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

18

DOWNLOADS
Rank 17,085

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Top 17,085

in Total Papers Downloads

6,194

TOTAL CITATIONS
Rank 20,989

SSRN RANKINGS

Top 20,989

in Total Papers Citations

9

Scholarly Papers (18)

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 1,565 (25,552)
Citation 9

Abstract:

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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 971 (51,275)

Abstract:

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

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 557 (106,035)

Abstract:

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Bayesian method, predictive variance, non-negative equity premium

4.

Fear in the "Fearless" Treasury Market

Number of pages: 87 Posted: 14 Oct 2024 Last Revised: 30 Dec 2024
Colorado State University, Fort Collins - Department of Finance & Real Estate, Shandong University - School of Economics, Shandong University and Washington University in St. Louis - John M. Olin Business School
Downloads 553 (107,033)

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Bond risk premia, Text-based sentiment, Return predictability

5.

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 549 (107,992)

Abstract:

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Systematic Risk, Skewness, Predictability, Trading Strategies

6.

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 374 (169,877)

Abstract:

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

7.

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 336 (191,018)

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Family Involvement; Political Connection; Institutional environment; IPO Underpricing

8.

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 301 (215,032)

Abstract:

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

9.

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 254 (256,147)

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

10.

Texted Based Sentiment and Bond Risk Premium

Number of pages: 81 Posted: 20 Oct 2022
Yuanzhi Wang and Qunzi Zhang
Shandong University - School of Economics and Shandong University
Downloads 160 (393,487)

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Bond risk premium, Text-based sentiment, Return 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 154 (406,494)

Abstract:

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higher moment preference, asset pricing, portfolio allocation, equilibrium

12.

Commodity Sentiment in Predicting the Index Futures Returns

Number of pages: 51 Posted: 06 Dec 2024
Qunzi Zhang
Shandong University
Downloads 127 (474,536)

Abstract:

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Index Futures Return Predictability, Commodity Sentiment, Textual Analysis

13.

Commodity Tails and Bond Risk Premia

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2024
Number of pages: 68 Posted: 05 Dec 2024
Stefanie Schraeder, Yuanzhi Wang and Qunzi Zhang
Department of Finance, University of Vienna, Shandong University - School of Economics and Shandong University
Downloads 109 (536,894)

Abstract:

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14.

Decoding High-Volume Stock Momentum: Disagreement or Disposition?

Number of pages: 75 Posted: 11 Feb 2025
University Pension Plan, University of Delaware and Shandong University
Downloads 54 (800,924)

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Momentum, Volume, Disagreement, Disposition, Behavioral Biases, Business Cycle JEL Classification: G12

15.

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 47 (854,255)

Abstract:

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Rare disasters, Oil predictability, Text analysis, Machine learning

16.

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 34 (973,838)

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

17.

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 26 (1,062,510)

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

18.

Commodity Sentiment in Predicting Index Futures Returns

Number of pages: 51 Posted: 14 Dec 2024
Qunzi Zhang
Shandong University
Downloads 23 (1,099,014)

Abstract:

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Index Futures Return Predictability, Commodity Sentiment, Machine learning, textual analysis