Zhong-Guo Zhou

California State University, Northridge

Associate Professor

Department of Finance

18111 Nordhoff St

Northridge, CA 91330-8379

United States

SCHOLARLY PAPERS

7

DOWNLOADS

777

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Short-Selling Restriction, Price Squeeze, and Bond Futures Price Manipulation: A Theoretical and Empirical Analysis

Number of pages: 41 Posted: 18 Mar 2005
Chao Chen and Zhong-Guo Zhou
Fudan University and California State University, Northridge
Downloads 487 (57,849)

Abstract:

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government bond futures market, short-selling restriction, price squeeze, price manipulation, arbitrage, market volatility

2.

Why Do Financially Distressed Firms Increase (or Initiate) Dividends?

Number of pages: 33 Posted: 21 Mar 2009
Janet Zhou and Zhong-Guo Zhou
affiliation not provided to SSRN and California State University, Northridge
Downloads 285 (107,420)

Abstract:

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Financially distressed firms, change in dividend policy, information content, short- and long-term performance

3.

Rise and Fall of the First Financial Futures Market in China: The Case of Chinese Government Bond Futures

China & World Economy, Vol. 17, Issue 2, pp. 110-124, March-April 2009
Number of pages: 15 Posted: 27 Apr 2009
Chao Chen and Zhong-Guo Zhou
Fudan University and California State University, Northridge
Downloads 3 (635,127)
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4.

IPO Pricing Efficiency in China: A ChiNext Board Focus

Front. Econ. China 2017, 12(2): 280–308
Number of pages: 29 Posted: 15 Oct 2019
Qi Deng and Zhong-Guo Zhou
Xi'an Jiaotong - Liverpool University and California State University, Northridge
Downloads 2 (644,716)

Abstract:

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ChiNext IPO pricing, underwriter, offline and online investors,bookbuilding plus price discriminatory auction, free-ride, principal-agent and moral hazard problems

5.

The Pricing of First Day Opening Price Returns for ChiNext IPOs

Review of Quantitative Finance and Accounting, Forthcoming
Posted: 02 Mar 2015
Qi Deng and Zhong-Guo Zhou
Xi'an Jiaotong - Liverpool University and California State University, Northridge

Abstract:

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Opening and closing price returns, Offline and online oversubscriptions, Size effect, Market momentum, Asymmetric information

6.

Offline Oversubscription, Issue Size, and Market Momentum: The Driving Forces for ChiNext IPOs’ Initial Underpricing

The Chinese Economy, Forthcoming
Posted: 28 Feb 2014
Qi Deng and Zhong-Guo Zhou
Xi'an Jiaotong - Liverpool University and California State University, Northridge

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IPO initial underpricing and its driving forces, OLS model with dimension reduction, 2SLS model and GARCH-M model with ARMA adjustment, auto- and crosscorrelation in IPO initial returns

7.

The Predictability of Stock Returns - a Nonparametric Approach

Posted: 16 Sep 1999
Y. Peter Chung and Zhong-Guo Zhou
University of California at Riverside and California State University, Northridge

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