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Xiao-Jun Zhang

University of California, Berkeley

545 Student Services Building

SPC 1900

Berkeley, CA 94720

United States

China Academy of Financial Research (CAFR)

1954 Huashan Road

Shanghai P.R.China, 200030

China

  • University of California, Berkeley

    • Email
    • Tel: (510) 642-4789
    • Fax: (510) 642-4700
SCHOLARLY PAPERS

22

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Rank 440

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Top 440

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CITATIONS
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372

Scholarly Papers (22)

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1.

Accounting Conservatism, the Quality of Earnings, and Stock Returns

Number of pages: 39 Posted: 23 Jan 2000
Stephen H. Penman and Xiao-Jun Zhang
Columbia Business School - Department of Accounting and University of California, Berkeley
Downloads 9,776 (287)
Citation 126

Abstract:

2.

Modeling Sustainable Earnings and P/E Ratios with Financial Statement Analysis

Forthcoming
Number of pages: 57 Posted: 31 Jul 2002 Last Revised: 17 Aug 2011
Stephen H. Penman and Xiao-Jun Zhang
Columbia Business School - Department of Accounting and University of California, Berkeley
Downloads 7,925 (420)
Citation 16

Abstract:

sustainable earnings, earnings quality, financial statement analysis, price-earnings ratios

3.

The Eyeballs Have It: Searching for the Value in Internet Stocks

Number of pages: 38 Posted: 15 Feb 2000
Brett Trueman, M.H. Franco Wong and Xiao-Jun Zhang
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Toronto - Rotman School of Management and University of California, Berkeley
Downloads 4,448 (1,316)
Citation 70

Abstract:

4.

Back to Basics: Forecasting the Revenues of Internet Firms

Number of pages: 37 Posted: 29 May 2000
Brett Trueman, M.H. Franco Wong and Xiao-Jun Zhang
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Toronto - Rotman School of Management and University of California, Berkeley
Downloads 2,115 (4,801)
Citation 31

Abstract:

5.

Conservative Accounting and Equity Valuation

Downloads 1,504 ( 8,904)

Conservative Accounting and Equity Valuation

Number of pages: 34 Posted: 10 Nov 2000
Xiao-Jun Zhang
University of California, Berkeley
Downloads 1,504 (8,735)
Citation 57

Abstract:

Conservative Accounting and Equity Valuation

Journal of Accounting & Economics, Vol 29, No 2, April 2000
Posted: 10 Nov 2000
Xiao-Jun Zhang
University of California, Berkeley

Abstract:

6.

Anomalous Stock Returns Around Internet Firms' Earnings Announcements

Downloads 1,075 ( 15,223)
Citation 17

Anomalous Stock Returns Around Internet Firms' Earnings Announcements

JAE Boston Conference June 2001
Number of pages: 41 Posted: 28 Apr 2001
Brett Trueman, M.H. Franco Wong and Xiao-Jun Zhang
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Toronto - Rotman School of Management and University of California, Berkeley
Downloads 1,075 (14,921)
Citation 17

Abstract:

Anomalous Stock Returns Around Internet Firms' Earnings Announcements

Journal of Accounting and Economics, Vol. 34, Nos. 1-3, pp. 249-271, January 2003
Posted: 05 Feb 2003
Brett Trueman, M.H. Franco Wong and Xiao-Jun Zhang
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Toronto - Rotman School of Management and University of California, Berkeley

Abstract:

capital market, internet, stock returns, earnings announcement, price pressure

7.

Accounting Conservatism, Aggregation, and Information Quality

Number of pages: 19 Posted: 04 Dec 2007 Last Revised: 02 Jul 2015
Qintao Fan and Xiao-Jun Zhang
University of Oregon, Lundquist School of Business and University of California, Berkeley
Downloads 882 (19,125)
Citation 3

Abstract:

Accounting Conservatism, Information Aggregation, Information Quality

8.

Revenue Recognition in a Multiperiod Agency Setting

Number of pages: 44 Posted: 25 Jul 2000
Sunil Dutta and Xiao-Jun Zhang
University of California, Berkeley - Haas School of Business and University of California, Berkeley
Downloads 774 (22,285)
Citation 21

Abstract:

9.

Information Relevance, Reliability, and Disclosure

Review of Accounting Studies (2012) 17:189-226
Number of pages: 53 Posted: 22 May 2009 Last Revised: 01 Mar 2014
Xiao-Jun Zhang
University of California, Berkeley
Downloads 721 (24,801)
Citation 1

Abstract:

Reliability, Relevance, Disclosure

10.

Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?

Management Science, Forthcoming
Number of pages: 38 Posted: 08 May 2008 Last Revised: 22 May 2014
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Downloads 567 (34,256)

Abstract:

Information Asymmetry, Earnings Release, Expected Returns

11.

