Qunzi Zhang

Shandong University

Assistant Professor

27 Shanda Nanlu

South Rd.

Jinan, SD Shandong 250100

China

http://www.econ.sdu.edu.cn/info/1257/42629.htm

SCHOLARLY PAPERS

14

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Scholarly Papers (14)

1.

Average Skewness Matters!

Swiss Finance Institute Research Paper No. 15-47
Number of pages: 49 Posted: 12 Nov 2015 Last Revised: 07 Dec 2018
Eric Jondeau, Qunzi Zhang and Xiaoneng Zhu
University of Lausanne - Faculty of Business and Economics (HEC Lausanne), Shandong University and Shanghai University of Finance and Economics
Downloads 1,419 (25,607)
Citation 9

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return predictability, average skewness, idiosyncratic skewness

2.

Global Disaster Risk Matters

Management Science
Number of pages: 64 Posted: 05 Oct 2017 Last Revised: 08 Feb 2023
Jian Chen, Jiaquan Yao, Qunzi Zhang and Xiaoneng Zhu
Xiamen University - School of Economics, Jinan University - Management School, Shandong University and Shanghai University of Finance and Economics
Downloads 796 (58,107)

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Rare Disaster, International Stock Markets, Global Disaster, Discount Rate Channel, Partial Least Square

3.

Asymmetric Beta Comovement and Systematic Downside Risk

Swiss Finance Institute Research Paper No. 14-59
Number of pages: 50 Posted: 19 Oct 2014
Eric Jondeau and Qunzi Zhang
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and Shandong University
Downloads 483 (109,538)

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Systematic Risk, Skewness, Predictability, Trading Strategies

4.

When Are Stocks Less Volatile in the Long Run?

Swiss Finance Institute Research Paper No. 18-07
Number of pages: 49 Posted: 30 Jan 2018 Last Revised: 09 Feb 2018
Eric Jondeau, Qunzi Zhang and Xiaoneng Zhu
University of Lausanne - Faculty of Business and Economics (HEC Lausanne), Shandong University and Shanghai University of Finance and Economics
Downloads 478 (110,911)

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Bayesian method, predictive variance, non-negative equity premium

5.

Crude Awakening: Oil Prices and Bond Returns

Swiss Finance Institute Research Paper No. 19-24
Number of pages: 49 Posted: 15 Apr 2019 Last Revised: 17 Oct 2022
University of Lausanne - Faculty of Business and Economics (HEC Lausanne), Shandong University - School of Economics, Shandong University and Shanghai University of Finance and Economics
Downloads 326 (171,072)

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bond risk premium, demand shocks, oil prices, return predictability

6.

Family Involvement, Political Connection and IPO Underpricing: Evidence from the Companies Listed on the SME Board of China

Number of pages: 18 Posted: 21 Aug 2015 Last Revised: 27 Oct 2018
Zhen Cao, Jianyu Zeng and Qunzi Zhang
Beijing IP Fund, Hanqing Advanced Institute of Economics and Finance, Renmin University of China and Shandong University
Downloads 285 (196,961)

Abstract:

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Family Involvement; Political Connection; Institutional environment; IPO Underpricing

7.

Oil Strikes Back: Trend Factors and Exchange Rates

Number of pages: 47 Posted: 16 Dec 2018
Liyan Han, Yang Xu, Qunzi Zhang and Xiaoneng Zhu
Beihang University (BUAA) - School of Economic and Management Science, Beijing University of Technology, Shandong University and Shanghai University of Finance and Economics
Downloads 275 (204,293)

Abstract:

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Exchange Rates, Forecasting, Out-of-Sample, Oil, Asset Allocation

8.

Trading Against the Grain: When Insiders Buy High and Sell Low

Forthcoming in the Journal of Portfolio Management
Number of pages: 57 Posted: 07 Sep 2019 Last Revised: 16 Mar 2022
Shanghai Lixin University of Commerce, Quinnipiac University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shandong University
Downloads 202 (274,972)

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Insider trade; anchoring bias, 52-week high and 52-week low, private information

9.

Decoding High-Volume Stock Momentum: Disagreement or Disposition?

Number of pages: 77 Posted: 30 Sep 2022
Jianjian Jin and Qunzi Zhang
Independent and Shandong University
Downloads 150 (356,275)

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Momentum, Volume, Disagreement, Disposition, Behavioral Biases, Business Cycle

10.
Downloads 144 (368,336)

Text-Based Fear and Bond Risk Premia

Number of pages: 41 Posted: 20 Oct 2022
Yuanzhi Wang and Qunzi Zhang
Shandong University - School of Economics and Shandong University
Downloads 106 (467,238)

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Bond risk premium, Text-based sentiment, Return predictability

Text-Based Fear and Bond Risk Premia

Number of pages: 42 Posted: 09 Nov 2022
Yuanzhi Wang and Qunzi Zhang
Shandong University - School of Economics and Shandong University
Downloads 38 (808,613)

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Bond risk premiumText-based sentimentReturn predictability

11.

Higher-Moment Asset Pricing and Allocation in a Heterogeneous Market Equilibrium

25th Australasian Finance and Banking Conference 2012
Number of pages: 55 Posted: 20 Aug 2012 Last Revised: 27 Feb 2013
Qunzi Zhang
Shandong University
Downloads 134 (389,572)

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higher moment preference, asset pricing, portfolio allocation, equilibrium

12.

The Pursuit of Health: A Spatiotemporal Equilibrium Model of Regional Health and Housing Values

Number of pages: 90 Posted: 11 Jul 2023
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, College of William and Mary, Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School and Shandong University
Downloads 20 (942,682)

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Health, Regional Economics, Housing, Spatiotemporal Equilibrium Model, Migration

13.

Rare Disaster Concerns in Predicting Oil

Number of pages: 53 Posted: 17 Nov 2023
Zhen Cao, Yuanzhi Wang, Lean Yu and Qunzi Zhang
Beijing IP Fund, Shandong University - School of Economics, Harbin Engineering University and Shandong University
Downloads 19 (952,546)

Abstract:

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Rare disasters, Oil predictability, Text analysis, Machine learning

14.

The Pursuit of Health: A Lifecycle Spatial Equilibrium Model of Regional Health and Housing Values

Number of pages: 63 Posted: 18 Apr 2024
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, College of William and Mary, Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School and Shandong University
Downloads 2 (1,106,576)

Abstract:

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Health, Regional Economics, Housing And Rental Prices, Spatiotemporal Equilibrium Model, Migration