Sheng Zhu

Willis Towers Watson

Lead Associate (Operational & Investment Oversight)

875 Third Avenue

New York, NY 10022

United States

SCHOLARLY PAPERS

5

DOWNLOADS

101

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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
Downloads 44 (424,184)

Abstract:

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

2.

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 and University College Cork
Downloads 26 (505,748)

Abstract:

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Sentiment risk, asset pricing, stock returns, financial conditions

3.

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, University College Cork and University College Cork
Downloads 18 (553,309)

Abstract:

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stock pricing, UK stock market, economic uncertainty

4.

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
Downloads 12 (591,136)

Abstract:

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

5.

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

Number of pages: 28
Sheng Zhu, Jun Gao and Meadhbh Sherman
Willis Towers Watson, University College Cork and University College Cork
Downloads 1

Abstract:

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