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

7

DOWNLOADS
Rank 25,241

SSRN RANKINGS

Top 25,241

in Total Papers Downloads

1,834

CITATIONS

0

Scholarly Papers (7)

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 984 (21,959)

Abstract:

Loading...

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 309 (97,039)

Abstract:

Loading...

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 151 (193,336)

Abstract:

Loading...

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 143 (202,083)

Abstract:

Loading...

Family Involvement; Political Connection; Institutional environment; IPO Underpricing

5.

The World Price of Rare Disaster

Number of pages: 42 Posted: 05 Oct 2017 Last Revised: 12 Jul 2018
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 90 (282,184)

Abstract:

Loading...

International Equity Market, Rare Disaster, Return Predictability, Out-of-Sample

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 83 (296,819)

Abstract:

Loading...

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 74 (317,556)

Abstract:

Loading...

higher moment preference, asset pricing, portfolio allocation, equilibrium