Angel Zhong

RMIT University - School of Economics, Finance and Marketing

Level 12, 239 Bourke Street

Melbourne, Victoria 3000

Australia

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 39,978

SSRN RANKINGS

Top 39,978

in Total Papers Downloads

1,878

SSRN CITATIONS
Rank 23,861

SSRN RANKINGS

Top 23,861

in Total Papers Citations

37

CROSSREF CITATIONS

3

Scholarly Papers (10)

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

Abstract:

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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

Abstract:

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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

Abstract:

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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
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

Abstract:

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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)

Abstract:

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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)

Abstract:

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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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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
RMIT University, Australia, Massey University, Albany campus, RMIT University - School of Economics, Finance and Marketing and RMIT University - School of Economics, Finance and Marketing

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