Yuanyuan Zhang

Sun Yat-Sen University (SYSU) - Lingnan (University) College

Hong Kong

Lancaster University - Department of Accounting and Finance

Lancaster, Lancashire LA1 4YX

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

661

SSRN CITATIONS
Rank 26,601

SSRN RANKINGS

Top 26,601

in Total Papers Citations

30

CROSSREF CITATIONS

4

Scholarly Papers (2)

The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks

Number of pages: 56 Posted: 14 Mar 2006
Stephen J. Taylor, Yuanyuan Zhang and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, Sun Yat-Sen University (SYSU) - Lingnan (University) College and University of Oklahoma Price College of Business
Downloads 397 (88,498)
Citation 14

Abstract:

Loading...

Stock options, Implied volatility, Model-free volatility expectation, Information content, ARCH models

The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks

Number of pages: 64 Posted: 06 Mar 2008
Stephen J. Taylor, Pradeep K. Yadav and Yuanyuan Zhang
Lancaster University - Department of Accounting and Finance, University of Oklahoma Price College of Business and Sun Yat-Sen University (SYSU) - Lingnan (University) College
Downloads 264 (138,868)
Citation 5

Abstract:

Loading...

Stock options, Information conten, Implied volatility, Model-free volatility expectations, ARCH models

2.

How Does Analysts' Forecast Quality Relate to Corporate Investment Efficiency

Journal of Corporate Finance, Vol. 43, 2017
Posted: 05 Dec 2018
Tao Chen, Lingmin Xie and Yuanyuan Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance, Shenzhen University and Sun Yat-Sen University (SYSU) - Lingnan (University) College

Abstract:

Loading...

Investment efficiency, Over-investment, Under-investment, analysts' forecast quality