Title/Affiliation：Associate Professor of Finance，School of Economics and Management，Tsinghua University

Research Interests：Theoretical and Empirical Asset Pricing，Derivatives

Email：zhuyz@sem.tsinghua.edu.cn

Journal Articles

2009

1、Yingzi Zhu, Guofu Zhou.Technical analysis: An asset allocation perspective on the use of moving averages. Journal of Financial Economics, 2009,92(3): 519-544. (Database：Elsevier ScienceDirect Complete)

2007

2、Yingzi Zhu,Jin E. Zhang.Variance Term Structure and VIX Futures Pricing.International Journal of Theoretical and Applied Finance,2007,10(1): 111-127. (Database：EBSCO BSP)

2006

3、Jin E. Zhang, Yingzi Zhu.VIX Futures.Journal of Futures Market,2006,26(6): 521-531.

(Database：Wiley InterScience)