Xinlei Shelly Zhao

Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division

400 7th Street SW

Washington, DC 20219

United States

  • Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division

SCHOLARLY PAPERS

25

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15,543

SSRN CITATIONS
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Top 6,839

in Total Papers Citations

200

CROSSREF CITATIONS

37

Scholarly Papers (25)

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1.

On the Relation between the Market-to-Book Ratio, Growth Opportunity, and Leverage Ratio

AFA 2005 Philadelphia Meetings
Number of pages: 19 Posted: 05 Mar 2004
Long Chen, Long Chen and Xinlei Shelly Zhao
Cheung Kong Graduate School of BusinessLuohan Academy and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 3,764 (5,159)
Citation 7

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Capital structure, target leverage ratio, pecking order theory, market timing hypothesis, market-to-book ratio, growth opportunity

2.

Profitability, Mean Reversion of Leverage Ratios, and Capital Structure Choices

Number of pages: 47 Posted: 15 Oct 2004
Long Chen, Long Chen and Xinlei Shelly Zhao
Cheung Kong Graduate School of BusinessLuohan Academy and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 2,891 (7,882)
Citation 22

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Capital structure, tradeoff theory, pecking order theory, profitability

3.

What Drives Stock Price Movement?

Number of pages: 53 Posted: 18 Apr 2008 Last Revised: 24 Aug 2022
Long Chen, Long Chen, Zhi Da and Xinlei Shelly Zhao
Cheung Kong Graduate School of BusinessLuohan Academy, University of Notre Dame - Mendoza College of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 1,899 (15,331)
Citation 75

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Expected return, discount rate news, cash flow news, predictability, analyst forecast

4.

Return Decomposition

AFA 2007 Chicago Meetings Paper
Number of pages: 45 Posted: 10 Sep 2005 Last Revised: 25 Aug 2022
Long Chen, Long Chen and Xinlei Shelly Zhao
Cheung Kong Graduate School of BusinessLuohan Academy and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 1,244 (29,148)
Citation 46

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Return decomposition, discount rate news, cash flow news, value stock, growth stock

5.

Myopic Extrapolation, Price Momentum, and Price Reversal

Number of pages: 50 Posted: 04 Jul 2009 Last Revised: 24 Aug 2022
Long Chen, Long Chen, Claudia E. Moise and Xinlei Shelly Zhao
Cheung Kong Graduate School of BusinessLuohan Academy, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 828 (51,746)
Citation 2

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Momentum, reversal, analyst forecast, earnings, expected return, realized return

6.

Propensity Score Matching and Abnormal Performance after Seasoned Equity Offerings

AFA 2004 San Diego Meetings, Forthcoming
Number of pages: 43 Posted: 26 Nov 2003
Xianghong Li and Xinlei Shelly Zhao
York University - Department of Economics and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 790 (55,085)
Citation 9

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Seasoned equity offering, long-run performance, propensity score matching

7.

Corporate Boards and the Leverage and Debt Maturity Choices

Number of pages: 36 Posted: 16 Mar 2006
Jarrad Harford, Kai Li and Xinlei Shelly Zhao
University of Washington, University of British Columbia (UBC) - Sauder School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 722 (62,156)
Citation 17

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leverage, debt maturity, board effectiveness, incentive alignment, director power, governance

8.

Do Voting Rights Affect Institutional Investment Decisions? Evidence from Dual-Class Firms

Number of pages: 58 Posted: 08 Dec 2006 Last Revised: 01 Nov 2023
Kai Li, Hernan Ortiz-Molina and Xinlei Shelly Zhao
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 565 (84,754)
Citation 12

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corporate governance, dual-class firms, institutional investors, ownership structure, unification, voting rights

9.

Halloween or January? Yet Another Puzzle

IIIS Discussion Paper Series
Number of pages: 23 Posted: 07 Mar 2006
Brian M. Lucey and Xinlei Shelly Zhao
Trinity Business School, Trinity College Dublin and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 492 (100,531)
Citation 4

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January Effect, Halloween Effect, USA, Market Efficiency, Seasonality

10.

Risks of Long-Term Auto Loans

Downloads 402 (127,504)
Citation 2

Risks of Long-Term Auto Loans

Journal of Credit Risk
Number of pages: 43 Posted: 03 Dec 2018 Last Revised: 24 Aug 2022
Zhengfeng Guo, Yan Zhang and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 401 (126,707)
Citation 1

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auto loans; loan terms; long-term auto loans; loan pricing

Risks of Long-Term Auto Loans

Journal of Credit Risk, Vol. 18, No. 4, 2022
Number of pages: 28 Posted: 01 Dec 2022
Zhengfeng Guo, Yan Zhang and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 1 (1,094,830)
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Keywords, auto loans, loan terms, long-term auto loans, credit constrained, yield curve

11.

Asymmetric Information and Dividend Policy

Number of pages: 35 Posted: 09 Feb 2007
Kai Li and Xinlei Shelly Zhao
University of British Columbia (UBC) - Sauder School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 395 (130,089)
Citation 11

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asymmetric information, dividend initiation, dividend increase, dividend payout, repurchase, information environment

12.

