Leon Zolotoy

University of Melbourne - Melbourne Business School

200 Leicester Street

Carlton, Victoria 3053 3186

Australia

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 13,954

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Top 13,954

in Total Papers Downloads

3,843

SSRN CITATIONS
Rank 24,849

SSRN RANKINGS

Top 24,849

in Total Papers Citations

30

CROSSREF CITATIONS

5

Scholarly Papers (18)

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, Nanyang Technological University, City University of Hong Kong (CityUHK) - Department of Accountancy and University of Melbourne - Melbourne Business School
Downloads 1,330 (16,038)
Citation 16

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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
City University of Hong Kong (CityUHK) - Department of Accountancy, Shenzhen University - Shenzhen Audencia Business School, Pennsylvania State University - Smeal College of Business and University of Melbourne - Melbourne Business School
Downloads 360 (92,374)
Citation 3

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Stock Liquidity, Tax Avoidance, Agency Conflicts

3.

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
City University of Hong Kong (CityUHK) - Department of Accountancy, University College Cork, T.A. PAI Management Institute, Finance Area and University of Melbourne - Melbourne Business School
Downloads 308 (110,344)
Citation 3

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Media coverage, IPO pricing, information asymmetry

4.

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 275 (124,010)

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Optimal Portfolio Weights, Benchmarking

5.

The Impact of Managerial Mood on Public Firms’ Decisions: Evidence from Corporate Tax Avoidance

Number of pages: 56 Posted: 10 Nov 2017 Last Revised: 13 Dec 2019
City University of Hong Kong (CityUHK) - Department of Accountancy, 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 243 (140,769)

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Weather; Managerial Mood; Tax Avoidance

6.

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 228 (149,685)
Citation 3

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

7.

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

Number of pages: 54 Posted: 19 Oct 2017 Last Revised: 22 Apr 2020
City University of Hong Kong (CityUHK) - Department of Accountancy, Fordham University, Hong Kong Polytechnic University - School of Accounting and Finance and University of Melbourne - Melbourne Business School
Downloads 225 (151,621)

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Executive equity incentives; Vega; Bank debt; Debt structure

8.

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 179 (187,164)

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aggregate earnings, signal extraction, systemic component, persistence

9.

CEO Early-Life Disaster Experience and Stock Price Crash Risk

Number of pages: 56 Posted: 31 Jul 2019 Last Revised: 04 Mar 2020
Yangyang Chen, Qingliang Fan, Xin Yang and Leon Zolotoy
City University of Hong Kong (CityUHK) - Department of Accountancy, The Chinese University of Hong Kong, Hong Kong Polytechnic University - School of Accounting and Finance and University of Melbourne - Melbourne Business School
Downloads 160 (206,127)
Citation 1

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CEO background characteristics; Disaster experience; Stock price crash risk; Bad news hoarding

10.

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 144 (224,854)

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

11.

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 131 (242,345)

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

12.

Terrorist Attacks, Investor Sentiment, and the Pricing of Initial Public Offerings

Number of pages: 61 Posted: 30 Jul 2019 Last Revised: 02 Sep 2020
City University of Hong Kong (CityUHK) - Department of Accountancy, University College Cork, T.A. PAI Management Institute, Finance Area and University of Melbourne - Melbourne Business School
Downloads 106 (284,642)

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terrorist attacks, investor sentiment, IPO pricing

13.

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
City University of Hong Kong (CityUHK) - Department of Accountancy, Shenzhen University - Shenzhen Audencia Business School and University of Melbourne - Melbourne Business School
Downloads 68 (370,401)

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

14.

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 City University of Hong Kong (CityUHK) - Department of Accountancy
Downloads 53 (418,690)
Citation 3

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15.

Global Board Reforms and the Pricing of IPOs

Number of pages: 52 Posted: 30 Jul 2020 Last Revised: 21 Sep 2020
Yangyang Chen, Abhinav Goyal and Leon Zolotoy
City University of Hong Kong (CityUHK) - Department of Accountancy, University College Cork and University of Melbourne - Melbourne Business School
Downloads 27 (533,541)

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Global board reforms; IPO underpricing; Corporate governance

16.

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 5 (681,941)
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17.

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 (719,848)
Citation 2
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earnings surprise, earnings forecasting, stock returns, forecast accuracy

18.

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