Henry Zhang

The University of Sydney, Business School, Discipline of Finance

PhD Student

P.O. Box H58

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

77

CITATIONS

0

Scholarly Papers (2)

1.

Asset Pricing Anomalies and the State Ownership Effect in China's Domestic Stock Market

30th Australasian Finance and Banking Conference 2017
Number of pages: 28 Posted: 30 Jun 2017
The University of Sydney, Business School, Discipline of Finance, University of Cambridge - Faculty of Economics and Politics and University of Sydney Business School
Downloads 44 (404,206)

Abstract:

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State Owned Enterprise, risk factor, risk premia, value, size, momentum and sector premia

2.

The Idiosyncratic Volatility Anomaly and the Resale Option in Chinese Stock Markets

Number of pages: 42 Posted: 21 Nov 2018 Last Revised: 29 Nov 2018
Shanghai University of Finance and Economics - Department of Finance, The University of Sydney, University of Sydney Business School and The University of Sydney, Business School, Discipline of Finance
Downloads 33 (447,652)

Abstract:

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Idiosyncratic Volatility, Resale Option, China