Leon Zolotoy

University of Melbourne - Melbourne Business School

200 Leicester Street

Carlton, Victoria 3053 3186

Australia

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 15,191

SSRN RANKINGS

Top 15,191

in Total Papers Downloads

3,089

SSRN RANKINGS

Top 36,076

in Total Papers Citations

5

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Scholarly Papers (15)

1.

Stock Liquidity and Stock Price Crash Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54 Posted: 01 Nov 2013 Last Revised: 08 Feb 2016
Xin (Simba) Chang, Yangyang Chen and Leon Zolotoy
Nanyang Business School, Hong Kong Polytechnic University - Faculty of Business and University of Melbourne - Melbourne Business School
Downloads 1,227 (15,556)

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Stock liquidity; Crash risk; Short-termism; Bad news hoarding

2.

Stock Liquidity and Corporate Tax Avoidance

Review of Accounting Studies, Forthcoming
Number of pages: 50 Posted: 06 Sep 2013 Last Revised: 04 Oct 2017
Yangyang Chen, Rui Ge, Henock Louis and Leon Zolotoy
Hong Kong Polytechnic University - Faculty of Business, Shenzhen University - Shenzhen Audencia Business School, Pennsylvania State University - Smeal College of Business and University of Melbourne - Melbourne Business School
Downloads 293 (101,601)

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Stock Liquidity, Tax Avoidance, Agency Conflicts

3.

Benchmark Replication Portfolio Strategies

Journal of Asset Management Vol. 14, 2, 95–110, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 22 Posted: 20 Aug 2011 Last Revised: 24 Jun 2013
Paskalis Glabadanidis and Leon Zolotoy
University of Adelaide Business School and University of Melbourne - Melbourne Business School
Downloads 270 (110,889)

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Optimal Portfolio Weights, Benchmarking

4.

Aggregate Earnings News and Stock Market Returns: The Good, the Bad and the State-Dependent

Number of pages: 49 Posted: 26 Jun 2012
University of Melbourne - Melbourne Business School, Melbourne Business School and The University of Melbourne, Department of Accounting and Business Information Systems
Downloads 226 (132,874)

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aggregate earnings, stock market, discount-rate, cash-flows, state-dependence

5.

Media Coverage and IPO Pricing Around the World

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 60 Posted: 24 Oct 2017 Last Revised: 18 Jan 2019
Hong Kong Polytechnic University - Faculty of Business, University of Liverpool - Management School (ULMS), T.A. PAI Management Institute, Finance Area and University of Melbourne - Melbourne Business School
Downloads 223 (134,615)

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Media coverage, IPO pricing, information asymmetry

6.

Earnings Announcements, Aggregate Earnings, and Individual-Firm Stock Returns: A Signal Extraction Perspective

Number of pages: 49 Posted: 17 Jan 2012
Melbourne Business School, The University of Melbourne, Department of Accounting and Business Information Systems and University of Melbourne - Melbourne Business School
Downloads 175 (168,484)

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aggregate earnings, signal extraction, systemic component, persistence

7.

Executive Equity Risk-Taking Incentives and Firm's Choice of Debt Structure

Number of pages: 58 Posted: 19 Oct 2017 Last Revised: 16 Sep 2018
Hong Kong Polytechnic University - Faculty of Business, Fordham University - Gabelli School of Business, Hong Kong Polytechnic University - School of Accounting and Finance and University of Melbourne - Melbourne Business School
Downloads 161 (181,007)

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Executive equity incentives; Vega; Bank debt; Public debt

8.

Obscured by Clouds: The Impact of Weather-induced Managerial Mood on Corporate Tax Avoidance

Number of pages: 57 Posted: 10 Nov 2017 Last Revised: 09 Jun 2019
Hong Kong Polytechnic University - Faculty of Business, Shenzhen University - Shenzhen Audencia Business School, Memorial University of Newfoundland (MNU) - Faculty of Business Administration, T.A. PAI Management Institute, Finance Area and University of Melbourne - Melbourne Business School
Downloads 148 (194,339)

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Weather; Managerial mood; Tax avoidance

9.

Time–Varying Dynamics and Asymmetric Effects of the Fama–French Factor Betas

25th Australasian Finance and Banking Conference 2012
Number of pages: 38 Posted: 28 Aug 2012
Petko S. Kalev and Leon Zolotoy
La Trobe Business School and University of Melbourne - Melbourne Business School
Downloads 141 (202,007)

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asymmetry, economic value, Fama–French model, information shocks, systematic risk

10.

Dispersion of Beliefs, Stock Prices and the Earnings Surprise Measures - A Generalized Approach

Number of pages: 29 Posted: 29 Jan 2009 Last Revised: 16 Mar 2009
Leon Zolotoy
University of Melbourne - Melbourne Business School
Downloads 129 (216,952)

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earnings announcements, dispersion of opinions, stock prices, post-earnings announcement drift

11.

Do Corporate Pension Plans Affect Audit Pricing?

Journal of Contemporary Accounting and Economics, Forthcoming
Number of pages: 47 Posted: 05 Oct 2017 Last Revised: 24 Nov 2017
Yangyang Chen, Rui Ge and Leon Zolotoy
Hong Kong Polytechnic University - Faculty of Business, Shenzhen University - Shenzhen Audencia Business School and University of Melbourne - Melbourne Business School
Downloads 63 (342,189)

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Pension Plans, Audit Pricing, Audit Effort, Audit Risk, Earnings Management.

12.

Local Religious Norms, Corporate Social Responsibility, and Firm Value

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 09 Feb 2019
Leon Zolotoy, Don O'Sullivan and Yangyang Chen
University of Melbourne - Melbourne Business School, University of Melbourne - Melbourne Business School and Hong Kong Polytechnic University - Faculty of Business
Downloads 28 (468,675)

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13.

What Cost of Capital Should You Use? The Market Has an Answer

Journal of Applied Corporate Finance, Vol. 28, Issue 3, pp. 95-102, 2016
Number of pages: 10 Posted: 30 Nov 2016
Leon Zolotoy and A. Andrew John
University of Melbourne - Melbourne Business School and Melbourne Business School
Downloads 4 (608,861)
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14.

Earnings Surprise Implicit in Stock Prices: Which Earnings Forecasting Models are Investors Using and What Determines Their Choice?

Journal of Business Finance & Accounting, Vol. 39, Issue 9‐10, pp. 1161-1179, 2012
Number of pages: 19 Posted: 12 Jan 2013
Leon Zolotoy
University of Melbourne - Melbourne Business School
Downloads 1 (638,846)
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earnings surprise, earnings forecasting, stock returns, forecast accuracy

15.

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 11 Sep 2017 Last Revised: 31 Jan 2019
Petko S. Kalev, Konark Saxena and Leon Zolotoy
La Trobe Business School, University of New South Wales and University of Melbourne - Melbourne Business School

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Asset pricing; coskewness risk; cash flow news; discount rate news; covariation risk