·Paper Publications
Gianluca De Nard; Zhao Zhao ; A Large-Dimensional Test for Cross-Sectional Anomalies: Efficient Sorting Revisited, International Review of Economics and Finance, 2022, 80: 654-676
Release time:2023-06-07 Hits:
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Gianluca De Nard; Zhao Zhao; Using, taming or avoiding the factor zoo? A double shrinkage estimator for covariance matrices, Journal of Empirical Finance, 2023, 72: 23-35.
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Zhang Y. and Z. Zhao*. Environmental regulations and corporate social responsibility: Evidence from China’s real-time air quality monitoring policy, Finance Research Letters, 2022