Min Zhu

University of Queensland

St Lucia

Brisbane, Queensland 4072

Australia

http://https://www.business.uq.edu.au/staff/min-zhu

SCHOLARLY PAPERS

8

DOWNLOADS

551

SSRN CITATIONS

11

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Informative Fund Size, Managerial Skill and Investor Rationality

Number of pages: 49 Posted: 28 Sep 2017
Min Zhu
University of Queensland
Downloads 199 (163,890)
Citation 10

Abstract:

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Mutual Funds, Managerial Skill, Diseconomies of Scale, Investor Rationality

2.

Crowding: Evidence from Fund Managerial Structure

Number of pages: 50 Posted: 09 Apr 2020
Duke University - Fuqua School of Business, Purdue University, University of Queensland - Business School and University of Queensland
Downloads 142 (219,211)

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Mutual funds, managerial structure, diseconomies of scale, crowding, performance evaluation, decreasing returns to scale, alpha, capacity constraints, discretionary management, systematic management.

3.

Dividend Growth Predictability and Stock Price Movement

Number of pages: 30 Posted: 04 Aug 2016
Min Zhu, Rui Chen and Ke Du
University of Queensland, Central University of Finance and Economics (CUFE) and Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE)
Downloads 94 (295,471)

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dividend growth, predictability, return decomposition

4.

Mutual Fund Managers’ Prior Work Experience and Their Investment Skills

Forthcoming in Financial Management
Number of pages: 34 Posted: 28 Sep 2017
Rui Chen and Min Zhu
Central University of Finance and Economics (CUFE) and University of Queensland
Downloads 71 (349,398)
Citation 1

Abstract:

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Managerial skills, stock-picking, market-timing, bootstrap

5.

Does Corporate Exposure to Weather Affect Bond Yield Spread?

Number of pages: 46 Posted: 09 Mar 2020 Last Revised: 11 Mar 2020
Lei Zhang and Min Zhu
University of Queensland - Business School and University of Queensland
Downloads 38 (461,955)

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Weather, Abnormal Cumulative Precipitation, Yield Spread, Cash Flow Volatility, Equity Volatility, Climate Finance

6.

Return Prediction and Portfolio Selection: A Distributional Approach

International Review of Economics & Finance 27: 209-223, 2011
Number of pages: 34 Posted: 25 Nov 2011 Last Revised: 27 Sep 2017
Min Zhu
University of Queensland
Downloads 7 (643,182)

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Return distribution, Quantile regression, Copula, Heuristic Optimization, Portfolio selection

7.

Predictive regression with p-lags and order-q autoregressive predictors

Number of pages: 29
Queensland University of Technology, Queensland University of Technology and University of Queensland
Downloads 0

Abstract:

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Predictive regressions, bias, augmented regression, return predictability

8.

De-risking through equity holdings: Bank and insurer behavior under capital requirements

Liu Yang, Qing Zhou and Min Zhu
Southeast Missouri State University, Department of Applied Finance and Actuarial Studies, Macquarie University and University of Queensland

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Risk-based capital requirements; Capital structure; De-risking; Security issues

Other Papers (1)

Total Downloads: 2
1.

Investor Irrationality and the Role of Distribution Channels in Chinese Index Fund Selection

2019 Financial Markets & Corporate Governance Conference
Number of pages: 30 Posted: 22 Jan 2019
Jiaqi Huang, Wang Chun Wei and Min Zhu
University of Queensland - Business School, University of Queensland - Faculty of Business, Economics and Law and University of Queensland
Downloads 2

Abstract:

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Chinese mutual fund market, index funds, search cost, investor behaviour, distribution channels