Financial Reporting Complexity and Investor Underreaction to 10-K Information

Review of Accounting Studies, Vol. 14, No. 4, 2009
Number of pages: 45 Posted: 13 May 2007 Last Revised: 07 Feb 2012
Haifeng You and Xiao-Jun Zhang
Hong Kong University of Science & Technology (HKUST) - Department of Accounting and University of California, Berkeley
Downloads 512 (37,373)
Citation 25

Abstract:

12.

Selective Trading of Available-for-Sale Securities: Evidence from U.S. Commercial Banks

Accepted for publication in European Accounting Review in March 2017
Number of pages: 51 Posted: 27 Jan 2011 Last Revised: 06 Mar 2017
Minyue Dong and Xiao-Jun Zhang
University of Lausanne and University of California, Berkeley
Downloads 461 (49,333)
Citation 4

Abstract:

Selective trading; Available-for-sale securities; Disclosure format; Earnings management; Commercial banks; Fair value accounting

13.

Book-to-Market Ratio and Skewness of Stock Returns

Accounting Review, Vol. 88, No. 6, 2013
Number of pages: 28 Posted: 05 Jan 2011 Last Revised: 02 Jul 2015
Xiao-Jun Zhang
University of California, Berkeley
Downloads 376 (47,163)
Citation 1

Abstract:

Accounting conservatism, Value/glamour stocks, Book-to-market ratio, Skewness, Growth, Capital asset pricing

14.

Connecting Book Rate of Return to Risk and Return: The Information Conveyed by Conservative Accounting

Columbia Business School Research Paper No. 14-21
Number of pages: 64 Posted: 01 Mar 2014 Last Revised: 16 Dec 2016
Stephen H. Penman and Xiao-Jun Zhang
Columbia Business School - Department of Accounting and University of California, Berkeley
Downloads 321 (39,470)

Abstract:

book rate of return, conservative accounting, risk and return

15.

Limited Attention and Stock Price Drift Following Earnings Announcements and 10-K Filings

Number of pages: 52 Posted: 19 Sep 2009
Haifeng You and Xiao-Jun Zhang
Hong Kong University of Science & Technology (HKUST) - Department of Accounting and University of California, Berkeley
Downloads 248 (92,443)

Abstract:

stock price drift, earnings, 10-K, limited attention

16.

On Modified Dupont Analysis: Negative Net-Financial-Obligations, Financial Leverage, and Expected Stock Returns

Number of pages: 65 Posted: 12 Dec 2016
Xiao-Jun Zhang
University of California, Berkeley
Downloads 0 (259,837)

Abstract:

17.

A Theoretical Analysis Connecting Conservative Accounting to the Cost of Capital

Number of pages: 43 Posted: 26 Nov 2016
Stephen H. Penman and Xiao-Jun Zhang
Columbia Business School - Department of Accounting and University of California, Berkeley
Downloads 0 (155,998)

Abstract:

conservative accounting, risk and return, earnings yield, earnings growth, accruals

18.

Loss-Aversion Discount on Earnings News

Number of pages: 39 Posted: 10 Nov 2016
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Downloads 0 (435,993)

Abstract:

19.

Mixing Fair-Value and Historical-Cost Accounting: Predictable Other-Comprehensive-Income and Mispricing of Bank Stocks

Number of pages: 47 Posted: 10 Nov 2016 Last Revised: 02 May 2017
Peter D. Easton and Xiao-Jun Zhang
University of Notre Dame - Department of Accountancy and University of California, Berkeley
Downloads 0 (151,053)

Abstract:

Market mispricing; Bank risk factors; Holding gains and losses; Available-for-sale securities; Commercial banks; Fair value accounting; Other comprehensive income

20.

Strategic Trading at the Preopening after Earnings Announcements

Number of pages: 36 Posted: 13 Oct 2016 Last Revised: 03 May 2017
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Downloads 0 (237,748)

Abstract:

earnings announcements, price discovery, preopening, informed trading

21.

Are Extended Hours Prices Predictive of Subsequent Stock Returns?

Number of pages: 38 Posted: 15 Jul 2016 Last Revised: 01 Dec 2016
Shai Levi, Joshua Livnat, Li Zhang and Xiao-Jun Zhang
Tel Aviv University, New York University, Rutgers Business School and University of California, Berkeley
Downloads 0 (93,570)

Abstract:

Extended hours trading, earnings announcements, stock recommendation changes, SEC filings, under-reaction

22.

Asymmetric Decrease in Liquidity Trading before Earnings Announcements and the Announcement Return Premium

Journal of Financial Economics (JFE), Forthcoming
Posted: 03 Feb 2013 Last Revised: 20 Aug 2015
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley

Abstract:

Earnings announcement premium; liquidity

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