SELECTED PUBLICATIONS Stock Return Asymmetry: Beyond Skewness with Lei Jiang, Ke Wu, & Guofu Zhou Journal of Financial and Quantitative Analysis, 55(2):357-386, 2020, Lead Article presented at Case Western Reserve University, Central University of Finance and Economics, Emory University, ITAM, Peking University, Renmin University of China, San Francisco State University, Shanghai Tech University, Shanghai University of Finance and Economics, South University of Science and Technology of China, Tongji University, Tsinghua University, Washington University in St. Louis , the 2015 China Finance Review International Conference, CICF 2016, Midwest Finance Association 2016, 9th Annual Society for Financial Econometrics Conference, and FMA 2016. Internet Appendix
Salience Theory in Price and Trading Volume: Evidence from China with Kaisi Sun & Hui Wang, Journal of Empirical Finance, 70:38-61, 2023 presented at 2022 China Finance Associate Annual Conference and 2022 Financial Engineering and Quantitative Finance Forum.
Value at Risk, Cross-Sectional Returns and the Role of Investor Sentiment with Jia Bi, Journal of Empirical Finance, 56:1-18, 2020, Lead Article https://doi.org/10.1016/j.jempfin.2019.12.004 presented at Emory University, Nantong University, Zhejiang University, China International Conference on Insurance and Risk Management 2018, China Financial Engineering Annual Conference 2018, Financial Engineering and Risk Management Forum at Sun Yat-sen University 2018, Financial Risk Management Forum in Jiangsu province, China (Best Paper, 2018), and 2019 China Finance Review International Conference. Internet Appendix Presentation Slides and Flyer at QTM, Emory University
Is Idiosyncratic Asymmetry Priced in Commodity Futures? with Yufeng Han, Xuan Mo, & Zhi Su, Journal of Financial Research, 46(3):875-898, 2023 Presented at Central University of Finance and Economics, Commodity and Energy Markets Association Annual Meeting, Carnegie Mellon University (CEMA 2019)
How Is the Change in Left-tail Risk Priced in China? with Kaisi Sun & Hui Wang, Pacific-Basin Finance Journal, 71:101703, 2022 presented at China Financial Engineering Annual Conference 2020, Central University of Finance and Economics, International Conference on Business Intelligence and Finance Engineering (Best paper, 2021), and the 2020/2021 China International Conference on Insurance and Risk Management.
Value at Risk and the Cross-Section of Expected Returns: Evidence from China with Pingshu Gui, Pacific-Basin Finance Journal, 66:101498, 2021 presented at Renmin University of China, Central University of Finance and Economics, 2020 China Finance Association Annual Conference, 2020 China Financial Management Association Annual Conference, Fourth China Venture Capital Annual Conference (Second-Class Best Paper, 2020) Internet Appendix
The Wage Premium of Naturalized Citizenship with Esfandiar Maasoumi Advances in Econometrics, 36:315-348, 2016 presented at Emory University, Northwestern University Causal Workshop and Conference in Honor of Aman Ullah.
PUBLICATIONS & OTHER PAPERS IN MATHEMATICS 1. Zhu Y F, Bian B J. Discussion and Application of Ordinary Differential Equation with Non-local Integral Term. Pure and Applied Mathematics, 2012, 28(2):219-227. English VersionChinese Version
2. Zhu Y F, Jiang P. Existence of a Shock Wave in A One-dimensional Radiation Hydrodynamic System. Acta Mathematica Scientia, 2011, 31A(1):1-17, Lead Article English VersionChinese Version
3. Zhu Y F, Britton M. Numerical Method for American Option and Its Applications. 2012. Unpublished.
4. Zhu Y F, Wang J K, Liang Z M. The Simulation of Flood Planning Based on PDE. Mathematical Contest in Modeling, USA. 2005 English Version-released by Tongji Univ.