Publications (in English)
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[1]
Too long to be true in the description? Evidence from a Peer-to-Peer platform in China.
Zhiyong Li, Haiyang Zhang, Mei Yu, Hairan Wang.
Research in International Business and Finance, 2019, 50: 246–251.
(SSCI, ABS-2)
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[2]
Evaluating asset pricing models: A revised factor model for China.
Zhiyong Li, Xiao Rao.
Economic Modelling, 2022(116): 106001.
(SSCI, JCR Q1, ABS-2)
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[3]
Exploring the zoo of predictors for mutual fund performance in China.
Zhiyong Li, Xiao Rao.
Pacific-Basin Finance Journal, 2023(77): 101932.
(SSCI, ABS-2)
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[4]
Factor-Timing in the Chinese Factor Zoo: The Role of Economic Policy Uncertainty.
Zhiyong Li, Yifan Wan, Tianyi Wang, Mei Yu.
Journal of International Financial Markets, Institutions and Money, 2023(85): 101782.
(SSCI, ABS-3)
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[5]
Beyond rocket science: a factor model for convertible bond returns.
Zhiyong Li, Haixu Wang, Mei Yu.
Economics Letters, 2023(233): 111362.
(SSCI, ABS-3)
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[6]
Convertible bond return predictability with machine learning.
Zhiyong Li, Yining Wang, Fang Qiao, Mei Yu.
Journal of Financial Markets, 2025: 101010.
(SSCI, ABS-3, ABCD A*)
Publications (in Chinese)
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[1]
李志勇, 余湄.
网络借贷利率定价研究: 基于无套利定价的视角.
系统工程理论与实践, 2018, 38(7): 1698–1705.
(CSSCI)
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[2]
余湄, 李志勇, 周荣喜, 高茜.
基于 VAR 的我国预期通货膨胀率的估计问题研究.
科学决策, 2018(05): 79–92.
(CSSCI)
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[3]
余湄, 李志勇*.
通货膨胀, 资产选择和家庭财务杠杆.
管理评论, 2019, 31(10): 206–216.
(CSSCI)
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[4]
李志勇, 余湄, 汪寿阳.
方差风险溢价和收益率预测：来自上证50ETF期权市场的证据.
系统工程理论与实践, 2022, 42(2): 306–319.
(CSSCI)
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[5]
李志勇, 张子健, 张福栋, 张晓燕.
中国市场的跨期限信用利差指数.
清华金融评论, 2022(11): 109–112.
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[6]
张晓燕, 殷子涵, 李志勇.
欧盟碳排放权交易市场的发展经验与启示.
清华金融评论, 2023(2): 28–31.
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[7]
马腾, 张晓燕, 李志勇*.
期权隐含信息和价格发现：基于中国场内期权市场的研究.
金融研究, 2024(1): 169–186.
(CSSCI)
Working Papers
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[1]
Global Currency Volatility Risk and Currency Return Predictability.
Zhiyong Li, Fang Qiao, Tianyi Wang.
Revise and resubmit, Journal of Empirical Finance