Huacheng Zhang

Nottingham University Business School

Assistant Professor of Finance

Business School South

Nottingham, Nottinghamshire NG81DD

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 10,219

in Total Papers Downloads

7,273

SSRN CITATIONS

1

CROSSREF CITATIONS

9

Scholarly Papers (12)

1.

Twin Momentum: Fundamental Trends Matter

Number of pages: 50 Posted: 09 Jan 2017 Last Revised: 07 Jun 2021
Dashan Huang, Huacheng Zhang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Nottingham University Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 4,359 (3,393)
Citation 5

Abstract:

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Price momentum, Fundamental momentum, Twin momentum, Information diffusion, Sticky expectation

2.

Fundamental Extrapolation and Stock Returns

European Finance Association 2020 Annual Meeting; American Finance Association 2022 Annual Meeting
Number of pages: 74 Posted: 16 Oct 2020 Last Revised: 18 Jan 2022
Dashan Huang, Huacheng Zhang, Guofu Zhou and Yingzi Zhu
Singapore Management University - Lee Kong Chian School of Business, Nottingham University Business School, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,004 (34,577)

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Fundamental Extrapolation; Return Extrapolation; Volatility; Expectation

3.

Hedge Fund Manager Skills and Style-Shifting

Management Science, forthcoming
Number of pages: 65 Posted: 12 Apr 2018 Last Revised: 18 Jun 2021
George J. Jiang, Bing Liang and Huacheng Zhang
Washington State University, University of Massachusetts Amherst - Department of Finance and Nottingham University Business School
Downloads 350 (130,827)

Abstract:

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Hedge funds; Style-shifting; Fund manager skill; Fund performance; Fund flow

4.

Stock Selection Timing

Journal of Banking and Finance, Vol. 121, 2021
Number of pages: 60 Posted: 02 Apr 2019 Last Revised: 18 Jun 2021
Washington State University, West Virginia University, Department of Finance and Nottingham University Business School
Downloads 320 (143,982)

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Mutual Funds; Active Trading; Stock Selection Opportunity; Stock Selection Timing; Stock-picking ability

5.

Retail Investors and Momentum

Number of pages: 75 Posted: 29 Jul 2022 Last Revised: 27 Dec 2022
Peking University - Guanghua School of Management, Singapore Management University - Lee Kong Chian School of Business, Peking University - Guanghua School of Management, Monash University - Department of Banking and Finance, University of California, Los Angeles (UCLA) - Finance Area and Nottingham University Business School
Downloads 287 (161,294)

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Momentum, Retail investors, Nominal stock prices

6.

Active Asset Allocation Among a Large Set of Stocks: How Effective is the Parametric Rule?

Number of pages: 45 Posted: 01 Sep 2012 Last Revised: 29 Mar 2013
Huacheng Zhang
Nottingham University Business School
Downloads 276 (168,009)
Citation 1

Abstract:

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asset allocation, mean-variance, 1/N rule, portfolio performance, stock characteristics

7.

That Is Not My Dog: Why Doesn't The Log Dividend-Price Ratio Seem To Predict Future Log Returns or Log Dividend Growths?

SFS Cavalcade Asia-Pacific 2017 Annual Meeting (Beijing), AFA 2019 Annual Meeting (Atlanta)
Number of pages: 40 Posted: 18 Apr 2018 Last Revised: 12 Aug 2022
Philip H. Dybvig and Huacheng Zhang
Washington University in St. Louis - John M. Olin Business School and Nottingham University Business School
Downloads 208 (221,129)
Citation 6

Abstract:

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Return predictability, dividend-price ratio, unit root test, nonsense correlation, trend

8.

On the Short-Term Predictability of Stock Returns: A Quantile Boosting Approach

Number of pages: 15 Posted: 17 Oct 2016
Riza Demirer, Christian Pierdzioch and Huacheng Zhang
Southern Illinois University Edwardsville - Department of Economics & Finance, University of the German Federal Armed Forces - Department of Economics and Nottingham University Business School
Downloads 203 (226,081)

Abstract:

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Stock returns, Predictability, Quantile boosting

9.

Do Hedge Funds Ride Market Irrationality?

Number of pages: 63 Posted: 12 Apr 2018 Last Revised: 11 Sep 2020
Bing Liang and Huacheng Zhang
University of Massachusetts Amherst - Department of Finance and Nottingham University Business School
Downloads 184 (246,673)

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hedge funds, noise trader, irrationality riding, arbitrage

10.

An Empirical Assessment of Characteristics and Optimal Portfolios

Number of pages: 56 Posted: 12 Apr 2018 Last Revised: 12 Aug 2022
Christopher G. Lamoureux and Huacheng Zhang
University of Arizona and Nottingham University Business School
Downloads 79 (457,024)

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cross-section of stock returns; stock characteristics; optimal portfolios

11.

Unspanned risk and risk-return tradeoff

Number of pages: 78
Huacheng Zhang and Guofu Zhou
Nottingham University Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 3

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ICAPM, Conditional risk, Unspanned risk, Tradeoff, Knightian Uncertainty, Policy Uncertainty

12.

Do Firm Characteristics Matter in Explaining the Herding Effect on Returns?

Review of Financial Economics, 2018
Posted: 15 Mar 2018 Last Revised: 24 Jun 2018
Riza Demirer and Huacheng Zhang
Southern Illinois University Edwardsville - Department of Economics & Finance and Nottingham University Business School

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Anomalies, Industry herding, Asset pricing