Lei Zhao

ESCP Business School

Associate Professor

79 Avenue de la République

Paris, 75011

France

SCHOLARLY PAPERS

6

DOWNLOADS

840

SSRN CITATIONS

10

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Systemic Risk and Bank Size

Number of pages: 65 Posted: 06 Sep 2013 Last Revised: 26 Aug 2017
Simone Varotto and Lei Zhao
ICMA Centre - Henley Business School, University of Reading and ESCP Business School
Downloads 235 (162,176)
Citation 7

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Systemic Risk, Financial Crisis, Bank Regulation, Contingent Claim Analysis

2.

Safety First, Loss Probability, and the Cross Section of Expected Stock Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 31 Oct 2019
Ji CAO, Marc Oliver Rieger and Lei Zhao
Yunnan University - School of Development Studies, University of Trier and ESCP Business School
Downloads 141 (254,344)
Citation 1

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Market-based Estimates of Implicit Government Guarantees in European Financial Institutions

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, European Financial Management, forthcoming
Number of pages: 48 Posted: 19 Aug 2014 Last Revised: 17 Jun 2017
Lei Zhao
ESCP Business School
Downloads 126 (278,323)

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Credit default swap, financial crises, financial institutions, implicit government guarantees, too-big-to-fail, implicit subsidy, sovereign debt crisis

Market‐Based Estimates of Implicit Government Guarantees in European Financial Institutions

European Financial Management, Vol. 24, Issue 1, pp. 79-112, 2018
Number of pages: 34 Posted: 19 Jan 2018
Lei Zhao
ESCP Business School
Downloads 3 (798,875)
Citation 3
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credit default swap, financial crisis, financial institutions, implicit government guarantees, too‐big‐to‐fail

4.

'Less is More': Credit Default Swaps and Firm Cyclicality

Number of pages: 58 Posted: 11 Mar 2021 Last Revised: 15 Jun 2021
Lars Norden, Chao Yin and Lei Zhao
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), Durham University - Department of Economics and Finance and ESCP Business School
Downloads 120 (287,337)

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Credit default swaps, real effects of financial markets, exacting creditors, asset growth, employment growth

5.

Credit Risk 'Beta': The Systematic Aspect of Bank Default Risk

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 30 Sep 2015
Lei Zhao
ESCP Business School
Downloads 118 (290,788)

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Banking/Financial intermediation, financial crisis, credit default swap, sovereign risk

6.

Investment Horizon and Corporate Social Performance: The Virtuous Circle of Long-Term Institutional Ownership and Responsible Firm Conduct

ICMA Centre Discussion Paper No. ICM-2017-06
Number of pages: 48 Posted: 02 Oct 2017
Ioannis Oikonomou, Chao Yin and Lei Zhao
University of Reading - ICMA Centre, Durham University - Department of Economics and Finance and ESCP Business School
Downloads 97 (332,181)
Citation 2

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Corporate Social Responsibility, CSR, CSP, Sustainability, Institutional Investors, Investment Horizon