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

  • Shandong University

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 20,020

SSRN RANKINGS

Top 20,020

in Total Papers Downloads

4,035

SSRN CITATIONS
Rank 35,475

SSRN RANKINGS

Top 35,475

in Total Papers Citations

22

CROSSREF CITATIONS

0

Scholarly Papers (11)

Actions:
Email selected abstracts
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

Abstract:

Loading...

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)

Abstract:

Loading...

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

Abstract:

Loading...

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)

Abstract:

Loading...

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
Eric Jondeau, Yuanzhi Wang, Qunzi Zhang and Xiaoneng Zhu
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)

Abstract:

Loading...

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:

Loading...

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:

Loading...

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
Ruihai Li, Xuewu Wesley Wang, Zhipeng Yan and Qunzi Zhang
Shanghai Lixin University of Commerce, Quinnipiac University, New Jersey Institute of Technology and Shandong University
Downloads 133 (329,707)

Abstract:

Loading...

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:

Loading...

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)

Abstract:

Loading...

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

11.

Text-Based Fear and Bond Risk Premia

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)

Abstract:

Loading...

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:

Loading...

Bond risk premiumText-based sentimentReturn predictability