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Da, Zhi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
11,273 |
Total
Citations
178 |
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1.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Engelberg, Joseph
University of California, San Diego (UCSD) - Rady School of Management Gao, Pengjie
University of Notre Dame - Mendoza College of Business
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22 Mar 09
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Last Revised:
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26 Oct 12
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1,789
(3,444)
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52
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attention, internet search, individual investor, IPO, price momentum
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2.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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18 Apr 08
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Last Revised:
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24 Mar 12
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1,521
(4,618)
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19
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Expected return, discount rate news, cash flow news, predictability, analyst forecast
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3.
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Decomposing Short-Term Return Reversal
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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Posted:
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12 Feb 10
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Last Revised:
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13 Sep 11
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1,121
(7,783)
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1
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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205
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1
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return reversal, liquidity
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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12 Feb 10
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Last Revised:
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30 Aug 11
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916
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return reversal, liquidity, cash flows, discount rate
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4.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Priestley, Richard
Norwegian Business School
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12 Oct 08
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Last Revised:
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16 Mar 11
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629
(18,874)
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18
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Dividend-price ratio, earning-price ratio, dividend growth, earnings growth, predictability, dividend smoothing
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5.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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| Posted: |
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19 Mar 08
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Last Revised:
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17 Mar 09
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620
(19,261)
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1
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Analyst Forecasts, Limited Attention, Return Predictability
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6.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Engelberg, Joseph
University of California, San Diego (UCSD) - Rady School of Management Gao, Pengjie
University of Notre Dame - Mendoza College of Business
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| Posted: |
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13 Dec 09
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Last Revised:
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07 Mar 13
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523
(24,381)
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4
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Investor Sentiment, Volatility, Fund Flow, Survey
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7.
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Frog in the Pan: Continuous Information and Momentum
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Versions (2)
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gurun, Umit G.
University of Texas at Dallas - Naveen Jindal School of Management Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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Posted:
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24 Jan 11
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Last Revised:
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02 Oct 12
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502
(25,680)
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3
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gurun, Umit G.
University of Texas at Dallas - Naveen Jindal School of Management Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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| Posted: |
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06 Mar 11
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Last Revised:
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02 Oct 12
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378
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3
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Momentum, Information Discreteness, Idiosyncratic Volatility
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gurun, Umit G.
University of Texas at Dallas - Naveen Jindal School of Management Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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| Posted: |
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24 Jan 11
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Last Revised:
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08 May 11
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124
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3
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momentum, limited attention, information discreteness
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8.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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499
(25,830)
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1
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Analyst target prices, liquidity
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9.
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CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Da, Zhi
University of Notre Dame - Mendoza College of Business Guo, Re
University of Illinois at Chicago - Department of Finance Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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Posted:
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20 Apr 09
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Last Revised:
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08 Sep 10
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498
(25,956)
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10
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Da, Zhi
University of Notre Dame - Mendoza College of Business Guo, Re
University of Illinois at Chicago - Department of Finance Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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417
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10
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Cost of Capital, CAPM, Capital Asset Pricing Model, Capital Budgeting
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Da, Zhi
University of Notre Dame - Mendoza College of Business Guo, Re
University of Illinois at Chicago - Department of Finance Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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81
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10
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10.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gao, Pengjie
University of Notre Dame - Mendoza College of Business
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477
(27,405)
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19
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Clientele, Liquidity, Default Risk, Stock Return
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11.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Engelberg, Joseph
University of California, San Diego (UCSD) - Rady School of Management Gao, Pengjie
University of Notre Dame - Mendoza College of Business
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| Posted: |
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22 Apr 10
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Last Revised:
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16 Mar 11
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470
(27,936)
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Search Volume, Earnings Surprises, Revenue Surprises
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12.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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| Posted: |
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15 Mar 12
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Last Revised:
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06 Dec 12
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397
(34,873)
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1
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Short run reversal, liquidity, sentiment, fundamental news
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13.
