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S

Sophia Zhengzi Li

rutgers university system

9H指数
33论文数
1.1K被引数
收录论文 8
发表时间
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Forecasting and Managing Correlation Risks预测与管理相关性风险
errManagement Science
IF4.9
err2026-01-01
err1
PREAI
errBollerslev, Tim; Li, Sophia Zhengzi; Tang, Yushan
err分享
err收藏
Systematic Momentum: A New Class of Price Patterns系统性动量：一类新的价格模式
errMANAGEMENT SCIENCE
IF4.9
err2025-11-01
err0
PREAI
errLi, Sophia Zhengzi; Yuan, Peixuan; Zhou, Guofu
err分享
err收藏
Anomalies as New Hedge Fund Factors
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2025-10-01
err0
errOAAI
errChen, Yong; Li, Sophia Zhengzi; Tang, Yushan; Zhou, Guofu
err分享
err收藏
News-based investor disagreement and stock returns基于新闻的投资者的意见分歧与股票收益
errReview of Accounting Studies
IF5.8
err2025-07-22
err0
errOAAI
errSophia Zhengzi Li; Zeyao Luan
err分享
err收藏
Automated Volatility Forecasting自动化波动率预测
errMANAGEMENT SCIENCE
IF4.9
err2024-10-29
err0
PREAI
errLi, Sophia Zhengzi; Tang, Yushan
err分享
err收藏
When Shareholders Disagree: Trading after Shareholder Meetings
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2021-05-19
err16
PREAI
errLi, Sophia Zhengzi; Maug, Ernst; Schwartz-Ziv, Miriam
err分享
err收藏
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2019-01-30
err86
PREAI
errBollerslev, Tim; Li, Sophia Zhengzi; Zhao, Bingzhi
err分享
err收藏
Jump tails, extreme dependencies, and the distribution of stock returns
errJOURNAL OF ECONOMETRICS
IF4
err2013-02-01
err99
errOAAI
errBollerslev, Tim; Todorov, Viktor; Li, Sophia Zhengzi
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
T
Tim Bollerslev
H 指数: 76 · 论文数: 173
G
Guofu Zhou
H 指数: 53 · 论文数: 301
T
Tim Bollerslev
H 指数: 42 · 论文数: 120
V
Viktor Todorov
H 指数: 33 · 论文数: 148
Y
Yong Chen
H 指数: 29 · 论文数: 109
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