Skip to main content

Research Repository

See what's under the surface


Ownership influence and CSR disclosure in China (2018)
Journal Article
Hu, Y. Y., Zhu, Y., Tucker, J., & Hu, Y. (2018). Ownership influence and CSR disclosure in China. Accounting Research Journal, 31(1), 8-21. https://doi.org/10.1108/ARJ-01-2017-0011

© 2018, Emerald Publishing Limited. Purpose: This paper aims to examine the relationship between ownership type and the likelihood of publication of a corporate social responsibility (CSR) report. Design/methodology/approach: Drawing on stakeholder s... Read More about Ownership influence and CSR disclosure in China.

The impact of monetary policy on gold price dynamics (2017)
Journal Article
Zhu, Y., Fan, J., & Tucker, J. (2018). The impact of monetary policy on gold price dynamics. Research in International Business and Finance, 44, 319-331. https://doi.org/10.1016/j.ribaf.2017.07.100

© 2017 Elsevier B.V. Ever since the collapse of the Bretton-Woods system, gold has retained its function as an important monetary commodity (Baur and Lucey, 2010), and continues to provide important inflation forecasting information to monetary polic... Read More about The impact of monetary policy on gold price dynamics.

Does ownership type matter for corporate social responsibility disclosure: Evidence from China (2016)
Journal Article
Hu, Y., Zhu, Y., & Hu, Y. (2016). Does ownership type matter for corporate social responsibility disclosure: Evidence from China

The evidence of the effect of ownership structure on corporate social responsibility (CSR) is relatively sparse especially in the emerging economies. This paper seeks to address this situation to comprehensively examine the link between different typ... Read More about Does ownership type matter for corporate social responsibility disclosure: Evidence from China.

Hedging effectiveness in the index futures market (2010)
Book Chapter
Copeland, L., & Zhu, Y. (2010). Hedging effectiveness in the index futures market. In G. N. Gregoriou, & R. Pascalau (Eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, 97-117. Palgrave-MacMillan

This paper addresses the question of how far hedging effectiveness can be improved by the use of more sophisticated models of the relationship between futures and spot prices. Working with daily data from six major index futures markets, we show that... Read More about Hedging effectiveness in the index futures market.

Credit risk premium in a disaster-prone world (2008)
Presentation / Conference
Copeland, L., & Zhu, Y. (2008, November). Credit risk premium in a disaster-prone world. Paper presented at European Monetary Forum in Leuven

The seminal Barro (2006) closed-economy model of the equity risk premium in the presence of extreme events("disasters") allowed for leverage in the form of risky corporate debt which defaulted only in states when the Government defaulted on its debt.... Read More about Credit risk premium in a disaster-prone world.

Rare disasters and the equity risk premium in a two-country world (2008)
Presentation / Conference
Copeland, L., & Zhu, Y. (2008, July). Rare disasters and the equity risk premium in a two-country world. Paper presented at 5th Conference of the Portuguese Finance Network in Coimbra

We extend the Barro (2006) closed-economy model of the equity risk premium in the presence of extreme events ("disasters") to a two-country world. In this more general setting, both the output risk of rare disasters and the associated risk of a defau... Read More about Rare disasters and the equity risk premium in a two-country world.