| Unspanned stochastic volatility: Evidence from hedging interest rate derivatives H Li, F Zhao The Journal of Finance 61 (1), 341-378, 2006 | 183 | 2006 |
| Interest rate caps “smile” too! But can the LIBOR market models capture the smile? R Jarrow, H Li, F Zhao The Journal of Finance 62 (1), 345-382, 2007 | 179 | 2007 |
| Downside loss aversion and portfolio management R Jarrow, F Zhao Management Science 52 (4), 558-566, 2006 | 164 | 2006 |
| Probability weighting functions implied in options prices V Polkovnichenko, F Zhao Journal of Financial Economics 107 (3), 580-609, 2013 | 137 | 2013 |
| Out-of-sample performance of discrete-time spot interest rate models Y Hong, H Li, F Zhao Journal of Business & Economic Statistics 22 (4), 457-473, 2004 | 105 | 2004 |
| Out-of-sample performance of discrete-time spot interest rate models Y Hong, H Li, F Zhao Journal of Business & Economic Statistics 22 (4), 457-473, 2004 | 105 | 2004 |
| Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates Y Hong, H Li, F Zhao Journal of Econometrics 141 (2), 736-776, 2007 | 99 | 2007 |
| Nonparametric estimation of state-price densities implicit in interest rate cap prices H Li, F Zhao The Review of Financial Studies 22 (11), 4335-4376, 2009 | 74 | 2009 |
| Subprime mortgage defaults and credit default swaps E Arentsen, DC Mauer, B Rosenlund, HH Zhang, F Zhao The Journal of Finance 70 (2), 689-731, 2015 | 64 | 2015 |
| Investor sentiment and the Chinese index futures market: Evidence from the internet search X Wang, Q Ye, F Zhao, Y Kou Journal of Futures Markets 38 (4), 468-477, 2018 | 36 | 2018 |
| Cautious risk takers: Investor preferences and demand for active management V Polkovnichenko, KD Wei, F Zhao The Journal of Finance 74 (2), 1025-1075, 2019 | 24 | 2019 |
| Effects of investor attention on commodity futures markets Y Kou, Q Ye, F Zhao, X Wang Finance Research Letters 25, 190-195, 2018 | 22 | 2018 |
| Unspanned global macro risks in bond returns F Zhao, G Zhou, X Zhu Management Science 67 (12), 7825-7843, 2021 | 9 | 2021 |
| Economic catastrophe bonds: Inefficient market or inadequate model? H Li, F Zhao AFA 2013 San Diego Meetings Paper, 2012 | 9 | 2012 |
| Trading activity and price behavior in Chinese agricultural futures markets X Wang, Q Ye, F Zhao Finance Research Letters 18, 52-59, 2016 | 6 | 2016 |
| Cautious risk-takers: Investor preferences and demand for active management V Polkovnichenko, KD Wei, F Zhao Available at SSRN 2022416, 2012 | 5 | 2012 |
| Essays on empirical term structure modeling F Zhao Cornell University, 2004 | 5 | 2004 |
| Unspanned Stochastic Volatility, Is It There After All? Evidence From Hedging Interest Rate Caps H Li, F Zhao Working Paper, Cornell University, 2003 | 4 | 2003 |
| Racial disparities in mortgage lending: New evidence based on processing time B Wei, F Zhao The Review of Corporate Finance Studies 11 (3), 775-813, 2022 | 2 | 2022 |
| Neglected risks in the communication of the mortgage-backed securities offering process HH Zhang, F Zhao, X Zhao Working paper, Naveen Jindal School of Management, University of Texas at …, 2019 | 2 | 2019 |
Yongmiao HongUniversity of Chinese Academy of Sciences / Cornell UniversityVerified email at cornell.edu
