Bingzhi Zhao

Duke University, Department of Economics

PhD Candidate

Durham, NC

United States

SCHOLARLY PAPERS

2

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2,060

SSRN CITATIONS
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Top 48,091

in Total Papers Citations

14

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Good Volatility, Bad Volatility and the Cross-Section of Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 77 Posted: 17 Feb 2015 Last Revised: 12 Dec 2018
Tim Bollerslev, Sophia Zhengzi Li and Bingzhi Zhao
Duke University - Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Duke University, Department of Economics
Downloads 1,802 (11,498)
Citation 13

Abstract:

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Cross-sectional return variation; return predictability; high-frequency-data; semi-variance; jump variation

2.

An Efficient Factor from Basis 'Anomalies'

Number of pages: 69 Posted: 21 Sep 2016 Last Revised: 08 Nov 2016
Bingzhi Zhao
Duke University, Department of Economics
Downloads 258 (148,170)

Abstract:

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Anomaly, mean-variance efficient, multi-factors, asset-pricing