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Zhenzhen Fan
Institution:
University of Guelph
Observed institutions:
Nankai University,
University of Manitoba,
University of Guelph
ORCID:
0000-0002-8335-7341
Observed ORCID:
0000-0002-8335-7341
OpenAlex ID:
A5076346503
Equity tail risk and currency risk premiums
2021
·
Zhenzhen Fan
, Juan M. Londono
, et al.
·
Journal of Financial Economics
·
37
Moment Risk Premia and Stock Return Predictability
2020
·
Zhenzhen Fan
, Xiao Xiao
, et al.
·
Journal of Financial and Quantitative Analysis
·
19
Currency carry trade: The decline in performance after the 2008 Global Financial Crisis
2021
·
Zhenzhen Fan
, Alexander Paseka
, et al.
·
Journal of International Financial Markets Institutions and Money
·
7
Variance Risk Premium, Higher Order Risk Premium, and Expected Stock Returns
2018
·
Zhenzhen Fan
, Xiao Xiao
, et al.
·
SSRN Electronic Journal
·
6
The Risk and Return of Cryptocurrency Carry Trade
2023
·
Zhenzhen Fan
, Feng Jiao
, et al.
·
SSRN Electronic Journal
·
4
Essays on international portfolio choice and asset pricing under financial contagion
2017
·
Zhenzhen Fan
·
UvA-DARE (University of Amsterdam)
·
2
PDF
Expected Return or Mispricing? Evidence from the Term Structure of Option-implied Disagreement
2025
·
Zhenzhen Fan
, Bing Han
, et al.
·
SSRN Electronic Journal
Disagreement and the Macro Announcement Day Returns *
2024
·
Xiaowen Lei
, Zhenzhen Fan
·
SSRN Electronic Journal
Risk-Return Relation of Cryptocurrency Carry Trade
2023
·
Zhenzhen Fan
, Feng Jiao
, et al.
·
SSRN Electronic Journal
Risk-Return Relation of Cryptocurrency Carry Trade
2023
·
Zhenzhen Fan
, Feng Jiao
, et al.
·
SSRN Electronic Journal
Risk-Return Relation of Cryptocurrency Carry Trade
2023
·
Zhenzhen Fan
, Feng Jiao
, et al.
·
SSRN Electronic Journal
Erratum to “Equity tail risk and currency risk premia [Journal of Financial Economics 143/1 (2022) 484 –503]
2022
·
Zhenzhen Fan
, Juan M. Londono
, et al.
·
Journal of Financial Economics
PDF
US Equity Tail Risk and Currency Risk Premia
2019
·
Zhenzhen Fan
, Juan M. Londono
, et al.
·
International Finance Discussion Paper
Equity Tail Risk and Currency Risk Premiums
2019
·
Zhenzhen Fan
, Juan M. Londono
, et al.
·
SSRN Electronic Journal
Asymmetric Excitation and the US Bias in Portfolio Choice
2018
·
Zhenzhen Fan
, Roger Jean Auguste Laeven
, et al.
·
SSRN Electronic Journal
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Works count:
15
Citation count:
75
H-index:
4
I10-index:
2
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