Multi-factor volatility and stock returns
He, Zhongzhi (Lawrence), Zhu, Jie, Zhu, Xiaoneng
Published in Journal of banking & finance (01.12.2015)
Published in Journal of banking & finance (01.12.2015)
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Journal Article
Dynamic factors and asset pricing: International and further U.S. evidence
He, Zhongzhi (Lawrence), Zhu, Jie, Zhu, Xiaoneng
Published in Pacific-Basin finance journal (01.04.2015)
Published in Pacific-Basin finance journal (01.04.2015)
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Journal Article
Dynamic Factors and Asset Pricing
He, Zhongzhi (Lawrence), Huh, Sahn-Wook, Lee, Bong-Soo
Published in Journal of financial and quantitative analysis (01.06.2010)
Published in Journal of financial and quantitative analysis (01.06.2010)
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Journal Article
A reformulated asset pricing model based on contrarian strategies
He, Zhongzhi (Lawrence), Kryzanowski, Lawrence
Published in Studies in economics and finance (Charlotte, N.C.) (01.10.2006)
Published in Studies in economics and finance (Charlotte, N.C.) (01.10.2006)
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Journal Article
Dynamic betas for Canadian sector portfolios
He, Zhongzhi (Lawrence), Kryzanowski, Lawrence
Published in International review of financial analysis (01.12.2008)
Published in International review of financial analysis (01.12.2008)
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Journal Article
The Cross Section of Expected Returns and Amortized Spreads
He, Zhongzhi (Lawrence), Kryzanowski, Lawrence
Published in Review of Pacific basin financial markets and policies (01.12.2006)
Published in Review of Pacific basin financial markets and policies (01.12.2006)
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Journal Article
Forecasting the yield curve of government bonds: a dynamic factor approach
Ben Omrane, Walid, He, Chao, He, Zhongzhi Lawrence, Trabelsi, Samir
Published in Managerial finance (01.01.2017)
Published in Managerial finance (01.01.2017)
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Journal Article
Should We Trust Fund Managers? A Close Look at the Canadian Mutual Fund Governance
Published in International Corporate Governance and Regulation
(01.01.2019)
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Book Chapter
Dynamic Factors and Asset Pricing
(Lawrence), He, Zhongzhi, Huh, Sahn-Wook, Lee, Bong-Soo
Published in Journal of Financial and Quantitative Analysis (2010)
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Published in Journal of Financial and Quantitative Analysis (2010)
Journal Article