2
H index
1
i10 index
25
Citations
Fang Zhen : Citation Profile
Central University of Finance and Economics (CUFE) | RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2017 - 2025). 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:
| Cites to:
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Main data
Where Fang Zhen has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Finance | 2 |
| Economic Modelling | 2 |
Recent works citing Fang Zhen (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Sun, Kaisi ; Wang, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431. Full description at Econpapers || Download paper |
| 2025 | ESG risk, economic policy uncertainty, and the downside risk: Evidence from US firms. (2025). Lee, Yen-Hsien ; Hsu, Yuan-Teng ; Liu, Hung-Chun ; Tang, Chia-Hsien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002183. Full description at Econpapers || Download paper |
| 2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper |
| 2024 | Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655. Full description at Econpapers || Download paper |
| 2025 | Does R&D make stocks lottery-like?. (2025). Zhang, Lingxiao ; Gao, Yuanqi ; Luo, QI ; Li, Chuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007725. Full description at Econpapers || Download paper |
| 2025 | Lottery Preference and Skewness Risk Premium: Evidence From the Chinese Market. (2025). Zhou, Xianjing ; Roh, Taiyong ; Xu, Yahua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1818-1851. 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 |
| 2025 | Testing and forecasting price jumps with return moments 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 | 1 |
| 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 | 12 |
| 2025 | Market volatility and skewness risks in China In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | The Skewness Implied in the Heston Model and Its Application In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team