![]()
![]()
赵钊
个人信息Personal Information
副教授
博士生导师
硕士生导师
性别：女
在职信息：在职
所在单位：经济学院
学历：研究生(博士)毕业
学位：经济学博士学位
毕业院校：华中科技大学
学科：金融学
数量经济学
-
A new five-factor green pricing model in China.Applied Economics,
-
Overseas exposures, global events, and mutual fund performance.International Review of Economics and Finance,
-
Zhao Zhao; Olivier Ledoit; Hui Jiang; Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix, Journal of Financial Econometrics, 2023, 21(1): 73-105..
-
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..
-
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.
-
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.
-
Zhao Z., Wen H., and K. Li. Identifying Bubbles and the Contagion Effect between Oil and Stock Price Bubbles: New Evidence from China, Economic Modelling 94, 2021..
-
Wen H. and Z. Zhao*. How does China’s Industrial Policy Affect Firms’ R&D Investment? Evidence from "Made in China 2025", Applied Economics, 2021..
-
Yang Y. and Z. Zhao*. Large Cryptocurrency-Portfolios: Factors, Leverage and Shrinkage, Applied Economics, 2021..
-
Yang Y. and Z. Zhao*. Quantile Nonlinear Unit Root Test with Covariates and an Application to the PPP Hypothesis, Economic Modelling 93, 2020..