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Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gao, Pengjie
University of Notre Dame - Mendoza College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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Posted:
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15 Nov 07
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Last Revised:
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28 Jan 09
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364
(38,642)
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13
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gao, Pengjie
University of Notre Dame - Mendoza College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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53
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13
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gao, Pengjie
University of Notre Dame - Mendoza College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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| Posted: |
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15 Nov 07
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Last Revised:
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19 Dec 08
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311
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13
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Informed Trading, Liquidity, Mutual Fund
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14.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Shive, Sophie
University of Notre Dame - Department of Finance
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| Posted: |
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08 Oct 12
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Last Revised:
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07 Apr 13
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345
(41,302)
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exchange-traded funds, correlation
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15.
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Electricity Consumption and Asset Prices
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Da, Zhi
University of Notre Dame - Mendoza College of Business Yun, Hayong
University of Notre Dame
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Posted:
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15 May 10
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Last Revised:
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15 Mar 11
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290
(50,663)
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2
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Da, Zhi
University of Notre Dame - Mendoza College of Business Yun, Hayong
University of Notre Dame
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95
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2
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Consumption-based Capital Asset Pricing Model (CCAPM), electricity consumption, return predictability
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Da, Zhi
University of Notre Dame - Mendoza College of Business Yun, Hayong
University of Notre Dame
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| Posted: |
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15 May 10
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Last Revised:
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27 Sep 10
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195
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2
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Consumption-based Capital Asset Pricing Model (CCAPM), electricity consumption, return predictability.
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16.
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Da, Zhi
University of Notre Dame - Mendoza College of Business
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259
(57,524)
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21
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cash flow, consumption risk, stock returns, duration
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17.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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| Posted: |
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03 Feb 09
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Last Revised:
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25 Sep 09
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182
(82,782)
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4
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Analyst Forecasts, Return Predictability
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18.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York Chen, Leon
Minnesota State University, Mankato
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166
(90,215)
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Asset allocation, Black-Litterman model, Target price
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19.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Larrain, Borja
Universidad Catolica de Chile
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| Posted: |
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01 Oct 09
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Last Revised:
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18 Mar 10
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137
(106,942)
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1
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aggregate investment, variance decomposition, q-theory, earnings shocks, cash flow news, discount rate news.
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20.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance Yun, Hayong
University of Notre Dame
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| Posted: |
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14 Mar 12
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Last Revised:
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03 Jul 12
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129
(112,446)
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fiscal policy, consumption smoothing, local investment bias, stock returns
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21.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gao, Pengjie
University of Notre Dame - Mendoza College of Business
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| Posted: |
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08 Oct 08
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Last Revised:
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17 Mar 09
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100
(136,499)
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5
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liquidity shock, bond return reversal, clientele change
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22.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Hong, Keejae P.
University of North Carolina at Charlotte Lee, Sangwoo
Loyola University Maryland
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84
(153,177)
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Target Price, Analsyts Forecasts, P/E, discount rate
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23.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Larrain, Borja
Universidad Catolica de Chile
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73
(166,869)
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aggregate investment, variance decomposition, q-theory, earnings shocks, cash flow news, discount rate news
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24.
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Building Castles in the Air: Evidence from Industry IPO Waves
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Da, Zhi
University of Notre Dame - Mendoza College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management Shen, Jianfeng
The University of New South Wales - School of Banking and Finance, Australian School of Business
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Posted:
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14 Nov 12
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Last Revised:
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26 Jan 13
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70
(170,968)
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Da, Zhi
University of Notre Dame - Mendoza College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management Shen, Jianfeng
The University of New South Wales - School of Banking and Finance, Australian School of Business
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4
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Da, Zhi
University of Notre Dame - Mendoza College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management Shen, Jianfeng
The University of New South Wales - School of Banking and Finance, Australian School of Business
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| Posted: |
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14 Nov 12
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Last Revised:
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26 Jan 13
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66
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firm life cycle, industry IPO wave, gross margin, growth equilibrium
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25.
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Gao, Pengjie
University of Notre Dame - Mendoza College of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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28
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3
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