Zhenzhen Fan, University of Guelph

Research

subjective belief crash risk option order imbalance optimist/pessimist probability distribution function macro announcement extrapolation expected return

Latest funding

Market Crash Risk: Fact or Artifact?
SSHRC · 2023 · Principal investigator
$47,500

All 1 grants and awards

Market Crash Risk: Fact or Artifact?

Principal investigatorSSHRC2023Insight Development Grant

Principal investigators: Fan, Zhenzhen

Keywords: subjective belief; crash risk; option order imbalance; optimist/pessimist; probability distribution function; macro announcement; extrapolation; expected return; subjective risk premium; investor sentiment

$47,500

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their SSHRC grant from 2023

Subject: Prospective PhD student: subjective belief Dear Professor Fan, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on subjective belief connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Market Crash Risk: Fact or Artifact?" (2023), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]