Author Page for Huiping Zhang

The Illiquidity Premium: International Evidence

Journal of Financial Economics (JFE), Vol. 117, No. 2, 2015

Number of pages: 52 Posted: 28 Jan 2013 Last Revised: 27 Jan 2016

Yakov Amihud, Allaudeen Hameed, Wenjin Kang and Huiping Zhang

New York University - Stern School of Business, National University of Singapore (NUS) - Department of Finance, Faculty of Business Administration, University of Macau and James Cook University - College of Business, Law and Governance,

Downloads 692 (81,267)

Citation 82

Abstract:

2.

Doing Well by Doing Good? Evidence From Luxury Brands’ Social Responsibility Disclosure and Their Financial Performance

Number of pages: 30 Posted: 06 Mar 2021

pengji wang and Huiping Zhang

affiliation not provided to SSRN and James Cook University - College of Business, Law and Governance,

Downloads 364 (176,577)

Abstract:

3.

Information Transmission in Stock and Bond Markets

Number of pages: 46 Posted: 05 Mar 2024

Allaudeen Hameed, Sheridan Titman, Jason Wei and Huiping Zhang

National University of Singapore (NUS) - Department of Finance, University of Texas at Austin - Department of Finance, University of Toronto - Rotman School of Management and James Cook University - College of Business, Law and Governance,

Downloads 340 (190,890)

Abstract:

4.

Measuring Liquidity in Emerging Markets

Number of pages: 45 Posted: 17 Sep 2013

Wenjin Kang and Huiping Zhang

Faculty of Business Administration, University of Macau and James Cook University - College of Business, Law and Governance,

Downloads 334 (193,930)

Citation 2

Abstract:

5.

Out of the Limelight But in Play: Trading and Liquidity of Media and Off-Media Stocks

Downloads 76 (215,329)

Citation 1

1

Out of the Limelight But in Play: Trading and Liquidity of Media and Off-Media Stocks

Number of pages: 39 Posted: 11 Jul 2016 Last Revised: 22 Nov 2017

Lily H. Fang, Jun "QJ" Qian and Huiping Zhang

INSEAD - Finance, Fudan University - International School of Finance (FISF) and James Cook University - College of Business, Law and Governance,

Downloads 76 (687,662)

Citation 1

Abstract:

6.

Does Policy Instability Matter for International Equity Markets?

International Review of Finance, Forthcoming

Number of pages: 56 Posted: 23 Jul 2013 Last Revised: 02 Mar 2019

Swee Sum Lam, Huiping Zhang and Weina Zhang

National University of Singapore - NUS Business School, James Cook University - College of Business, Law and Governance, and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)

Downloads 291 (224,838)

Citation 5

Abstract:

7.

Liquidity Shocks and the Negative Premium of Liquidity Volatility Around the World

Downloads 279 (234,912)

2

Liquidity Shocks and the Negative Premium of Liquidity Volatility Around the World

Number of pages: 56 Posted: 28 Sep 2021 Last Revised: 11 Mar 2023

Frank Yulin Feng, Wenjin Kang and Huiping Zhang

Shanghai University of Finance and Economics, Faculty of Business Administration, University of Macau and James Cook University - College of Business, Law and Governance,

Downloads 222 (293,302)

Abstract:

Liquidity Shocks and the Negative Premium of Liquidity Volatility Around the World

Journal of International Money and Finance, Forthcoming

Number of pages: 51 Posted: 27 Mar 2023 Last Revised: 25 Oct 2024

Frank Yulin Feng, Wenjin Kang and Huiping Zhang

Shanghai University of Finance and Economics, Faculty of Business Administration, University of Macau and James Cook University - College of Business, Law and Governance,

Downloads 57 (804,662)

Abstract:

8.

December Effect in Option Returns

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Number of pages: 42 Posted: 03 Feb 2025

Jason Wei, Siu Kai Choy and Huiping Zhang

University of Toronto - Rotman School of Management, King's College London and James Cook University - College of Business, Law and Governance,

Downloads 253 (259,547)

Abstract:

9.

