Wei Zhang

Tianjin University - College of Management and Economics

Tianjin

China

SCHOLARLY PAPERS

12

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Scholarly Papers (12)

1.

Empirical Study on Post-Ipo Long-Run Performance in the Chinese Stock Market

Number of pages: 18 Posted: 04 Jan 2004
Zhongguang Bai and Wei Zhang
affiliation not provided to SSRN and Tianjin University - College of Management and Economics
Downloads 849 (34,458)
Citation 1

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Initial public offering, long-run performance, Fama-French three-factor model

2.

Intraday Market-Wide Ups/Downs and Returns

Journal of Management Science and Engineering, 1(1), 28-57 (2016)
Number of pages: 33 Posted: 14 Mar 2018
Wei Zhang, Shen Lin and Yongjie Zhang
Tianjin University - College of Management and Economics, PBCSF, Tsinghua University and Tianjin University
Downloads 193 (190,743)

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Intraday market-wide movements, Intraday returns, Investor sentiment, Individual (retail) investors

3.

A Behavioral Look on Short-term Reversal

Number of pages: 57 Posted: 06 Oct 2019 Last Revised: 13 Mar 2020
Bin Guo, Shen Lin and Wei Zhang
Nankai University - School of Finance, PBCSF, Tsinghua University and Tianjin University - College of Management and Economics
Downloads 97 (325,315)

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Prospect theory, mental accounting, quasi-hedonic editing, realized profit, short-term reversal

4.

The Learning Effect of Uninformed Traders in Limit Order Markets

Number of pages: 30 Posted: 08 Jun 2013 Last Revised: 28 May 2014
Business School of Sun Yat-sen Univerisity, Tianjin University - College of Management and Economics, University of Technology Sydney (UTS) - Finance Discipline Group, Business School and Tianjin University
Downloads 88 (345,926)
Citation 2

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Limit order book, asymmetric information, learning, information dissemination

5.

The Optimal Pricing of Market Maker in a Heterogeneous Agent Economy

Number of pages: 13 Posted: 25 Jan 2015
Nankai University - School of Finance, Tianjin University - College of Management and Economics, National Chengchi University (NCCU) - Department of Economics and Tianjin University
Downloads 63 (417,222)
Citation 1

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market maker, market maker trading mechanism, bid-ask prices, heterogeneous agent economy

6.

Does Online Interaction between Firms and Investors Reduce Stock Price Crash Risk?

Number of pages: 55 Posted: 25 Feb 2021
Wei Zhang, Yi Li and Pengfei Wang
Tianjin University - College of Management and Economics, Tianjin University - College of Management and Economics and Tianjin University - College of Management and Economics
Downloads 55 (445,450)

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Online interaction; crash risk; external monitoring; information dissemination

7.

Social Media Effect, Investor Recognition and the Cross-Section of Stock Returns

International Review of Financial Analysis, Forthcoming
Number of pages: 46 Posted: 13 Dec 2019
Tianjin University - College of Management and Economics, Tianjin University - College of Management and Economics, Hull University Business School, Tianjin University - College of Management and Economics and Tianjin University - College of Management and Economics
Downloads 54 (449,090)

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social media, investor recognition, asset pricing

8.

How Does Social Media Influence Earnings Management?

Number of pages: 52 Posted: 12 Feb 2021 Last Revised: 14 May 2021
Tianjin University - College of Management and Economics, Tianjin University - College of Management and Economics, ICMA Centre, Henley Business School and Tianjin University - College of Management and Economics
Downloads 43 (493,890)

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Internet stock message boards; Earnings management; Cognitive evaluation theory

9.

Position-Limit Design for the CSI 300 Futures Markets

Economic Systems, Vol. 39, 2015
Number of pages: 29 Posted: 29 May 2014 Last Revised: 28 Apr 2016
Lijian Wei, Wei Zhang, Xiong Xiong and Lei Shi
Business School of Sun Yat-sen Univerisity, Tianjin University - College of Management and Economics, College of Management and Economics and China Center for Social Computing and Analytics and Macquarie University
Downloads 42 (498,298)

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Position limit, stock index futures, agent-based modeling, market quality

10.

The Role of Hedge Funds in Asset Pricing: Evidence from China

Number of pages: 59 Posted: 18 Feb 2021
JING ZHANG, Wei Zhang, Youwei Li and Feng Xu
Tianjin University-College of Management and Economics, Tianjin University - College of Management and Economics, Hull University Business School and Tianjin University - College of Management and Economics
Downloads 28 (570,007)

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Hedge funds, stock mispricing, asset pricing, arbitrage

11.

Do Visiting Monks Give Better Sermons? An Analysis of the Foreign Experience of Chinese Fund Managers

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 51 Posted: 18 Feb 2021 Last Revised: 01 Jun 2021
Wei Zhang and Yi Li
Tianjin University - College of Management and Economics and Tianjin University - College of Management and Economics
Downloads 16 (650,072)

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Foreign experience, Mutual funds, Behavioral biases, Human capital

12.

MAX Momentum in Cryptocurrency Markets

Posted: 29 Jun 2020
Tianjin University - College of Management and Economics, ICMA Centre, Henley Business School, Tianjin University - College of Management and Economics and Tianjin University - College of Management and Economics

Abstract:

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Cryptocurrency; MAX effect; Momentum