Zaichao Du

593 total citations
22 papers, 390 citations indexed

About

Zaichao Du is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Zaichao Du has authored 22 papers receiving a total of 390 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Economics and Econometrics, 10 papers in Finance and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Zaichao Du's work include Monetary Policy and Economic Impact (8 papers), Financial Risk and Volatility Modeling (7 papers) and Market Dynamics and Volatility (4 papers). Zaichao Du is often cited by papers focused on Monetary Policy and Economic Impact (8 papers), Financial Risk and Volatility Modeling (7 papers) and Market Dynamics and Volatility (4 papers). Zaichao Du collaborates with scholars based in China, United States and Hong Kong. Zaichao Du's co-authors include Juan Carlos Escanciano, Hua Yin, Lin Zhang, Meiling Ying, Qinying He, Guochang Zhao, David Zweig, Guangwei Zhu, Chêng Hsiao and Tao Yang and has published in prestigious journals such as Management Science, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Zaichao Du

21 papers receiving 380 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Zaichao Du China	8	284	178	75	72	50	22	390
Klaus Abberger Germany	11	376 1.3×	118 0.7×	166 2.2×	40 0.6×	46 0.9×	61	500
Ryan Greenaway‐McGrevy New Zealand	10	296 1.0×	106 0.6×	91 1.2×	26 0.4×	20 0.4×	40	370
Alfonso Novales Spain	12	331 1.2×	186 1.0×	165 2.2×	45 0.6×	23 0.5×	71	427
Lorenzo Pozzi Belgium	10	266 0.9×	135 0.8×	140 1.9×	65 0.9×	15 0.3×	27	398
Hans J. Blommestein Netherlands	12	242 0.9×	217 1.2×	100 1.3×	91 1.3×	27 0.5×	88	480
Davide Dottori Italy	9	353 1.2×	151 0.8×	132 1.8×	42 0.6×	14 0.3×	21	460
Peter Rappoport United States	7	379 1.3×	116 0.7×	252 3.4×	40 0.6×	19 0.4×	13	519
Kevin L. Kliesen United States	12	517 1.8×	261 1.5×	366 4.9×	48 0.7×	33 0.7×	92	727
Edward S. Knotek United States	12	413 1.5×	91 0.5×	252 3.4×	36 0.5×	30 0.6×	46	519
Fabiana Rocha Brazil	12	298 1.0×	83 0.5×	150 2.0×	47 0.7×	48 1.0×	58	458

Countries citing papers authored by Zaichao Du

Since Specialization

Citations

This map shows the geographic impact of Zaichao Du's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Zaichao Du with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Zaichao Du more than expected).

Fields of papers citing papers by Zaichao Du

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Zaichao Du. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Zaichao Du. The network helps show where Zaichao Du may publish in the future.

Co-authorship network of co-authors of Zaichao Du

This figure shows the co-authorship network connecting the top 25 collaborators of Zaichao Du. A scholar is included among the top collaborators of Zaichao Du based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Zaichao Du. Zaichao Du is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Du, Zaichao, et al.. (2023). Powerful Backtests for Historical Simulation Expected Shortfall Models. Journal of Business and Economic Statistics. 42(3). 864–874. 2 indexed citations

Du, Zaichao, et al.. (2022). Modeling and Backtesting Systemic Risk Measures: The Case of Coes. SSRN Electronic Journal.

Du, Zaichao, et al.. (2021). Time-frequency analysis of dynamic financial connectedness: A new approach with Bayesian time-varying vector autoregressions. SSRN Electronic Journal. 1 indexed citations

Du, Zaichao, Hua Yin, & Lin Zhang. (2021). Foreign buyer taxes and house prices in Canada: A tale of two cities. Journal of Housing Economics. 55. 101807–101807. 8 indexed citations

Du, Zaichao, et al.. (2021). Do Overseas Returnees Excel in the Chinese Labour Market?. The China Quarterly. 247. 875–897. 9 indexed citations

Du, Zaichao, et al.. (2020). The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis. Review of Development Economics. 25(1). 430–448. 4 indexed citations

Yin, Hua, Zaichao Du, & Lin Zhang. (2017). Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau. Economic Modelling. 70. 147–158. 9 indexed citations

Zhu, Guangwei, Zaichao Du, & Juan Carlos Escanciano. (2017). Automatic Portmanteau Tests with Applications to Market Risk Management. The Stata Journal Promoting communications on statistics and Stata. 17(4). 901–915. 3 indexed citations

Du, Zaichao & Juan Carlos Escanciano. (2016). Backtesting Expected Shortfall: Accounting for Tail Risk. Management Science. 63(4). 940–958. 115 indexed citations

10.

Du, Zaichao & Juan Carlos Escanciano. (2015). Backtesting Expected Shortfall: Accounting for Tail Risk. SSRN Electronic Journal. 23 indexed citations

11.

Du, Zaichao, et al.. (2014). The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis. World Economy. 38(5). 878–892. 6 indexed citations

12.

Du, Zaichao, et al.. (2014). Decomposing the rich dad effect on income inequality using instrumental variable quantile regression. China Economic Review. 31. 379–391. 7 indexed citations

13.

Du, Zaichao & Juan Carlos Escanciano. (2014). A Nonparametric Distribution-Free Test for Serial Independence of Errors. Econometric Reviews. 34(6-10). 1011–1034. 3 indexed citations

14.

Zhu, Guangwei, Zaichao Du, & Lin Zhang. (2014). Guanxi,Stock Market Participation and Stock Return. 87–101. 6 indexed citations

15.

Du, Zaichao, Jiannan Guo, & Lin Zhang. (2013). Guanxi and Income Inequality. 1 indexed citations

16.

Du, Zaichao. (2013). Testing for serial independence of panel errors. Computational Statistics & Data Analysis. 76. 248–261. 2 indexed citations

17.

Du, Zaichao, et al.. (2013). The macroeconomic effects of the 35-h workweek regulation in France. The B E Journal of Macroeconomics. 13(1). 8 indexed citations

18.

Ying, Meiling & Zaichao Du. (2012). The effects of medical insurance on durables consumption in rural China. China Agricultural Economic Review. 4(2). 176–187. 11 indexed citations

19.

Du, Zaichao. (2011). Intraday probability of informed trading. Economics bulletin. 31(4). 3103–3112. 1 indexed citations

20.

Du, Zaichao. (2009). Nonparametric Bootstrap Tests for Independence of Generalized Errors. SSRN Electronic Journal. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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