Concepedia

Author

Sophia Zhengzi Li

Duke UniversityORCID

Also Known As

Guofu Zhou, Sophia Zhengzi Li, Sophia Zhengzi mname Li

34

Publications

1.1K

Citations

10

H-Index

35

Concepts

All Affiliations

Duke UniversityRutgers, The State University of New JerseyMichigan State UniversityNorthwestern UniversityNational Bureau of Economic Research
SZ

About

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

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

4

4

628

2

Arts

1

1

63

3

Engineering

1

1

114

4

Law

1

1

74

5

Management

1

1

173

Sophia Zhengzi Li

×

8

Publications

1K

Citations

8

H-Index

YearCitations

Market intraday momentum

Lei Gao, Yufeng Han, Sophia Zhengzi Li,

Journal of Financial Economics

2018

210

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

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

Tim Bollerslev, Viktor Todorov, Sophia Zhengzi Li

Journal of Econometrics

2012

171

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

Efficient Gaussian graphical model determination under G-Wishart prior distributions

Hao Wang, Sophia Zhengzi Li

Electronic Journal of Statistics

2012

114

When Shareholders Disagree: Trading after Shareholder Meetings

Sophia Zhengzi Li, Ernst Maug, Miriam Schwartz-Ziv

Review of Financial Studies

2021

74

Pervasive underreaction: Evidence from high-frequency data

Hao Jiang, Sophia Zhengzi Li, Hao Wang

Journal of Financial Economics

2021

63

Roughing Up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns

Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov

SSRN Electronic Journal

2014

26

Page 1