Books
[1] Applied asset pricing of financial derivatives
Articles in refereed journals
[1] R. Zhang, C. Liu and Y. Lian, Are there the End-of-the-game Effects: Evidence from Chinese Stock Markets; Research of Economics and Management, 2011(05):21-31.
[2] R. Zhang, H. Li and L. Cui, Affine Term Structure Model of Interest Rate and Macroeconomic Forecasting, Finance and Economics, 2011(04).
[3] R. Zhang, S. Xu, Systematic Risk and A+H Price Difference: An Indirect Examination, Shanghai Journal of Economics, 2011(04).
[4] R. Zhang, Credit Spread Cycle and Macroeconomic Expectation in China, Securities Market Herald, 2010, 10.
[5] R. Zhang, S. Xu, Effect of RMB Appreciation on Stock Prices: An Upper Bound, Research of Economics and Management, 2010, 8.
[6] R. Zhang, The determinates of credit spreads: a macro perspective, Contemporary Finance & Economics, 2008, 10.
[7] Y. Meng, R. Zhang, international oil price and Chinese macroeconomics, Finance & Trade Economics, 2008,10.
