Citation profile for Fang Zhen

Fang Zhen : Citation Profile

Central University of Finance and Economics (CUFE)

H index

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Citations

RESEARCH PRODUCTION:

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:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh737
   Updated: 2024-04-18    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:

Tedeschi, Gabriele (1)

Iori, Giulia (1)

Mora-Valencia, Andrés (1)

Cao, Jiling (1)

Cites to:

Harvey, Campbell (4)

Subrahmanyam, Avanidhar (4)

Stein, Jeremy (3)

Hong, Harrison (3)

Chang, Bo Young (3)

Chen, Zhiwu (3)

Cao, Charles (3)

Fuertes, Ana-Maria (2)

Stambaugh, Robert (2)

Fama, Eugene (2)

Li, Youwei (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
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	. 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	8
2017	The Skewness Implied in the Heston Model and Its Application In: Journal of Futures Markets. [Full Text][Citation analysis]	article	7