Enterprising Investor
Practical analysis for investment professionals

Yanhui Zhao, PhD

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Biography

Yanhui Zhao, PhD, is an assistant professor of finance at the University of Wisconsin – Whitewater. She earned a PhD in finance from the University of Connecticut and a masters degree in quantitative finance from Rutgers University in 2012. Her research focuses on two streams: eliciting information about underlying assets from the equity options markets, and improving our understanding of the term structure of the cost of equity.

Author's Posts
Option-Implied Skewness and the Momentum Anomaly

What information does option-implied skewness contain, and how is it related to the momentum anomaly?