Citation profile for Fang Zhen

Fang Zhen : Citation Profile

Central University of Finance and Economics (CUFE)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 4
   Journals where Fang Zhen has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (8.7 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh737
   Updated: 2024-11-08    RAS profile: 2022-06-13
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Fang Zhen.

Is cited by:

Mora-Valencia, Andrés (1)

lucey, brian (1)

Cao, Jiling (1)

Tedeschi, Gabriele (1)

Ñíguez Grau, Trino (1)

Shafiullah, Muhammad (1)

Iori, Giulia (1)

Shen, Dehua (1)

Cites to:

Harvey, Campbell (4)

Subrahmanyam, Avanidhar (4)

Chen, Zhiwu (3)

Stein, Jeremy (3)

Hong, Harrison (3)

Chang, Bo Young (3)

Cao, Charles (3)

Fuertes, Ana-Maria (2)

Frijns, Bart (2)

Mayhew, Stewart (2)

Kyle, Albert (2)

Main data

Where Fang Zhen has published?

Journals with more than one article published	# docs
Economic Modelling	2

Recent works citing Fang Zhen (2024 and 2023)

Year	Title of citing document
2024	What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431. Full description at Econpapers \|\| Download paper
2024	Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers \|\| Download paper
2023	Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868. Full description at Econpapers \|\| Download paper
2023	Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market. (2023). Zhang, Yugui ; Li, Jinlong ; Ling, Aifan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001683. Full description at Econpapers \|\| Download paper
2023	Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. Full description at Econpapers \|\| Download paper
2023	Distributional properties of continuous time processes: from CIR to bates. (2023). Rockinger, Michael ; Okhrin, Ostap ; Schmid, Manuel. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:3:d:10.1007_s10182-022-00459-3. Full description at Econpapers \|\| Download paper
2023	Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?. (2023). Badhani, K N ; Ali, Asgar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02355-w. Full description at Econpapers \|\| Download paper
2023	Modeling VXX under jump diffusion with stochastic longâ€term mean. (2020). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1508-1534. Full description at Econpapers \|\| Download paper
2023	Bakshi, Kapadia, and Madan (2003) risk?neutral moment estimators: An affine jump?diffusion approach. (2022). Zhang, Jin E ; Aschakulporn, Pakorn. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:365-388. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper

Works by Fang Zhen:

Year	Title	Type	Cited
2021	On the Impacts of Overconfidence under Information Diversity In: International Review of Finance. [Full Text][Citation analysis]	article	0
2020	Dissecting skewness under affine jump-diffusions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis]	article	1
2020	Asymmetric signals and skewness In: Economic Modelling. [Full Text][Citation analysis]	article	0
2021	Risk aversion, informative noise trading, and long-lived information In: Economic Modelling. [Full Text][Citation analysis]	article	0
2022	A closed-form mean–variance–skewness portfolio strategy In: Finance Research Letters. [Full Text][Citation analysis]	article	2
2020	Left-tail risk in China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis]	article	11
2017	The Skewness Implied in the Heston Model and Its Application In: Journal of Futures Markets. [Full Text][Citation analysis]	article	7