Zhenyu Lu
Research Title
Uncertainty and Tail Risk in Financial Markets
Research Areas
Empirical asset pricing, volatility modeling and forecasting, financial derivatives, China’s financial market
Publication
- “Financial uncertainty and stock market volatility”, with Ying Jiang, Xiaoquan Liu, 2023, European Financial Management (SSCI, ABS level 3, ABDC-A), forthcoming
Conference
- International Conference on Financial System Engineering and Risk Management (FSERM’2021) (October, 2021)
- The 2022 Asian Finance Association (AsianFA) Annual Conference (June, 2022)
- The 6th China Derivatives Youth Forum (July, 2023)
- FinTech Research Workshop at Xi’an Jiaotong-Liverpool University (April, 2023)*
- Research Seminar at Zhejiang University of Finance & Economics (May, 2023)** indicates presentations by coauthors
Teaching experience
- Introduction to Accounting BUSI1122 (2021/2022)2. International Finance BUSI3087 (2022/2023)