Dr.Samuel Y.M.Zeto司徒祐民 博士WLB 811, 34 Renfrew Road, Kowloon Tong, H.K. symzeto@hkbu.edu.hk
(852) 3411 8091
Position:
Senior Lecturer,Department of Finance and Decision Sciences
Associate Director, MSc in Applied Accounting and Finance



Academic & Professional Qualifications
BSoSc HKU, MBA HKU, PhD CUHK, FCCA, APFP

Research Interests
Investments and Asset Pricing, Fixed Income Securities and Derivatives, Risk Management, Accounting Information and Security Pricing, Financial Statement Analysis, Financial Planning

Publications
Zeto, Y. (in press). Fundamental Index Aligned and Excess Market Return Predictability, Journal of Forecasting. Journal of Forecasting.
Zeto, Y. (2018). Option implied beta and option return. Applied Economics, 50(2), 128-142.
Zeto, S. (2016). Correlated Implied Volatility with Jump and Cross Section of Stock Returns. Accounting & Finance, 56(4), 1187-1214.
Zeto, Y. (2016). Asset Liquidity and Stock Returns. Advances in Accounting Incorporating Advances in International Accounting, 35, 177-196.
Zeto, S. (2015). Cross-Section Stock Return and Implied Covariance between Jump and Diffusive Volatility. Journal of Forecasting, 34(5), 379-390.
Ze-To, S. (2012). Estimating Value-at-Risk under a Heath-Jarrow-Morton Framework with Jump. Applied Economics, 44(21), 2729-2741.
Ze-To, Samuel Y. M. (2012). Earnings Management and Accrual Anomaly Across Market States and Business Cycles. Advances in Accounting Incorporating Advances in International Accounting, 28(2), 344-352.
Zeto, S. (2012). Expected Stock Returns and Option-Implied Rate of Return. Journal of Mathematical Finance, 2(4), 169-279.
Zeto, S. (2012). Crisis, Value-at-Risk and Conditional Extreme Value Theory via The NIG+Jump Model. Journal of Mathematical Finance, 2(3), 225-237.
Zeto, S. (2010). Crises, Value at Risk, and Conditional Extreme Value Theory via GARCH-Jump Model. Review of Futures Markets, 18(4), 321-347.
Zeto, S. (2008). Value at Risk and Conditional Extreme Value Theory Via Markov Regime Switching Models. Journal of Futures Markets, 28(2), 155.
Zeto, S. (2002). Pricing and Hedging Fixed Income Derivatives by Arbitrage-free Two-factor Health-Jarrow-Morton Model. Journal of Futures Markets, 22(9), 839.