Weili Zhou

Robeco Asset Management

Rotterdam, 3011 AG

Netherlands

http://www.robeco.com/quant

  • Robeco Asset Management

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SCHOLARLY PAPERS

7

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SSRN CITATIONS
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SSRN RANKINGS

Top 33,328

in Total Papers Citations

17

CROSSREF CITATIONS

7

Scholarly Papers (7)

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1.

Another Look at Trading Costs and Short-Term Reversal Profits

Downloads 4,116 ( 3,896)
Citation 13

Another Look at Trading Costs and Short-Term Reversal Profits

Number of pages: 44 Posted: 15 May 2010 Last Revised: 26 Jul 2011
Wilma de Groot, Joop Huij and Weili Zhou
Robeco Asset Management, Erasmus University - Rotterdam School of Management and Robeco Asset Management
Downloads 4,116 (3,830)
Citation 13

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market efficieny, anomalies, short-term reversal, portfolio construction, market impact, transaction costs, liquidity

Another Look at Trading Costs and Short-Term Reversal Profits

Journal of Banking and Finance, Vol. 36, No. 2, 2012
Posted: 22 Nov 2011
Wilma de Groot, Joop Huij and Weili Zhou
Robeco Asset Management, Erasmus University - Rotterdam School of Management and Robeco Asset Management

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market efficieny, anomalies, short-term reversal, portfolio construction, market impact, transaction costs, liquidity

2.

Exploiting Option Information in the Equity Market

Financial Analyst Journal 68(4), p. 56–72, 2012.
Number of pages: 39 Posted: 08 Feb 2012 Last Revised: 29 Nov 2021
Guido Baltussen, Bart van der Grient, Wilma de Groot, Weili Zhou and Erik Hennink
Erasmus University Rotterdam (EUR), Robeco Asset Management - Quantitative Strategies, Robeco Asset Management, Robeco Asset Management and Rabobank International, Netherlands
Downloads 2,089 (11,752)

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stock selection, behavioral finance, alpha strategies, equity returns, option markets, stock markets, information spillover, asset pricing

3.

Exploiting Commodity Momentum Along the Futures Curves

Journal of Banking and Finance, Forthcoming
Number of pages: 51 Posted: 23 Aug 2014
Wilma de Groot, Dennis Karstanje and Weili Zhou
Robeco Asset Management, Erasmus University Rotterdam and Robeco Asset Management
Downloads 1,137 (29,615)
Citation 2

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commodity futures, momentum, term structure, futures curve, roll yield, backwardation, contango, transaction costs

4.

Factor models for Chinese A-shares

Number of pages: 56 Posted: 10 Sep 2021 Last Revised: 02 Feb 2023
Matthias X. Hanauer, Maarten Jansen, Laurens Swinkels and Weili Zhou
Technische Universität München (TUM), Robeco Asset Management, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 678 (60,264)

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Anomalies, Asset pricing, China, Equity markets, Emerging markets, Factor models, Investing

5.

Anomalies in the China A-share Market

Number of pages: 51 Posted: 23 Mar 2021 Last Revised: 28 Jun 2021
Maarten Jansen, Laurens Swinkels and Weili Zhou
Robeco Asset Management, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 592 (71,767)
Citation 3

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Alpha, Anomalies, Asset management, China, Investing, Stock market

6.

China A-Shares: Strategic Allocation to Market and Factor Premiums

Forthcoming, Journal of Portfolio Management
Number of pages: 38 Posted: 22 Oct 2020
Wilma de Groot, Laurens Swinkels and Weili Zhou
Robeco Asset Management, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 334 (140,541)

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Alpha, China, A-shares, Factor investing, Investing, Momentum, Value

7.

More Powerful Tests for Anomalies in the China A-Share Market

Number of pages: 24 Posted: 30 Dec 2022
Maarten Jansen, Laurens Swinkels and Weili Zhou
Robeco Asset Management, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 60 (540,111)

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Alpha, Anomalies, Asset Management, China, Investing, Portfolio Choice, Stock Market