Concepedia

Sophia Zhengzi Li

SZ

8

Publications

1K

Citations

8

H-Index

2012

Active since

Affiliations

Duke University(Current)

Rutgers, The State University of New Jersey

Michigan State University

Northwestern University

National Bureau of Economic Research

Sophia Zhengzi Li is an author at Duke University specializing in business, finance, and financial economics.

ORCID

Top concepts

Publications per year

2012–2021

8

Publications

8

Market intraday momentum

Lei Gao, Yufeng Han, Sophia Zhengzi Li et al. · Journal of Financial Economics · 2018 · 210 citations

, , +6

Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns

Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov · Journal of Financial Economics · 2016 · 173 citations

, , +10

Jump tails, extreme dependencies, and the distribution of stock returns

Tim Bollerslev, Viktor Todorov, Sophia Zhengzi Li · Journal of Econometrics · 2012 · 171 citations

, , +7

Good Volatility, Bad Volatility, and the Cross Section of Stock Returns

Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao · Journal of Financial and Quantitative Analysis · 2019 · 171 citations · Full text

Efficient Gaussian graphical model determination under G-Wishart prior distributions

Hao Wang, Sophia Zhengzi Li · Electronic Journal of Statistics · 2012 · 114 citations · Full text

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