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

11

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Scholarly Papers (11)

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 1,335 (23,425)
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 667 (61,837)

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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 427 (106,784)
Citation 1

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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 415 (110,406)

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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 269 (176,379)

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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 251 (188,974)

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 229 (206,452)

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, New Jersey Institute of Technology and Shandong University
Downloads 133 (329,707)

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

9.

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 120 (355,854)

Abstract:

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higher moment preference, asset pricing, portfolio allocation, equilibrium

10.

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 111 (376,024)

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

11.
Downloads 78 (471,102)

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 57 (563,735)

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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 21 (797,889)

Abstract:

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Bond risk premiumText-based sentimentReturn predictability