Huacheng Zhang

Southwestern University of Finance and Economics - Institute of Financial Studies

Assistant Professor of Finance

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

  • Southwestern University of Finance and Economics - Institute of Financial Studies

SCHOLARLY PAPERS

10

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2

CROSSREF CITATIONS

7

Scholarly Papers (10)

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1.

Twin Momentum: Fundamental Trends Matter

Number of pages: 64 Posted: 09 Jan 2017 Last Revised: 10 Jan 2019
Dashan Huang, Huacheng Zhang, Guofu Zhou and Yingzi Zhu
Singapore Management University - Lee Kong Chian School of Business, Southwestern University of Finance and Economics - Institute of Financial Studies, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 2,860 (4,497)
Citation 5

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

2.

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
Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 260 (129,019)
Citation 1

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

3.

Hedge Fund Manager Skills and Style-Shifting

Number of pages: 63 Posted: 12 Apr 2018 Last Revised: 23 Feb 2019
George J. Jiang, Bing Liang and Huacheng Zhang
Washington State University, University of Massachusetts Amherst - Department of Finance and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 204 (163,159)

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Hedge Funds; Style-Shifting; Fund Performance; Manager Skill; Style-Chasing

4.

Stock Selection Timing

Number of pages: 59 Posted: 02 Apr 2019
George J. Jiang, Gulnara R. Zaynutdinova, Ph.D. and Huacheng Zhang
Washington State University, West Virginia University, Department of Finance and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 177 (186,471)

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Mutual Funds; Active Trading; Stock Selection Opportunity; Stock Selection Timing

5.

Do Hedge Funds Ride Market Irrationality?

Number of pages: 62 Posted: 12 Apr 2018 Last Revised: 23 Feb 2019
Bing Liang and Huacheng Zhang
University of Massachusetts Amherst - Department of Finance and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 154 (209,036)

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hedge funds, noise trader, irrationality riding, arbitrage

6.

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

Number of pages: 30 Posted: 18 Apr 2018 Last Revised: 23 Feb 2019
Philip H. Dybvig and Huacheng Zhang
Washington University in St. Louis - John M. Olin Business School and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 115 (262,280)
Citation 4

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return predictability, dividend-price ratio, stationarity test

7.

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 Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 108 (274,224)

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Stock returns, Predictability, Quantile boosting

8.

An Empirical Assessment of Characteristics and Optimal Portfolios

Number of pages: 59 Posted: 12 Apr 2018
Christopher G. Lamoureux and Huacheng Zhang
University of Arizona and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 53 (411,642)

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

9.

Fundamental Extrapolation and Stock Returns

Number of pages: 54
Dashan Huang, Huacheng Zhang, Guofu Zhou and Yingzi Zhu
Singapore Management University - Lee Kong Chian School of Business, Southwestern University of Finance and Economics - Institute of Financial Studies, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 20

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Fundamental extrapolation, Return extrapolation, Volatility, Expectation

10.

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 Southwestern University of Finance and Economics - Institute of Financial Studies

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Anomalies, Industry herding, Asset pricing