Author Page for Xinlei Shelly Zhao

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 3,892 (5,916)

Citation 7

Abstract:

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 3,021 (8,919)

Citation 22

Abstract:

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 1,992 (17,329)

Citation 93

Abstract:

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 1,312 (32,724)

Citation 46

Abstract:

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, New York University (NYU) - Department of Finance and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division

Downloads 844 (61,183)

Citation 2

Abstract:

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 821 (63,489)

Citation 9

Abstract:

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 748 (71,843)

Citation 17

Abstract:

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 598 (95,660)

Citation 13

Abstract:

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 534 (110,227)

Abstract:

10.

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 526 (112,326)

Citation 1

Abstract:

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 446 (137,088)

Citation 11

Abstract:

12.

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 299 (213,404)

Citation 4

Abstract:

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 292 (218,789)

Abstract:

14.

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 275 (232,725)

Abstract:

15.

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 235 (272,364)

Citation 3

Abstract:

16.

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 210 (303,249)

Citation 5

Abstract:

17.

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 192 (329,617)

Citation 2

Abstract:

18.

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 179 (351,359)

Abstract:

19.

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 101 (553,924)

Abstract:

20.

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 90 (596,543)

Abstract:

21.

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 85 (617,729)

Abstract:

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 56 (769,433)

Abstract:

23.

Do Non-Banks Bring Lower Prices for Borrowers in the Government-Sponsored Enterprise (GSE) Mortgage Market?

Number of pages: 53 Posted: 17 Oct 2024

zilong liu, Hongyan Liang and Xinlei Shelly Zhao

University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division

Downloads 39 (899,958)

Citation 1

Abstract:

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 28 (1,009,748)

Abstract:

25.

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 26 (1,032,157)

Citation 1

Abstract:

26.

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

Xinlei Shelly Zhao

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

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