Samuel Y M ZE-TO

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司徒祐民

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Dive into the research topics where Samuel Y M ZE-TO is active. Topic labels come from the works of this scholar.

Asset liquidity and stock returns
ZE-TO, S. Y. M., 1 Dec 2016, In: Advances in Accounting. 35, p. 177-196 20 p.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Correlated implied volatility with jump and cross section of stock returns
ZE-TO, S. Y. M., 1 Dec 2016, In: Accounting and Finance. 56, 4, p. 1187-1214 28 p.
Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus)
Can option-implied covariance predict return?
Ze-To, Y. M., Jun 2015.
Research output: Contribution to conference › Paper
Cross-section stock return and implied covariance between jump and diffusive volatility
ZE-TO, S. Y. M., Aug 2015, In: Journal of Forecasting. 34, 5, p. 379-390 12 p.
Research output: Contribution to journal › Article › peer-review
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, S. Y. M., Oct 2014, Proceedings of 3rd Global Business and Finance Research Conference. World Business Institute Australia
Research output: Chapter in book/report/conference proceeding › Conference contribution