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?