Credit Rating and Stock Return Comovement

Number of pages: 55 Posted: 11 Mar 2021 Last Revised: 22 Mar 2023

Jianfeng Shen, Huiping Zhang and Weiqi Zhang

UNSW Business School, University of New South Wales, James Cook University - College of Business, Law and Governance, and affiliation not provided to SSRN

Downloads 209 (312,266)

Abstract:

10.

Is Value Strategy Still Alive? Evidence from the Chinese A-Share Market

Number of pages: 63 Posted: 09 Feb 2022

Frank Yulin Feng, Wenjin Kang, Shuyan Liu, Huiping Zhang and Kang Zhang

Shanghai University of Finance and Economics, Faculty of Business Administration, University of Macau, affiliation not provided to SSRN, James Cook University - College of Business, Law and Governance, and affiliation not provided to SSRN

Downloads 195 (333,165)

Abstract:

11.

Information Uncertainty and the Pricing of Liquidity

Downloads 159 (399,479)

2

Information Uncertainty and the Pricing of Liquidity

Journal of Empirical Finance, Forthcoming

Number of pages: 64 Posted: 08 Jan 2013 Last Revised: 01 Sep 2019

Wenjin Kang, Nan Li and Huiping Zhang

Faculty of Business Administration, University of Macau, National University of Singapore (NUS) and James Cook University - College of Business, Law and Governance,

Downloads 101 (574,655)

Abstract:

Information Uncertainty and the Pricing of Liquidity

Journal of Empirical Finance, Vol. 54, 2019

Number of pages: 63 Posted: 17 Mar 2022

Wenjin Kang, Nan Li and Huiping Zhang

Faculty of Business Administration, University of Macau, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and James Cook University - College of Business, Law and Governance,

Downloads 58 (797,569)

Abstract:

12.

Heterogeneity in Intangible Capital, Long-Run Risk, and Return of Research and Development

Number of pages: 53 Posted: 17 Mar 2022

Nan Li, Huiping Zhang and Weiqi Zhang

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), James Cook University - College of Business, Law and Governance, and affiliation not provided to SSRN

Downloads 76 (677,796)

Abstract:

13.

Dividend Policy, Information Uncertainty, and the Distress Anomaly

UNSW Business School Research Paper

Number of pages: 53 Posted: 04 Apr 2024

Xian Guan, Yixuan Rui, Jianfeng Shen and Huiping Zhang

China Institute of Finance and Capital Markets, Curtin University, UNSW Business School, University of New South Wales and James Cook University - College of Business, Law and Governance,

Downloads 64 (750,058)

Abstract:

14.

Stock Price Crashes in Emerging Markets

30th Australasian Finance and Banking Conference 2017, International Review of Economics & Finance, Vol. 72, 2021

Number of pages: 47 Posted: 18 Aug 2017 Last Revised: 31 Dec 2020

Min Bai, Min Bai, Yafeng Qin and Huiping Zhang

Massey UniversityIndependent, Massey University and James Cook University - College of Business, Law and Governance,

Downloads 51 (832,647)

Citation 2

Abstract:

15.

Dividend Policy, Information Uncertainty, and the Distress Anomaly

UNSW Business School Research Paper Forthcoming

Number of pages: 46 Posted: 15 Apr 2024

Xian Guan, Yixuan Rui, Jianfeng Shen and Huiping Zhang

China Institute of Finance and Capital Markets, Curtin University, UNSW Business School, University of New South Wales and James Cook University - College of Business, Law and Governance,

Downloads 39 (935,708)

Abstract:

16.

Health Risk and Stock Return: Evidence from SARS and COVID-19

Number of pages: 42 Posted: 24 Apr 2025

Changfeng Ma, Jianfeng Shen and Huiping Zhang

Shanghai National Accounting Institute, UNSW Business School, University of New South Wales and James Cook University - College of Business, Law and Governance,

Downloads 11 (1,255,818)

Huiping Zhang

James Cook University - College of Business, Law and Governance,

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Scholarly Papers (16)

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