.
Zhang, Frank's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
14,983
Total
Citations
408
1.
Zhang, Frank Yale School of Management
Posted:
14 Oct 10
Last Revised:
27 Dec 10
3,571
(1,017)
12
High-frequency trading, trading volume, volatility, return, price discovery
2.
Accruals, Investment, and the Accrual Anomaly
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Zhang, Frank Yale School of Management
Posted:
27 Jan 06
Last Revised:
04 Nov 07
1,347
(5,643)
32
Zhang, Frank Yale School of Management
Posted:
05 Feb 07
Last Revised:
04 Nov 07
0
Accruals, investment, persistence, accrual anomaly, earnings management
Zhang, Frank Yale School of Management
1,347
32
Accruals, investment, persistence, accrual anomaly, earnings management
3.
Bushman, Robert M. University of North Carolina at Chapel Hill - Kenan-Flagler Business School
Smith, Abbie J. University of Chicago - Booth School of Business
Zhang, Frank Yale School of Management
Posted:
11 Nov 05
Last Revised:
02 Sep 12
1,320
(5,826)
13
Accruals, Cash flows, growth, investment-cash flow sensitivity
4.
Information Uncertainty and Analyst Forecast Behavior
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Zhang, Frank Yale School of Management
Posted:
19 Jul 05
Last Revised:
21 Feb 06
1,145
(7,377)
31
Zhang, Frank Yale School of Management
0
analyst forecasts error, forecast revision, information uncertainty, underreaction
Zhang, Frank Yale School of Management
1,145
31
Analyst forecasts error, forecast revision, information uncertainty, underreaction
5.
Information Uncertainty and Stock Returns
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Zhang, Frank Yale School of Management
Posted:
26 Apr 04
Last Revised:
26 Jan 06
1,013
(9,110)
226
Zhang, Frank Yale School of Management
0
Zhang, Frank Yale School of Management
1,013
226
Information uncertainty, analyst forecast revision, momentum, expected returns
6.
Green, Jeremiah Pennsylvania State University
Hand, John R. M. University of North Carolina (UNC) at Chapel Hill - Accounting Area
Zhang, Frank Yale School of Management
Posted:
18 May 12
Last Revised:
17 Jan 13
892
(11,097)
1
Return predictive signals, supraview, efficient markets
7.
Tax Expense Momentum
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
Posted:
12 Dec 07
Last Revised:
13 Dec 10
645
(17,989)
1
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
157
1
tax expense, momentum, stock returns
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
Posted:
12 Dec 07
Last Revised:
14 Oct 10
488
1
tax expense, stock return, anomaly, momentum
8.
Understanding the Accrual Anomaly
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
Posted:
24 Oct 07
Last Revised:
16 Sep 09
640
(18,189)
27
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
31
27
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
Posted:
25 Mar 08
Last Revised:
16 Sep 09
609
27
The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns
9.
Overreaction to Intra-Industry Information Transfers?
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
Posted:
07 Dec 06
Last Revised:
04 Feb 08
596
(20,143)
22
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
0
information transfer, earnings, returns, overreaction
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
Posted:
07 Dec 06
Last Revised:
12 Nov 07
596
22
Intra-industry information transfer, market efficiency, stock returns, earnings surprises
10.
Goodman, Theodore H. Purdue University - Department of Accounting
Neamtiu, Monica University of Arizona - Eller College of Management
Zhang, Frank Yale School of Management
Posted:
21 Dec 11
Last Revised:
03 Jan 13
570
(21,425)
Fundamental analysis, return, volatility, accounting signals
11.
Ahmed, Anwer S. Texas A&M University - Mays Business School
Zhang, Frank Yale School of Management
Nainar, Khalid McMaster University - Michael G. DeGroote School of Business
521
(24,169)
1
market efficiency, analyst forecast efficiency, accruals, cash flows
12.
Wong, M.H. Franco INSEAD
Zhang, Frank Yale School of Management
Posted:
30 Sep 05
Last Revised:
10 Dec 09
442
(29,989)
1
Managerial optimism, analyst forecast, rationality
13.
Ertimur, Yonca University of Colorado at Boulder - Department of Accounting
Zhang, Frank Yale School of Management
Muslu, Volkan Bauer College of Business University of Houston
Posted:
18 Jun 07
Last Revised:
09 Sep 10
402
(33,871)
7
Analysts, Conflicts of Interest, Selection Bias, Coverage Initiations
14.
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
Posted:
30 Aug 09
Last Revised:
27 Jun 12
341
(41,447)
5
Valuation, stock returns, tax expense
15.
Erickson, Merle University of Chicago - Booth School of Business
Wang, Shiing-wu University of Southern California - Leventhal School of Accounting
Zhang, Frank Yale School of Management
Posted:
21 Nov 07
Last Revised:
24 Feb 11
312
(46,066)
Merger, acquisition, cost of capital, uncertainty, return
16.
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
306
(47,071)
27
The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns
17.
Orphans Deserve Attention: Financial Reporting in the Missing Months When Corporations Change Fiscal Year
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Du, Kai Pennsylvania State University
Zhang, Frank Yale School of Management
Posted:
31 May 10
Last Revised:
04 Dec 12
294
(49,347)
1
Du, Kai Pennsylvania State University
Zhang, Frank Yale School of Management
51
1
Earnings management, incentives, consequences, fiscal year end
Du, Kai Pennsylvania State University
Zhang, Frank Yale School of Management
Posted:
31 May 10
Last Revised:
06 Sep 11
243
1
Financial reporting, earnings management, accruals, return, fiscal year-end
18.
Jung, Michael J. New York University - Leonard N. Stern School of Business
Wong, M.H. Franco INSEAD
Zhang, Frank Yale School of Management
246
(60,262)
analyst interest, market visibility, investor recognition, cost of capital, stock return
19.
Chen, Shuping University of Texas at Austin - Red McCombs School of Business
Thomas, Jacob K. Yale School of Management
Zhang, Frank Yale School of Management
Posted:
27 Jul 11
Last Revised:
18 Feb 13
176
(84,610)
1
mergers and acquisitions, earnings management, cash flow management
20.
Erickson, Merle University of Chicago - Booth School of Business
Wang, Shiing-wu University of Southern California - Leventhal School of Accounting
Zhang, Frank Yale School of Management
152
(96,791)
information uncertainty, return, merger, acquisition, cost of capital
21.
Green, Jeremiah Pennsylvania State University
Hand, John R. M. University of North Carolina (UNC) at Chapel Hill - Accounting Area
Zhang, Frank Yale School of Management
Posted:
09 May 13
Last Revised:
16 May 13
52
(198,748)
anomalies, market efficiency, return prediction