Sheng Zhu

Willis Towers Watson - The Asset Management Exchange

Lead Associate, Operational & Investment Oversight

2nd Floor

85 South Mall

Cork, Munster T12 A3XN

Ireland

SCHOLARLY PAPERS

8

DOWNLOADS

213

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

The Performance of US Bond Mutual Funds

International Review of Financial Analysis, Forthcoming
Number of pages: 28 Posted: 08 Apr 2019
City University London - Sir John Cass Business School, University College Cork, University College Cork and Willis Towers Watson - The Asset Management Exchange
Downloads 64 (393,446)

Abstract:

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mutual funds, bond funds, benchmark returns, market timing, persistence.

2.

The Role of Future Economic Conditions in the Cross-Section of Stock Returns: Evidence From the US and UK

Forthcoming, Research in International Business and Finance
Number of pages: 28 Posted: 02 Mar 2020
Sheng Zhu, Jun Gao and Meadhbh Sherman
Willis Towers Watson - The Asset Management Exchange, University College Cork and University College Cork
Downloads 41 (478,608)

Abstract:

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Pro-cyclical, counter-cyclical, future economic conditions, expectations

3.

Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis

Sheng Zhu, Ella Kavanagh, Niall O'Sullivan, (2020). Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis, International Journal of Finance and Economics, Forthcoming
Number of pages: 37 Posted: 13 Jul 2020
Willis Towers Watson - The Asset Management Exchange, affiliation not provided to SSRN and University College Cork
Downloads 31 (526,344)

Abstract:

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Financial Conditions Index, TVP-FAVAR

4.

The Role of Economic Uncertainty in UK Stock Returns

Forthcoming, Journal of Risk and Financial Management
Number of pages: 30 Posted: 08 Apr 2019
University College Cork, Willis Towers Watson - The Asset Management Exchange, University College Cork and University College Cork
Downloads 31 (526,344)

Abstract:

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stock pricing, UK stock market, economic uncertainty

5.

Sentiment Versus Liquidity Pricing Effects in the Cross-Section of UK Stock Returns

Forthcoming, Journal of Asset Management
Number of pages: 28 Posted: 07 May 2019
Niall O'Sullivan, Sheng Zhu and Jason Foran
University College Cork, Willis Towers Watson - The Asset Management Exchange and University College Cork
Downloads 28 (542,982)

Abstract:

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Sentiment risk, asset pricing, stock returns, financial conditions

6.

A New Structural Analysis of Inflation and Economic Activity

Forthcoming, International Journal of Economic Sciences 8(1)
Number of pages: 17 Posted: 18 Apr 2019
Jun Gao and Sheng Zhu
University College Cork and Willis Towers Watson - The Asset Management Exchange
Downloads 13 (641,218)

Abstract:

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Phillips Curve, IS Curve, Expectations, Time-Varying Parameter Regression

7.

Inflation Targeting and Financial Conditions: UK Monetary Policy during the Great Moderation and Financial Crisis

Journal of Financial Stability, Forthcoming: https://doi.org/10.1016/j.jfs.2020.100834
Number of pages: 54
Willis Towers Watson - The Asset Management Exchange, affiliation not provided to SSRN and University College Cork
Downloads 4

Abstract:

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Monetary policy, Financial Conditions, Economic Activity Index

8.

The Natural Real Rate of Interest and Monetary Policy: New Evidence for the US

Number of pages: 45
Ella Kavanagh, Sheng Zhu and Jun Gao
affiliation not provided to SSRN, Willis Towers Watson - The Asset Management Exchange and University College Cork
Downloads 1

Abstract:

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Natural rate, monetary policy, New Keynesian model