Study with us

Our graduates gain the knowledge and skills to lead organisations, develop public policy, create new companies and undertake research.

Our research

Our academic staff are at the forefront of global thinking on issues relating to wealth and wellbeing, strong organisations, transformative innovation, and the

Student resources

Information about program and course selection, enrolment, change of program, variation to enrolment, status and other general matters.

Alumni

Our alumni may be found in the world’s leading companies, policy agencies and universities.

Contact us

Find contact details for any general enquiries.

Staff directory

Dr Yichao Zhu

Research School of Finance, Actuarial Studies & Statistics

Position: Post-doctoral Fellow
Email: yichao.zhu@anu.edu.au
Phone: +61 2 612 57314
Office: Room 4.53, CBE Bld (26C)

Dr Yichao Zhu

Research Interests

Empirical Asset Pricing, with focus on fixed income, short selling and stock return idiosyncratic volatility

Working Papers

“Two Tales of Corporate Bond Borrowing” with Antje Berndt

“Long-term Performance and Return Reversal Properties of the Idiosyncratic Volatility Puzzle”

“Informed Trading in Options or Price Pressure in Stocks? Connecting the DOTS in Option-Based Return Predictability”, with Luis Goncalves-Pinto, Bruce D. Grundy, Allaudeen Hameed and Thijs van der Heijden

“Pulling the Correct Lever on Sticky Debt and the Common Factors in Idiosyncratic Volatilities”, with Thijs van der Heijden and Qi Zeng

 

Updated:   1 March 2017 / Responsible Officer:  Dean, Business & Economics / Page Contact:  College Web Team