Investment Strategies, Banking stability, regulation, and efficiency, Monetary Policy and Economic Impact, Stochastic processes and financial applications, Credit Risk and Financial Regulations, Global Financial Crisis and Policies, and Corporate Finance and Governance.

Their frequent publication venues include:

  • SSRN Electronic Journal
  • The Journal of Finance and Data Science
  • Journal of Financial and Quantitative Analysis
  • arXiv (Cornell University)
  • IEEE Access

Some of their recent papers demonstrate the range and focus of their research interests, such as:

  • "The great wall of debt: Real estate, political risk, and Chinese local government financing cost" (2023) published in The Journal of Finance and Data Science
  • "Margin Trading and Leverage Management" (2021) published in SSRN Electronic Journal
  • "A Prosumer-Based Energy Sharing Mechanism of Active Distribution Network Considering Household Energy Storage" (2022) published in IEEE Access
  • "Does fiscal policy matter for stock-bond return correlation?" (2022) published in Journal of Monetary Economics
  • "Moment Risk Premia and Stock Return Predictability" (2020) published in Journal of Financial and Quantitative Analysis

Hao Zhou frequently collaborates with other researchers in the field, including:

  • Erica X. N. Li
  • Tao Zha
  • Jiangze Bian
  • Zhi Da
  • Zhiguo He

Their contributions cover a diverse range of subfields, including Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Electrical and Electronic Engineering, and Accounting.

This blend of topics, based on empirical and theoretical work, highlights an interdisciplinary approach that spans traditional financial economics and technical applications in engineering-related areas.

Best Publications

  • Expected Stock Returns and Variance Risk Premia

    Tim Bollerslev;George Tauchen;Hao Zhou

  • Expected Stock Returns and Variance Risk Premia

    Unknown

  • Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

    Tim Bollerslev;Michael S. Gibson;Hao Zhou

  • A framework for assessing the systemic risk of major financial institutions

    Xin Huang;Hao Zhou;Haibin Zhu

  • Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms

    Benjamin Yibin Zhang;Hao Zhou;Haibin Zhu

  • Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

    Tim Bollerslev;James Marrone;Lai Xu;Hao Zhou

  • Term Structure of Interest Rates with Regime Shifts

    Ravi Bansal;Hao Zhou

  • Systemic Risk Contributions

    Xin Huang;Hao Zhou;Haibin Zhu

  • Term Structure of Interest Rates with Regime Shifts

    Unknown

  • Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis

    Xin Huang;Hao Zhou;Haibin Zhu

  • Estimating stochastic volatility diffusion using conditional moments of integrated volatility

    Tim Bollerslev;Hao Zhou

  • Rural‐urban disparity and sectoral labour allocation in China

    Dennis Tao Yang;Hao Zhou

  • Volatility puzzles: a simple framework for gauging return-volatility regressions

    Tim Bollerslev;Hao Zhou

  • The systemic risk of European banks during the financial and sovereign debt crises

    Lamont Black;Ricardo Correa;Xin Huang;Hao Zhou

  • Realized Jumps on Financial Markets and Predicting Credit Spreads

    George Tauchen;Hao Zhou

  • Risk, Uncertainty, and Expected Returns ∗

    Turan G. Bali;Hao Zhou

  • Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty

    Hao Zhou

  • Variance Risk Premiums and the Forward Premium Puzzle

    Juan M. Londono;Hao Zhou

  • Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle

    Ravi Bansal;George Tauchen;Hao Zhou

  • Bond risk premia and realized jump risk

    Jonathan H. Wright;Hao Zhou

  • Credit default swap spreads and variance risk premia

    Hao Wang;Hao Zhou;Yi Zhou

  • Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data

    Song Han;Hao Zhou

Frequent Co-Authors

Tim Bollerslev
Tim Bollerslev Duke University
Tao Zha
Tao Zha Emory University
George Tauchen
George Tauchen Duke University
Jianjun Miao
Jianjun Miao Zhejiang University
Zhiguo He
Zhiguo He Stanford University
Turan G. Bali
Turan G. Bali Georgetown University
Jonathan H. Wright
Jonathan H. Wright Johns Hopkins University
Kalok Chan
Kalok Chan City University of Hong Kong
Yongmin Jung
Yongmin Jung University of Southampton
David J. Richardson
David J. Richardson Microsoft (United States)

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