| Unspanned stochastic volatility: Evidence from hedging interest rate derivatives H Li, F Zhao The Journal of Finance 61 (1), 341-378, 2006 | 191 | 2006 |
| Downside loss aversion and portfolio management R Jarrow, F Zhao Management Science 52 (4), 558-566, 2006 | 171 | 2006 |
| Interest rate caps “smile” too! But can the LIBOR market models capture the smile? R Jarrow, H Li, F Zhao The Journal of Finance 62 (1), 345-382, 2007 | 165 | 2007 |
| Probability weighting functions implied in options prices V Polkovnichenko, F Zhao Journal of Financial Economics 107 (3), 580-609, 2013 | 162 | 2013 |
| Out-of-sample performance of discrete-time spot interest rate models Y Hong, H Li, F Zhao Journal of Business & Economic Statistics 22 (4), 457-473, 2004 | 109 | 2004 |
| Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates Y Hong, H Li, F Zhao Journal of Econometrics 141 (2), 736-776, 2007 | 102 | 2007 |
| Nonparametric estimation of state-price densities implicit in interest rate cap prices H Li, F Zhao The Review of Financial Studies 22 (11), 4335-4376, 2009 | 81 | 2009 |
| Subprime mortgage defaults and credit default swaps E Arentsen, DC Mauer, B Rosenlund, HH Zhang, F Zhao The Journal of Finance 70 (2), 689-731, 2015 | 75 | 2015 |
| Investor sentiment and the Chinese index futures market: Evidence from the internet search X Wang, Q Ye, F Zhao, Y Kou Journal of Futures Markets 38 (4), 468-477, 2018 | 51 | 2018 |
| Cautious risk takers: Investor preferences and demand for active management V Polkovnichenko, KD Wei, F Zhao The Journal of Finance 74 (2), 1025-1075, 2019 | 37 | 2019 |
| Effects of investor attention on commodity futures markets Y Kou, Q Ye, F Zhao, X Wang Finance Research Letters 25, 190-195, 2018 | 35 | 2018 |
| Unspanned global macro risks in bond returns F Zhao, G Zhou, X Zhu Management Science 67 (12), 7825-7843, 2021 | 18 | 2021 |
| Interest Rate Caps ‘Smile’Too R Jarrow, H Li, F Zhao But Can the LIBOR, 2003 | 15 | 2003 |
| Economic catastrophe bonds: Inefficient market or inadequate model? H Li, F Zhao AFA 2013 San Diego Meetings Paper, 2012 | 11 | 2012 |
| Racial disparities in mortgage lending: New evidence based on processing time B Wei, F Zhao The Review of Corporate Finance Studies 11 (3), 775-813, 2022 | 10 | 2022 |
| Trading activity and price behavior in Chinese agricultural futures markets X Wang, Q Ye, F Zhao Finance Research Letters 18, 52-59, 2016 | 8 | 2016 |
| Essays on empirical term structure modeling F Zhao Cornell University, 2004 | 5 | 2004 |
| Neglected Risks in the Communication of Residential Mortgage‐Backed Securities Offerings HH Zhang, F Zhao, X Zhao The Journal of Finance 79 (1), 129-172, 2024 | 4 | 2024 |
| Unspanned Stochastic Volatility, Is It There After All? Evidence From Hedging Interest Rate Caps H Li, F Zhao Working Paper, Cornell University, 2003 | 4 | 2003 |
| Neglected risks in the communication of the mortgage-backed securities offering process HH Zhang, F Zhao, X Zhao Naveen Jindal School of Management, 1-53, 2020 | 3 | 2020 |
Yongmiao HongUniversity of Chinese Academy of Sciences / Cornell UniversityPatvirtintas el. paštas cornell.edu