Cheng Zhang

Victoria University of Wellington - Te Herenga Waka

P.O. Box 600

Wellington, 6140

New Zealand

SCHOLARLY PAPERS

5

DOWNLOADS

859

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

The Trend Premium Around the World: Evidence from the Stock Market

Number of pages: 52 Posted: 26 May 2020
Hai Lin, Pengfei Liu and Cheng Zhang
Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance, Victoria University of Wellington - Te Herenga Waka and Victoria University of Wellington - Te Herenga Waka
Downloads 248 (171,774)

Abstract:

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Trend premium; Momentum; Information uncertainty; International

2.

The Economic Consequences of Financial Certifier Competition

Number of pages: 46 Posted: 19 Nov 2018 Last Revised: 05 Aug 2021
Heng Geng, Cheng Zhang and Frank Zhou
Victoria University of Wellington, Victoria University of Wellington - Te Herenga Waka and University of Pennsylvania - The Wharton School
Downloads 224 (188,501)
Citation 2

Abstract:

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Certifier competition; Interest cost; Conflict of interest; Service quality; Syndicated lending

3.

Derivatives and Market (Il)liquidity

Number of pages: 60 Posted: 26 Dec 2018 Last Revised: 02 Mar 2022
Shiyang Huang, Bart Z. Yueshen and Cheng Zhang
The University of Hong Kong - Faculty of Business and Economics, INSEAD - Finance and Victoria University of Wellington - Te Herenga Waka
Downloads 199 (210,481)

Abstract:

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derivatives, options, liquidity risk premium, liquidity measure, price impact, price reversal

4.

Financial Reporting Quality and Intangible Investments

Number of pages: 79 Posted: 13 Aug 2020 Last Revised: 03 Jun 2022
Heng Geng, Cheng Zhang and Frank Zhou
Victoria University of Wellington, Victoria University of Wellington - Te Herenga Waka and University of Pennsylvania - The Wharton School
Downloads 188 (221,372)

Abstract:

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Financial reporting quality; Earnings response coefficient; Measurements; Myopia; Intangible investments; Patents; Real effects; Innovations

5.

From Funding Liquidity to Market Liquidity: Evidence from the Index Options Market

Journal of Futures Markets, 38(10), 1189-1205, 2018
Posted: 09 Mar 2021
Chunbo Liu, Cheng Zhang and Zhiping Zhou
Institute of Financial Studies, Southwestern University of Finance and Economics, Victoria University of Wellington - Te Herenga Waka and Tongji University - School of Economics and Management

Abstract:

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funding liquidity, options market liquidity, VIX