Zhao, Yanhui

At UW-Whitewater

Affiliation
University - Faculty/Staff
Department
Finance & Business Law
Position
ASSISTANT PROFESSOR
Office Phone
(262) 472-1299
Office Location
HH 3411

I received a Ph.D. in Finance at University of Connecticut and a M.S. in Quantitative Finance from the at the Rutgers University. My research agenda focuses on two streams: eliciting information about underlying assets from the equity options markets, and improving our understanding of the term structure of the cost of equity.



Yanhui Zhao, Ph.D., is an assistant professor of finance at the University of Wisconsin – Whitewater. She earned a Ph.D. in Finance from the University of Connecticut and a master degree in Quantitative Finance from Rutgers University in 2012. Her research focuses on two streams: eliciting information about underlying assets from the equity options markets, and improving our understanding of the term structure of the cost of equity.

CoBE Research Award 2021
April 2021
UW-Whitewater College of Business and Economics
Best Paper Award
October 2020
Financial Management Association

Ph.D.
Finance
University of Connecticut
2018
Master
Quantitative Finance
Rutgers University
2012

American Finance Association
September 2014 - Current
Financial Management Association
September 2014 - Current

Risk Neutral Skewness Predicts Price Rebounds and so can Improve Momentum Performance
Critical Financial Review
Short-Term and Long-Term Discount Rates for Real Estate Investment Trusts
The Journal of Real Estate Finance and Economics
Term Structure of Discount Rates for Firms in the Insurance Industry
Insurance: Mathematics and Economics
Vol. 95 Pg. 147-158
Belief Heterogeneity in the Option Markets and The Cross-Section of Stock Returns
Journal of Banking and Finance
Vol. 107

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