2
H index
1
i10 index
21
Citations
Central University of Finance and Economics (CUFE) | 2 H index 1 i10 index 21 Citations RESEARCH PRODUCTION: 7 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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Economic Modelling | 2 |
Year ![]() | Title of citing document ![]() |
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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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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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 |
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