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    Zhenzhen Fan

    Zhenzhen Fan

    Assistant Professor of Finance

    Gordon S. Lang School of Business and Economics, Department of Economics & Finance

    Personal website

    Research Areas

    • Economics/Finance

    About

    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.

    Publications

    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

    Funding

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

    Current Courses

    FIN 3100 Corporate Finance
    FIN 3000 Investments

    Research Interests

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