Huacheng Zhang

Southwestern University of Finance and Economics - Institute of Financial Studies

Assistant Professor of Finance

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 13,354

SSRN RANKINGS

Top 13,354

in Total Papers Downloads

3,951

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (10)

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

Abstract:

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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

Abstract:

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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)

Abstract:

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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
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)

Abstract:

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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

Abstract:

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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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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