Weili Zhou

Robeco Asset Management

Rotterdam, 3011 AG

Netherlands

http://www.robeco.com/quant

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 8,383

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10,260

SSRN CITATIONS
Rank 32,091

SSRN RANKINGS

Top 32,091

in Total Papers Citations

27

CROSSREF CITATIONS

7

Scholarly Papers (7)

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 4,585 (3,997)
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
Erasmus University Rotterdam (EUR), Robeco Quantitative Investments, Robeco Asset Management, Robeco Asset Management and Rabobank International, Netherlands
Downloads 2,165 (13,662)

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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
Robeco Asset Management, Erasmus University Rotterdam and Robeco Asset Management
Downloads 1,293 (30,103)
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: 58 Posted: 10 Sep 2021 Last Revised: 18 Oct 2023
Technische Universität München (TUM), Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 864 (53,236)

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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
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 748 (64,689)
Citation 9

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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
Robeco Asset Management, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 361 (156,390)

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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
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 244 (234,626)

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