Practical analysis for investment professionals

Yanhui Zhao, PhD

1 Post


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?

By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.