Hao Zhou - Publications, H-index & Citations

周皓 (Hao Zhou)

renmin university of china

30H指数

124论文数

7.1K被引数

收录论文 26

发表时间

Real(istic) Time-Varying Probability of Consumption Disasters 实时变化的消费灾难概率

Journal of Financial and Quantitative Analysis

IF2.8

2026-02-27

PREAI

Xiaoyu Huang; Tao Jin; Hao Zhou

Optimal Investment-Consumption and Tax-Favored Private Defined-Contribution Pension Decisions 最优投资-消费与税收优惠型私人确定缴费养老金决策

North American Actuarial Journal

IF1.6

2026-01-01

PREAI

Deng, Qixin; Liu, Jingzhen; Wei, Jiaqin; Zhou, Hao

Optimal Consumption and Investment in an Incomplete Market with Hedgeable Stochastic Income 在不完全市场中具有可对冲随机收入的最优消费与投资

European Journal of Operational Research

IF6

2025-10-25

PREAI

Ming Zhou; Hao Zhou; Hui Meng

Variance risk premiums in emerging markets

JOURNAL OF BANKING & FINANCE

IF3.8

2024-10-01

PREAI

Qiao, Fang; Xu, Lai; Zhang, Xiaoyan; Zhou, Hao

Does fiscal policy matter for stock-bond return correlation?

JOURNAL OF MONETARY ECONOMICS

IF4.1

2022-05-01

OAAI

Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao

A Prosumer-Based Energy Sharing Mechanism of Active Distribution Network Considering Household Energy Storage

IEEE ACCESS

IF3.6

2022-01-01

OAAI

Yang, Shaobo; Hu, Xuekai; Wang, Hongli; Ligao, Junjie; Meng, Liang; Zhou, Wen; Zhou, Hao

Moment Risk Premia and Stock Return Predictability

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2020-11-26

OAAI

Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao

Specification Analysis of Structural Credit Risk Models

REVIEW OF FINANCE

IF8.4

2019-04-23

OAAI

Huang, Jing-Zhi; Shi, Zhan; Zhou, Hao

Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

ANNUAL REVIEW OF FINANCIAL ECONOMICS

IF0

2018-11-01

OAAI

Zhou, Hao

Do Behavioral Biases Affect Order Aggressiveness?

REVIEW OF FINANCE

IF8.4

2017-08-04

PREAI

Bian, Jiangze; Chan, Kalok; Shi, Donghui; Zhou, Hao

Risk, Uncertainty, and Expected Returns

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2016-07-29

100

OAAI

Bali, Turan G.; Zhou, Hao

The systemic risk of European banks during the financial and sovereign debt crises

JOURNAL OF BANKING & FINANCE

IF3.8

2016-02-01

127

PREAI

Black, Lamont; Correa, Ricardo; Huang, Xin; Zhou, Hao

Stock return and cash flow predictability: The role of volatility risk

JOURNAL OF ECONOMETRICS

IF4

2015-08-01

OAAI

Bollerslev, Tim; Xu, Lai; Zhou, Hao

Shifting Boundary for price-based residential demand response and applications

APPLIED ENERGY

IF11

2015-05-01

PREAI

Xu, Fang Yuan; Zhang, Tao; Lai, Loi Lei; Zhou, Hao

Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2014-08-05

177

OAAI

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao

Credit default swap spreads and variance risk premia

JOURNAL OF BANKING & FINANCE

IF3.8

2013-10-01

OAAI

Wang, Hao; Zhou, Hao; Zhou, Yi

Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis

JOURNAL OF FINANCIAL STABILITY

IF4.2

2012-09-01

118

OAAI

Huang, Xin; Zhou, Hao; Zhu, Haibin

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

JOURNAL OF ECONOMETRICS

IF4

2011-01-01

244

OAAI

Bollerslev, Tim; Gibson, Michael; Zhou, Hao

Realized jumps on financial markets and predicting credit spreads

JOURNAL OF ECONOMETRICS

IF4

2011-01-01

120

OAAI

Tauchen, George; Zhou, Hao

Bond risk premia and realized jump risk

JOURNAL OF BANKING & FINANCE

IF3.8

2009-12-01

PREAI

Wright, Jonathan H.; Zhou, Hao

研究方向