Photo for Yezhou Sha

Prof. Yezhou Sha

Personal Website: https://sites.google.com/view/yezhou-sha/

Contact

Faculty of Science - Mathematics & Statistical Sciences

Email
yezhou2@ualberta.ca

Overview

Area of Study / Keywords

Machine Learning Financial Econometrics Mutual Fund Insider Trading


About

Yezhou Sha is a professor of Finance of Capital University of Economics and Business (CUEB), China. His research covers empirical asset pricing, including market efficiency and household portfolio analysis. Since 2018 he has published over 30 papers in Journal of Economic, Behaviour and Organization, Jounral of Banking and Finance, Journal of International Financial Markets, Institutions and Money, International Journal of Finance and Economics, and other peer-reviewed journals. He serves as Subject Editor of Emerging Markets and Finance Trade (2020-present), Associate Editor of Economic Analysis and Policy (2024-present), and as a reviewer of over 40 other recognised journals. 


Research

For more information, please find at https://sites.google.com/view/yezhou-sha/

Featured Publications

Yezhou Sha, Boyang Li

Finance Research Letters. 2026 October; 10.1016/j.frl.2026.110447


Shuai Chen, Lingyi Li, Yezhou Sha

Finance Research Letters. 2026 January; 10.1016/j.frl.2025.109121


Yezhou Sha, Canrui Zhao, Zixuan Yang

Emerging Markets Finance and Trade. 2025 November; 10.1080/1540496X.2025.2515253


Yezhou Sha, Xi Wu

Finance Research Letters. 2025 November; 10.1016/j.frl.2025.107805


Yezhou Sha, Xi Wu

International Review of Economics & Finance. 2024 September; 10.1016/j.iref.2024.103466


Yezhou Sha, Zilong Wang, Zhichao Yin

Journal of Economic Behavior & Organization. 2024 August; 10.1016/j.jebo.2024.06.012


Shunyu Su, Yezhou Sha

Emerging Markets Finance and Trade. 2024 April; 10.1080/1540496X.2023.2266111


Yezhou Sha, Ziwen Bu, Zilong Wang

International Journal of Finance & Economics. 2023 October; 10.1002/ijfe.2608


Yezhou Sha, Yong Zhang, Xiaomeng Lu

Finance Research Letters. 2022 June; 10.1016/j.frl.2022.102820


Yezhou Sha, Lu Qiao, Suyang Li, Ziwen Bu

Journal of International Financial Markets, Institutions and Money. 2021 November; 10.1016/j.intfin.2021.101443


Yezhou Sha, Zixuan Zhang, Lanlan Liu

Emerging Markets Finance and Trade. 2020 September; 10.1080/1540496X.2020.1813469


Economic Modelling. 2020 January; 10.1016/j.econmod.2019.10.004


Economic Modelling. 2019 January; 10.1016/j.econmod.2019.09.016


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