Min Zhu

University of Queensland

St Lucia

Brisbane, Queensland 4072

Australia

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

SCHOLARLY PAPERS

13

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in Total Papers Downloads

3,911

SSRN CITATIONS

93

CROSSREF CITATIONS

4

Scholarly Papers (13)

1.

Crowding: Evidence from Fund Managerial Structure

Number of pages: 60 Posted: 09 Apr 2020 Last Revised: 10 Apr 2021
Duke University - Fuqua School of Business, Purdue University, University of Queensland and University of Queensland
Downloads 997 (43,705)
Citation 2

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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.

2.

Large Language Models and Financial Market Sentiment *

Number of pages: 57 Posted: 23 Oct 2023
Shaun A. Bond, Hayden Klok and Min Zhu
UQ Business School, The University of Queensland and University of Queensland
Downloads 814 (57,699)
Citation 1

Abstract:

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ChatGPT, GPT, BARD, large language model, LLM, Natural Language Processing (NLP), sentiment, behavioural finance, market return predictability, asset pricing

Diseconomies of Scale in Active Management: Robust Evidence

Number of pages: 21 Posted: 16 Jul 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Queensland
Downloads 548 (94,822)
Citation 2

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returns to scale, diseconomies of scale, active management, robust regression

Diseconomies of Scale in Active Management: Robust Evidence

CEPR Discussion Paper No. DP16376
Number of pages: 24 Posted: 22 Sep 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Queensland
Downloads 2 (1,181,804)
Citation 4
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Active management, diseconomies of scale, Returns to Scale, robust regression

4.

Corporate Exposure to Weather and Bond Yield Spread

Number of pages: 60 Posted: 09 Mar 2020 Last Revised: 22 Oct 2021
Lei Zhang and Min Zhu
City University of Hong Kong (CityU) and University of Queensland
Downloads 426 (129,739)

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corporate weather exposure, abnormal cumulative precipitation, bond yield spread, cash flow risk, equity volatility, climate finance

5.

Informative Fund Size, Managerial Skill and Investor Rationality

Journal of Financial Economics (JFE), Vol. 130, 2018
Number of pages: 49 Posted: 28 Sep 2017 Last Revised: 19 Aug 2021
Min Zhu
University of Queensland
Downloads 413 (134,443)
Citation 67

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

6.

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 137 (390,262)

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dividend growth, predictability, return decomposition

7.

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 130 (406,752)
Citation 4

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

8.

Evaluating the Efficacy of Multiple Testing Adjustments in Empirical Asset Pricing

Number of pages: 39 Posted: 31 Mar 2023 Last Revised: 03 Jul 2023
Min Zhu
University of Queensland
Downloads 105 (476,708)

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Multiple tests, False discoveries, Missed discoveries, Asset pricing, Anomalies, t-statistic hurdle, Data mining.

9.

Scale Diseconomies and Capacity in Fund Management: Variation Across Equity Markets

Number of pages: 27 Posted: 18 May 2022
Bond University - Bond Business School, Mercer, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and University of Queensland
Downloads 100 (493,001)

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Equity mutual funds, capacity constraints, economies of scale

10.

The Impact of Indexing on Mutual Fund Performance

Number of pages: 32 Posted: 20 Dec 2023
Zhuoran Li, Eric K. M. Tan and Min Zhu
University of Queensland, University of Queensland and University of Queensland
Downloads 97 (502,912)

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Active management, Passive Indexing, Decreasing returns to scale, Stock selection, Market timing

11.

Predictive Regression with p-Lags and Order-q Autoregressive Predictors

Number of pages: 29 Posted: 08 Jun 2020
Queensland University of Technology, Queensland University of Technology and University of Queensland
Downloads 62 (650,489)
Citation 1

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Predictive regressions, bias, augmented regression, return predictability

12.

Are Bitcoin Option Traders Speculative or Informed?

Number of pages: 17 Posted: 18 Apr 2024
University of Queensland - Faculty of Business, Economics and Law, delete and University of Queensland
Downloads 50 (719,211)

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Bitcoin, Cryptocurrency, informational trading, options trading, investor attention

13.

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 30 (867,274)

Abstract:

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