Hai Zhang

Strathclyde Business School

Lecturer in Finance

199 Cathedral Street

Glasgow G4 0QU

United Kingdom

SCHOLARLY PAPERS

14

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1,356

SSRN CITATIONS
Rank 36,324

SSRN RANKINGS

Top 36,324

in Total Papers Citations

21

CROSSREF CITATIONS

1

Scholarly Papers (14)

1.

Hedge Fund Seeding Via Fees-for-Seed Swaps Under Idiosyncratic Risk

Journal of Economic Dynamics and Control, Volume 71, 2016, Pages 45-59, ISSN 0165-1889, Doi.org/10.1016/j.jedc.2016.07.007.
Number of pages: 22 Posted: 21 Aug 2014 Last Revised: 02 May 2019
Christian-Oliver Ewald and Hai Zhang
University of Glasgow and Strathclyde Business School
Downloads 223 (172,516)

Abstract:

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Hedge Fund Seeding; Fees-for-Seed Swap; Early Stage Funds; Alpha Strategy; Idiosyncratic Risk

2.

Optimal Capital Structure with an Equity-for-Guarantee Swap

Economics Letters, Volume 118, Issue 2, 2013, Pages 355-359, ISSN 0165-1765, Doi.org/10.1016/j.econlet.2012.11.023.
Number of pages: 11 Posted: 27 Jul 2012 Last Revised: 02 May 2019
Zhaojun Yang and Hai Zhang
Southern University of Science and Technology - Department of Finance and Strathclyde Business School
Downloads 207 (184,929)
Citation 10

Abstract:

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Equity-for-guarantee swap, Capital structure, Guarantee cost

3.

Algorithmic Trading for Online Portfolio Selection Under Limited Market Liquidity

Youngmin Ha, Hai Zhang, Algorithmic trading for online portfolio se-lection under limited market liquidity,European Journal of Operational Research(2020), doi:https://doi.org/10.1016/j.ejor.2020.03.050
Number of pages: 32 Posted: 04 Jun 2018 Last Revised: 13 May 2020
Youngmin Ha and Hai Zhang
New Jersey City University and Strathclyde Business School
Downloads 190 (199,934)

Abstract:

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algorithmic trading; online portfolio selection; market impact cost; price impact cost; limit order book

4.

Modeling Hedge Fund Seeding Innovation: Fees-for-Seed Swap and Fees-for-Guarantee Swap

Number of pages: 33 Posted: 27 Jan 2014 Last Revised: 15 Jun 2014
Binghua Huang and Hai Zhang
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management and Strathclyde Business School
Downloads 121 (288,711)

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Hedge Fund Seeding; Fees-for-seed Swap; Fees-for-guarantee Swap; HWM; Risk Shifting; Alpha Strategy

5.

Entrepreneurial Finance with Equity-for-Guarantee Swap and Idiosyncratic Risk

European Journal of Operational Research, Volume 241, Issue 3, 2015, Pages 863-871, ISSN 0377-2217, Doi.org/10.1016/j.ejor.2014.09.013.
Number of pages: 29 Posted: 20 May 2014 Last Revised: 02 May 2019
Huamao Wang, Zhaojun Yang and Hai Zhang
University of Kent - Kent Business School, Southern University of Science and Technology - Department of Finance and Strathclyde Business School
Downloads 93 (344,847)
Citation 9

Abstract:

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Borrowing Constraints, Equity-for-Guarantee Swap, Capital Structure, Cash-out Option

6.

SME Investment and Financing under Asymmetric Information

Number of pages: 25 Posted: 09 Jul 2019 Last Revised: 11 Nov 2019
Yao Wang, Hai Zhang and Zhiming Zhao
Xiangtan University - School of Business, Strathclyde Business School and Hunan University - School of Finance and Statistics
Downloads 89 (354,478)

Abstract:

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Asymmetric information, real option, equity-for-guarantee swap, least-cost equilibrium, SME financing

7.

Hedge inflation risk of specific purpose guarantee funds

European Financial Management, 2021, Forthcoming.
Number of pages: 38 Posted: 11 Nov 2018 Last Revised: 27 Sep 2021
Ze Chen, Bingzheng Chen, Yi Hu and Hai Zhang
Renmin University of China - School of Finance, Tsinghua University - School of Economics & Management, Renmin University of China - Hanqing Institute and Strathclyde Business School
Downloads 80 (378,130)

Abstract:

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CPPI; Loss averse; Portfolio insurance; Specific purpose guarantee funds

8.

The Idiosyncratic Risk in Chinese Stock Market

Number of pages: 36 Posted: 24 Jun 2019
Julia Darby, Hai Zhang and Jinkai Zhang
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, Strathclyde Business School and University of Strathclyde
Downloads 75 (392,334)

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Volatility decomposition; Regime-switching, Volatility dynamics, Idiosyncratic volatility, Institutional trading behavior

9.

Debt Structure and Debt Overhang

Number of pages: 46 Posted: 13 Jan 2021 Last Revised: 10 Mar 2021
Liu Gan, Xin Xia and Hai Zhang
Jiangxi University of Finance and Economics, Zhongnan University of Economics and Law and Strathclyde Business School
Downloads 63 (430,559)

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Debt Structure, Debt Overhang, Renegotiation Friction, Shareholders' Bargaining Power

10.

Liquidity Risks, Transaction costs and Online Portfolio Selection

Number of pages: 44 Posted: 07 Jun 2019
Youngmin Ha and Hai Zhang
New Jersey City University and Strathclyde Business School
Downloads 62 (434,051)
Citation 1

Abstract:

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Online Portfolio Selection, Transaction Cost, Market Impact Cost, Liquidity Risks, LOB

11.

Optimal Convergence Trading for Cross-listed Stocks

Number of pages: 33 Posted: 08 Mar 2020
University of Glasgow, Peking University, Peking University and Strathclyde Business School
Downloads 55 (459,493)
Citation 1

Abstract:

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Investment Analysis, Optimal Relative-Price Trading, Time-Delay Arbitrage, Cross-Listed Stocks, Stochastic Control

12.

Institutional Trading in Volatile Markets: Evidence from Chinese Stock Markets

Number of pages: 39 Posted: 24 May 2019 Last Revised: 01 Sep 2019
Julia Darby, Hai Zhang and Jinkai Zhang
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, Strathclyde Business School and University of Strathclyde
Downloads 49 (483,322)
Citation 1

Abstract:

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Extreme market swings, Price limit, Cash flow, Institutional trading behavior

13.

Innovative Credit Guarantee Schemes with Equity-for-Guarantee Swaps

International Review of Financial Analysis, Forthcoming
Number of pages: 29 Posted: 15 Aug 2020 Last Revised: 16 Jun 2021
Pengcheng Song, Hai Zhang and Qin Zhao
Peking University, Strathclyde Business School and Peiking University
Downloads 30 (576,205)

Abstract:

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SMEs, Equity-for-Guarantee Swap, Financial Constraint, Risk Management

14.

Fast Multi-Output Relevance Vector Regression

Forthcoming 2019, Ha, Y., Zhang, H., Fast multi-output relevance vector regression, Economic Modelling, DOI:10.1016/j.econmod.2019.04.007
Number of pages: 23 Posted: 07 Jun 2019
Youngmin Ha and Hai Zhang
New Jersey City University and Strathclyde Business School
Downloads 19 (649,284)

Abstract:

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Relevance Vector Regression, Machine Learning, Sparse Bayesian Learning