Bank Exposure to Interest Rate Risks During Financial Liberalization: Evidence from South Korea

Asia-Pacific Financial Markets, Forthcoming
Number of pages: 35 Posted: 25 Aug 2006
Raj Aggarwal, Raj Aggarwal and Xinlei Shelly Zhao
Kent State University Foundation and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 269 (195,947)

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Banking, Financial Liberalization, Interest Rate Risk, Korea

13.

Modeling Loss Given Default

FDIC Center for Financial Research Paper No. 2018-03
Number of pages: 51 Posted: 09 Aug 2018 Last Revised: 24 Aug 2022
Phillip Li, Xiaofei Zhang and Xinlei Shelly Zhao
Federal Deposit Insurance Corporation, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 235 (223,882)

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loss given default, bi-modal distribution, simulation, predicted distribution, stress testing

14.

Unobservable Systematic Risk Factor and Default Prediction

Journal of Banking and Finance, Forthcoming
Posted: 26 Mar 2010 Last Revised: 31 Aug 2022
Min Qi, Zhang Xiaofei and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), affiliation not provided to SSRN and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 177 (290,110)
Citation 5

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Observable systematic risk factors, unobservable systematic risk factor, default prediction, rank order, predictive accuracy

15.

Dynamic Debt Structure, Market Value of Firm, and Recovery Rate

Number of pages: 54 Posted: 08 Mar 2010 Last Revised: 23 Aug 2022
Min Qi and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 176 (291,519)
Citation 2

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recovery rate, loss given default (LGD), industry conditions, economic conditions, expected loss, credit risk, debt structure

16.

Predicting Mortgage Early Delinquency with Machine Learning Methods

European Journal of Operational Research, Forthcoming
Number of pages: 34 Posted: 24 Nov 2021
Xinlei Shelly Zhao, Zhengfeng Guo and Shunqin Chen
Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and affiliation not provided to SSRN
Downloads 164 (309,723)
Citation 3

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Credit scoring model; Mortgage early delinquency; Machine learning; Gradient boosting; Random forest; Neural network, Ensemble

17.

Role Models in Finance: Lessons from Life Cycle Productivity of Prolific Scholars

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 37 Posted: 25 Aug 2006
Raj Aggarwal, Raj Aggarwal, David Schirm and Xinlei Shelly Zhao
Kent State University Foundation, John Carroll University - Boler School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 162 (312,926)

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Scholarly Publishing, Finance Careers, Role Models, Lotka's Power Law, Academic Life Cycles

18.

Machine Learning Loss Given Default for Corporate Debt

Journal of Empirical Finance, Forthcoming
Number of pages: 46 Posted: 01 Feb 2022
Xinlei Shelly Zhao, Min Qi, Xiaofei Zhang and Luke Olson
Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division, Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Federal Trade Commission
Downloads 154 (326,622)
Citation 2

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loss given default; machine learning; bagging; shuffled K-fold cross-validation; unshuffled K-fold cross-validation; sequential blocked cross-validation

19.

What Determines Creditor Recoveries?

Number of pages: 52 Posted: 18 Mar 2011
Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 70 (560,522)

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20.

How Do Banks Respond to Non-Bank Competition in the Conforming Residential Mortgage Market? The Role of Balance Sheet

Number of pages: 45 Posted: 10 Mar 2023
Lan Shi, Yan Zhang and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 56 (627,207)

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non-bank; residential mortgages; originate to distribute; GSE guarantee; bank balance sheet

21.

Do Fintech Firms Bring Lower Borrowing Costs? Evidence from the Us Unsecured Personal Loan Market

Number of pages: 47 Posted: 21 Jul 2023
Ken Ueda, Yan Zhang and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 39 (729,732)

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G21, G23, G29, G51

22.

Using The Bayesian Sampling Method to Estimate Corporate Loss Given Default Distribution

Number of pages: 38 Posted: 26 May 2023
Xinlei Shelly Zhao and Xiaofei Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 20 (883,617)

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Finance, loss given default, bi-modal distribution, Bayesian, zero-one-inflated beta model

23.

The Information Content of Insider Call Options Trading

Financial Management, Vol. 34, No. 2, Summer 2005
Number of pages: 20 Posted: 13 Oct 2005
Robert Chen and Xinlei Shelly Zhao
University of Toronto - Rotman School of Management and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 16 (922,427)
Citation 1

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24.

Does Judicial Foreclosure Procedure Help Delinquent Subprime Mortgage Borrowers?

Journal of Empirical Legal Studies
Number of pages: 58 Posted: 21 Sep 2022
Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 13 (952,315)

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25.

Strategic Defaults Induced by Loan Modifications

Posted: 29 Mar 2015 Last Revised: 24 Aug 2022
Xianghong Li and Xinlei Shelly Zhao
York University - Department of Economics and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division

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Loan modification, mortgage modification program, strategic default

Other Papers (1)

Total Downloads: 26
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1.

Correlation in Credit Risk

Journal of Banking and Finance, Vol. 36, 2012
Number of pages: 46 Posted: 24 Mar 2009 Last Revised: 01 Sep 2022
Xinlei Shelly Zhao and Xiaoling Pu
Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division and Kent State University - Department of Finance
Downloads 26

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Correlations, credit risk, credit spread, macroeconomic conditions, industry effect