Junyu Zhang
PhD candidate in Finance
Approaching graduation, open to work
FRM part I exam passed, CFA III exam candidate.
Email: junyu.zhang0088@outlook.com
- Education
- PhD in Finance, University of Otago
- Master of Applied Finance, Auckland University of Technology
- MSc in Environmental Science and Technology, City University of Hong Kong
- BSc in Environmental Science, Zhongkai Unversity of Agriculture and Engineering
- Publication
- Zhang, J., Ruan, X., & Zhang, J. E. (2023). Risk-neutral moments and return predictability: International evidence. Journal of Forecasting, 42(5), 1086–1111. https://doi.org/10.1002/for.2926
- Zhang, J., Ruan, X., & Zhang, J. E. (2023). Do short-term market swings improve realized volatility forecasts? Finance Research Letters, 58(2023), 104629. https://doi.org/10.1016/j.frl.2023.104629
- Working Paper
- Junyu Zhang, Xinfeng Ruan, Jin Zhang. The role of risk-neutral moments in forecasting future realised volatility: An international perspective.
- Junyu Zhang, Jing Zhang, Jin Zhang, Xinfeng Ruan. R&D and financial performance: The role of ESG performances.
- Tutoring
- FINC310 Fixed Income Security Analysis
- FINC306 Derivatives