Xintong Zhan

The Chinese University of Hong Kong (CUHK) - CUHK Business School

Assistant Professor of Finance and Real Estate

Cheng Yu Tung Building

Shatin, NT

Hong Kong

http://sites.google.com/view/xintongzhan

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 5,190

SSRN RANKINGS

Top 5,190

in Total Papers Downloads

9,019

SSRN CITATIONS

13

CROSSREF CITATIONS

27

Scholarly Papers (14)

1.

Option Return Predictability

27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 66 Posted: 06 Dec 2015 Last Revised: 08 Jun 2020
Jie Cao, Bing Han, Qing Tong and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Toronto, Rotman School of Management, School of Business, Renmin University of China and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 2,031 (7,960)
Citation 12

Abstract:

Loading...

Cross-section of equity options; delta-neutral call writing; return predictability; stock characteristics; option factor model

2.
Downloads 1,725 ( 14,135)
Citation 1

Peer Effects of Corporate Social Responsibility

Management Science, Vol. 65, 2019
Number of pages: 57 Posted: 23 Jul 2015 Last Revised: 24 Jul 2020
Jie Cao, Hao Liang and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Singapore Management University - Lee Kong Chian School of Business and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 1,424 (13,863)
Citation 1

Abstract:

Loading...

Corporate social responsibility; peer effects; product markets; shareholder proposal; regression discontinuity

Peer Effects of Corporate Social Responsibility

Accepted by Management Science, Forthcoming
Number of pages: 57 Posted: 31 Aug 2016 Last Revised: 23 Jul 2020
Jie Cao, Hao Liang and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Singapore Management University - Lee Kong Chian School of Business and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 301 (110,069)
Citation 13

Abstract:

Loading...

Corporate social responsibility, peer effects, shareholder proposal, regression discontinuity design

3.

Smart Beta, 'Smarter' Flows

Number of pages: 39 Posted: 03 May 2017 Last Revised: 26 May 2020
Jie Cao, Jason C. Hsu, Zhanbing Xiao and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Rayliant Global Advisors, The University of British Columbia and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 854 (30,141)
Citation 1

Abstract:

Loading...

Smart beta ETFs; financial innovation; asset pricing models; mutual fund flows; investor behavior

4.

Product Market Threats and Stock Crash Risk

Number of pages: 58 Posted: 01 Aug 2014 Last Revised: 22 Nov 2017
Si Li and Xintong Zhan
Wilfrid Laurier University - School of Business & Economics and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 832 (31,292)
Citation 4

Abstract:

Loading...

Market competition; Product market threats; Stock crash risk; Tail risk; Bad news withholding

5.

Does Competition Affect Earnings Management? Evidence from a Natural Experiment

Number of pages: 59 Posted: 21 Nov 2013 Last Revised: 08 Dec 2016
Chen Lin, Micah S. Officer and Xintong Zhan
The University of Hong Kong - Faculty of Business and Economics, Loyola Marymount University - Department of Finance and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 792 (33,451)
Citation 5

Abstract:

Loading...

earnings management, foreign competition, trade liberalization

6.

ESG Preference, Institutional Trading, and Stock Return Patterns

Number of pages: 42 Posted: 09 Apr 2019 Last Revised: 01 Apr 2020
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Texas at Austin - Department of Finance, The Chinese University of Hong Kong (CUHK) - CUHK Business School and The Chinese University of Hong Kong (CUHK)
Downloads 727 (37,608)
Citation 5

Abstract:

Loading...

ESG preference; institutional trading; stock mispricing; stock return patterns

7.

Stock Analysts and Corporate Social Responsibility

Number of pages: 47 Posted: 07 Sep 2015 Last Revised: 11 Mar 2018
Hui Dong, Chen Lin and Xintong Zhan
Shanghai University of Finance and Economics - School of Accountancy, The University of Hong Kong - Faculty of Business and Economics and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 486 (63,389)
Citation 2

Abstract:

Loading...

Analyst coverage; Information production; Corporate social responsibility

8.

Does the Change in the Information Environment Affect the Choice between Bank Debt and Public Debt?

Number of pages: 53 Posted: 01 Dec 2014 Last Revised: 18 Apr 2018
Xu Li, Chen Lin and Xintong Zhan
The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 458 (68,201)

Abstract:

Loading...

Information Environment, Choice between bank debt and public debt, Analyst coverage

9.

Volatility Uncertainty and the Cross-Section of Option Returns

Number of pages: 53 Posted: 25 May 2018 Last Revised: 28 Dec 2019
Jie Cao, Aurelio Vasquez, Xiao Xiao and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 304 (109,277)
Citation 3

Abstract:

Loading...

Delta-hedged option returns; volatility estimates; uncertainty of volatility

10.

Options Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74
Number of pages: 65 Posted: 18 Jun 2019 Last Revised: 30 Apr 2020
Jie Cao, Amit Goyal, Sai Ke and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, University of Houston - C.T. Bauer College of Business and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 253 (132,605)
Citation 1

Abstract:

Loading...

option trading, price informativeness, stock synchronicity, information acquisition and production

11.

Patent Quality and Firm Value: Evidence from Patent Examiners Busyness

Number of pages: 50 Posted: 11 Mar 2018 Last Revised: 13 Feb 2020
Tao Shu, Xuan Tian and Xintong Zhan
The Chinese University of Hong Kong, Shenzhen, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 245 (136,990)

Abstract:

Loading...

patent quality, patent examiners, firm value, stock returns, innovation, USPTO, investor underreaction

12.

Implied Volatility Changes and Corporate Bond Returns

Swiss Finance Institute Research Paper No. 19-75
Number of pages: 63 Posted: 18 Jun 2019 Last Revised: 17 Jul 2020
Jie Cao, Amit Goyal, Xiao Xiao and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 223 (150,106)
Citation 1

Abstract:

Loading...

Corporate bonds, implied volatility changes, default risk, information diffusion

13.

Options Trading and Corporate Debt Structure

Number of pages: 50 Posted: 10 Feb 2020 Last Revised: 30 Apr 2020
Jie Cao, Michael G. Hertzel, Jie Xu and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Arizona State University (ASU) - Finance Department, The Chinese University of Hong Kong (CUHK) - CUHK Business School and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 83 (325,127)

Abstract:

Loading...

14.

The Calendar Effects of the Idiosyncratic-Volatility Puzzle: A Tale of Two Days?

Management Science accepted
Number of pages: 59
Jie Cao, Tarun Chordia and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Emory University - Department of Finance and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 6

Abstract:

Loading...

Idiosyncratic volatility, calendar effects, option expiration