Qunzi Zhang

Shandong University

Assistant Professor

27 Shanda Nanlu

South Rd.

Jinan, Shandong 250100

China

http://www.econ.sdu.edu.cn/tree/content.php?id=52869

SCHOLARLY PAPERS

8

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5

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Scholarly Papers (8)

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 1,101 (21,351)
Citation 5

Abstract:

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return predictability, average skewness, idiosyncratic skewness

2.

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 336 (100,015)

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Systematic Risk, Skewness, Predictability, Trading Strategies

3.

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 237 (144,346)

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Bayesian method, predictive variance, non-negative equity premium

4.

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 156 (210,807)

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Family Involvement; Political Connection; Institutional environment; IPO Underpricing

5.

Disaster Risk Matters Everywhere

Number of pages: 47 Posted: 05 Oct 2017 Last Revised: 19 Nov 2019
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 138 (232,829)

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Rare Disaster, International Stock Return, Return Predictability, Out-of-sample, Partial Least Square

6.

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 120 (259,245)

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

7.

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 78 (343,596)

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higher moment preference, asset pricing, portfolio allocation, equilibrium

8.

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

Forthcoming in the Journal of Portfolio Management
Posted: 07 Sep 2019
Shanghai Lixin University of Commerce, Quinnipiac University, New Jersey Institute of Technology and Shandong University

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