Zhenzhen Fan | Gordon S. Lang School of Business and Economics

Zhenzhen Fan

Assistant Professor of Finance
Department of Economics and Finance
Phone number: 
ext. 52288
MacKinnon (MCKN), Room 736

Dr. Zhenzhen Fan obtained her PhD from the University of Amsterdam (the Netherlands). Prior to her position at the Lang School of Business, she worked as an Assistant Professor at the University of Manitoba (Winnipeg, Canada). Zhenzhen's research interests include empirical and theoretical asset pricing, financial derivatives, international finance, texual analysis, etc. Her work has been published in leading finance journals such as the Journal of Financial Economics, Journal of Quantiative and Financial Analysis, etc.

Equity Tail Risk and Currency Risk Premium​, with J. M. Londono and X. Xiao, Journal of Financial Economics 143, no. 1 (2022): 484-503
Moment Risk Premia and Stock Return Predictability, with X. Xiao, H. Zhou, Journal of Financial and Quantitative Analysis 57, no. 1 (2022): 67-93
Currency carry trade: The decline in performance after the 2008 Global Financial Crisis, with Alexander Paseka, Zhen Qi, and Qi Zhang, Journal of International Financial markets, Institutions and Money 76 (2022): 101460

2023-current SSHRC Insight Development Grant
2018-2020 Canadian Derivatives Institute

FIN 3100 Corporate Finance
FIN 3000 Investments

Theoretical and empirical asset pricing, financial derivatives, exchange rates, textual analysis in finance. 

Area of Research