Items where Author is "Zhang, Yuanyuan"

Kwiecien, Matthew and Jeltema, Tesla and Leauthaud, Alexie and Huang, Song and Rykoff, Eli and Heydenreich, Sven and Lange, Johannes and Everett, Spencer and Zhou, Conghao and Kelly, Paige and Zhang, Yuanyuan and Shin, Tae-Hyeon and Golden-Marx, Jesse and Marshall, J. L. and Aguena, M. and Allam, S. S. and Bocquet, S. and Brooks, D. and Rosell, A. Carnero and Carretero, J. and da Costa, L. N. and Pereira, M. E. S. and Davis, T. M. and De Vicente, J. and Doel, P. and Ferrero, I. and Flaugher, B. and Frieman, J. and García-Bellido, J. and Gatti, M. and Gaztanaga, E. and Giannini, G. and Gruen, D. and Gruendl, R. A. and Gutierrez, G. and Hinton, S. R. and Hollowood, D. L. and Honscheid, K. and James, D. J. and Lee, S. and Miquel, R. and Pieres, A. and Malagón, A. A. Plazas and Romer, A. K. and Samuroff, S. and Sanchez, E. and Santiago, B. and Sevilla-Noarbe, I. and Smith, M. and Suchyta, E. and Swanson, M. E. C. and Tarle, G. and Tucker, D. L. and Vikram, V. and Weaverdyck, N. and Wiseman, P. (2025) Improving galaxy cluster selection with the outskirt stellar mass of galaxies. Physical Review D, 111 (12): 123524. ISSN 2470-0010

Shackleton, Mark and Liu, Xiaoquan and Zhang, Yuanyuan and Pong, Shiuyan (2014) Option-implied volatilities and stock returns : evidence from industry-neutral portfolios. Journal of Portfolio Management, 41 (1). pp. 65-77. ISSN 0095-4918

Zhang, Yuanyuan and Taylor, S. J. and Wang, Lili (2013) Investigating the information content of the model-free volatility expectation by Monte Carlo methods. Journal of Futures Markets, 33 (11). pp. 1071-1095. ISSN 0270-7314

Taylor, S. J. and Yadav, P. K. and Zhang, Yuanyuan (2010) The information content of implied volatilities and model-free volatility expectations: evidence from options written on individual stocks. Journal of Banking and Finance, 34. pp. 871-881. ISSN 0378-4266

Taylor, S. J. and Yadav, P. K. and Zhang, Yuanyuan (2009) Cross-sectional analysis of risk-neutral skewness. Journal of Derivatives, 16 (4). pp. 38-52. ISSN 1074-1240