ZHAO, Hua
Professional Title: Professor
Administrative Position:
Alma Mater: Xiamen University
Contact Information: zhaohua000@gmail.com
E-Mail:
Business Address: Economic Building D337
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Research Papers
Intraday Variation of Systematic Risk in China (with Hao Zhang and Lu Zhang). Finance Research Letters, 2025, 86: 108903.
Jump Tail Dependence in the Chinese Stock Market (with Sophia Zhengzi Li and Hao Wang). Emerging Markets Finance and Trade, 2016, 52(10): 2379-2396.
Intraday Jumps in China’s Treasury Bond Market and Macro News Announcements (with Jing Cui). International Review of Economics & Finance, 2015, 39: 211-223.
Cojumps in China’s Spot and Stock Index Futures Markets (with Hao Wang and Mengqi Yue). Pacific-Basin Finance Journal, 2015, 35: 541-557.
Dynamic Relationship between Exchange Rate and Stock Price: Evidence from China. Research in International Business and Finance, 2010, 24(2), 103-112.