Fang Zhen : Citation Profile


Are you Fang Zhen?

Central University of Finance and Economics (CUFE)

2

H index

0

i10 index

18

Citations

RESEARCH PRODUCTION:

7

Articles

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 3
   Journals where Fang Zhen has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 2 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh737
   Updated: 2024-01-16    RAS profile: 2022-06-13    
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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)

Tedeschi, Gabriele (1)

Cao, Jiling (1)

Iori, Giulia (1)

Cites to:

Harvey, Campbell (4)

Subrahmanyam, Avanidhar (4)

Chen, Zhiwu (3)

Cao, Charles (3)

Hong, Harrison (3)

Stein, Jeremy (3)

Chang, Bo Young (3)

Li, Youwei (2)

Kyle, Albert (2)

Fama, Eugene (2)

Frijns, Bart (2)

Main data


Where Fang Zhen has published?


Journals with more than one article published# docs
Economic Modelling2

Recent works citing Fang Zhen (2024 and 2023)


YearTitle of citing document
2023Left-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.

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2023Can 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.

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2023Skewness 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.

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2023Distributional 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.

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2023Tail 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.

Full description at Econpapers || Download paper

Works by Fang Zhen:


YearTitleTypeCited
2021On the Impacts of Overconfidence under Information Diversity In: International Review of Finance.
[Full Text][Citation analysis]
article0
2020Dissecting skewness under affine jump-diffusions In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2020Asymmetric signals and skewness In: Economic Modelling.
[Full Text][Citation analysis]
article0
2021Risk aversion, informative noise trading, and long-lived information In: Economic Modelling.
[Full Text][Citation analysis]
article0
2022A closed-form mean–variance–skewness portfolio strategy In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2020Left-tail risk in China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article8
2017The Skewness Implied in the Heston Model and Its Application In: Journal of Futures Markets.
[Full Text][Citation analysis]
article7

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