Angel Zhong

RMIT University - School of Economics, Finance and Marketing

Level 12, 239 Bourke Street

Melbourne, Victoria 3000

Australia

  • RMIT University - School of Economics, Finance and Marketing

SCHOLARLY PAPERS

10

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1,878

SSRN CITATIONS
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SSRN RANKINGS

Top 23,861

in Total Papers Citations

37

CROSSREF CITATIONS

3

Scholarly Papers (10)

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1.

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

Downloads 1,154 (28,318)
Citation 12

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

2015 Financial Markets & Corporate Governance Conference
Number of pages: 33 Posted: 30 Jan 2015
Mardy Chiah, Daniel Chai and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 611 (66,648)
Citation 7

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Size; Book-to-market; Asset pricing; Fama-French model; Australian evidence

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

Number of pages: 34 Posted: 07 Jan 2015 Last Revised: 09 Mar 2015
Mardy Chiah, Daniel Chai and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 521 (81,491)
Citation 8

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Size; Book-to-market; Asset pricing; Fama-French model; Australian evidence

A Better Model? An Empirical Investigation of the Fama–French Five‐Factor Model in Australia

International Review of Finance, Vol. 16, Issue 4, pp. 595-638, 2016
Number of pages: 44 Posted: 07 Dec 2016
Mardy Chiah, Daniel Chai, Angel Zhong and Song LI
Swinburne University of Technology, Monash University, RMIT University - School of Economics, Finance and Marketing and Monash Business School
Downloads 22 (778,226)

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2.

Trading from Home: The Impact of COVID-19 on Trading Volume around the World

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 28 Sep 2020
Mardy Chiah and Angel Zhong
Swinburne University of Technology and RMIT University - School of Economics, Finance and Marketing
Downloads 309 (149,994)
Citation 1

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COVID-19, trading volume, sentiment, culture, governance, gambling

3.

COVID−19 and Oil Price Risk Exposure

Finance Research Letters, Forthcoming
Number of pages: 32 Posted: 20 Jul 2020 Last Revised: 05 Dec 2020
Md Akhtaruzzaman, Sabri Boubaker, Mardy Chiah and Angel Zhong
Australian Catholic University, Ecole de Management de Normandie, Swinburne University of Technology and RMIT University - School of Economics, Finance and Marketing
Downloads 153 (288,895)
Citation 2

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COVID–19; oil price risk; financial industries; non-financial industries; Fama-French 5-factor

4.

Stock Market Reaction to Mandatory ESG Disclosure

Number of pages: 18 Posted: 07 Jul 2022
Jiazhen Wang, Xiaolu Hu and Angel Zhong
Zhengzhou University, RMIT University - School of Economics, Finance and Marketing and RMIT University - School of Economics, Finance and Marketing
Downloads 102 (390,283)

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event study, ESG disclosure, nonfinancial disclosure, climate-related financial risks, mandatory disclosure

5.

Has Idiosyncratic Volatility Increased? Not in Recent Times

Critical Finance Review, Forthcoming
Number of pages: 58 Posted: 13 Nov 2020
Mardy Chiah, Philip Gharghori and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 73 (478,506)

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idiosyncratic volatility, market volatility, asset pricing

6.

Navigating Cryptocurrency Policy Uncertainty

Number of pages: 26 Posted: 07 Nov 2022
Jiazhen Wang, Yiwen Fang, Xiaolu Hu and Angel Zhong
Zhengzhou University, affiliation not provided to SSRN, RMIT University - School of Economics, Finance and Marketing and RMIT University - School of Economics, Finance and Marketing
Downloads 42 (617,168)

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Hedge, Safe haven, Cryptocurrency market, Policy uncertainty, Quantile on quantile

7.

The Impact of Air Pollution on Cost of Debt: Evidence from Corporate Bond Markets

Number of pages: 52 Posted: 22 Nov 2022
Xiaolu Hu, Angel Zhong and Youdan Cao
RMIT University - School of Economics, Finance and Marketing, RMIT University - School of Economics, Finance and Marketing and CITIC Securities Co., Ltd
Downloads 31 (684,700)

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climate change, corporate bond market, air pollution, bond yield spread, cost of debt

8.

The Asymmetric Effects of Oil Price Shocks on Green Innovation

Number of pages: 43 Posted: 02 Dec 2022
Xiaolu Hu, Jing Yu and Angel Zhong
RMIT University - School of Economics, Finance and Marketing, The University of Sydney and RMIT University - School of Economics, Finance and Marketing
Downloads 14 (823,454)

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oil shocks, green technology, Patents, Innovation

9.

Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns

Pacific-Basin Finance Journal, Vol. 69, 2021
Posted: 03 Sep 2021
Muhammad A. Cheema, Mardy Chiah and Angel Zhong
University of Otago New Zealand, Swinburne University of Technology and RMIT University - School of Economics, Finance and Marketing

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Size effectJapanFirm characteristicsProfitabilityStock returns

10.

Learning from SARS: Return and Volatility Connectedness in COVID-19

Finance Research Letters, Vol. 41, 2021
Posted: 28 Jun 2021
Banita Bissoondoyal-Bheenick, Hung Xuan Do, Xiaolu Hu and Angel Zhong
RMIT University, Australia, Massey University, Albany campus, RMIT University - School of Economics, Finance and Marketing and RMIT University - School of Economics, Finance and Marketing

Abstract:

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COVID-19; SARS 2003; Spillover; Volatility connectedness; Return connectedness