Personal profile
Education/Academic qualification
PhD, Louisiana State University
15 Aug 2019 → 15 Aug 2024
Award Date: 15 Aug 2024
Research areas
- Empirical Asset Pricing
- Derivatives
Person Types
- Staff
-
Cross-Sectional and Time-Series Option Pricing
Zhang, Y. (PI)
1/07/25 → 30/06/28
Project: Internal Research Project
-
Lockdowns and Leverage: Option Pricing during the Covid Pandemic
Zhang, Y. (PI)
Project: Collaborative Research Project
-
Option-Implied Variance Asymmetry and Stock Market Returns
Zhang, Y., 17 May 2026, (Accepted/In press) In: Journal of Empirical Finance.Research output: Contribution to journal › Article › peer-review
-
Option Price Asymmetry, Speculation and Stock Short-Sale Cost
Zhang, Y., 4 Aug 2025, (Accepted/In press) In: Journal of Banking and Finance.Research output: Contribution to journal › Article › peer-review
-
How the Frontier Experience Has Impacted Self-employment in the US
Zhang, Y., 12 Aug 2024, (Submitted).Research output: Contribution to conference › Paper › peer-review