Narrow search
Showing 1 - 10 of 98
Cover Image
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - In: Review of Financial Studies 22 (2009) 12, pp. 5099-5131
This paper attempts to explain the credit default swap (CDS) premium, using a novel approach to identify the volatility and jump risks of individual firms from high-frequency equity prices. Our empirical results suggest that the volatility risk alone predicts 48% of the variation in CDS spread...
Persistent link: https://www.econbiz.de/10008469365
Cover Image
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
Zhou, Hao - In: Annual review of financial economics 10 (2018), pp. 481-497
Persistent link: https://www.econbiz.de/10011959905
Cover Image
The nonlinear impact of perceptions of organizational politics on unethical pro-organizational behavior in Chinese culture : Moderating role of Zhongyong
Zhou, Hao; Ran, Yang - In: Asian business & management 22 (2023) 4, pp. 1544-1566
Persistent link: https://www.econbiz.de/10014375168
Cover Image
Does gamified training improve training performance? : a dual-pathway moderated mediation model
Liu, Song; Zhou, Hao - In: Journal of business research : JBR 188 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015159215
Cover Image
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Cover Image
Exploring the worldwide patent surge
Fink, Carsten; Khan, Mosahid; Zhou, Hao - In: Economics of innovation and new technology 25 (2016) 1/2, pp. 114-142
Persistent link: https://www.econbiz.de/10011439939
Cover Image
Do behavioral biases affect order aggressiveness?
Bian, Jiangze; Chan, Kalok; Shi, Donghui; Zhou, Hao - In: Review of finance : journal of the European Finance … 22 (2018) 3, pp. 1121-1151
Persistent link: https://www.econbiz.de/10012005276
Cover Image
Variance risk premiums and the forward premium puzzle
Londono, Juan M.; Zhou, Hao - In: Journal of financial economics 124 (2017) 2, pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Cover Image
The systemic risk of European banks during the financial and sovereign debt crises
Black, Lamont; Correa, Ricardo; Huang, Xin; Zhou, Hao - In: Journal of banking & finance 63 (2016), pp. 107-125
Persistent link: https://www.econbiz.de/10011634180
Cover Image
Effects of liquidity on the non-default component of corporate yield spreads : evidence from intraday transactions data
Han, Song; Zhou, Hao - In: The quarterly journal of finance 6 (2016) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10011531498