Working Papers

”#” marks supervised postgraduate students


Predoctoral publications

  • James Chu, Liping Lu and Zhentao Shi (2009): “Pitfalls in Market Timing Test,” Economic Letters, 103(3), 123–126

  • Zhentao Shi, Yuefei Zhang, and Yaogguang Chen (2006): [in Chinese] “A Comparative Research on the Efficiency of China Mainland and Hong Kong Stock Markets,” Journal of Financial Research (金融研究), 6, 33-40

  • Zhentao Shi and Liuyong Yang (2004): [in Chinese] “An Analysis of Long-run Gold Price Determinants,” Journal of Statistical Research (统计研究), 6 (2), 21-24

book chapter

  • #Ka Yan Cheng, Naijing Huang and Zhentao Shi (2021): “Survay-Based Forecasting: To Average or Not To Average,” in Vladik Kreinovich, Songsak Sriboonchitta, Woraphon Yamaka (eds.), Studies in Computational Intelligence: Behavioral Predictive Modeling in Economics, vol. 897, pp 87-104, Springer-Verlag