Author Page for Xintong Zhan

Option Return Predictability

Review of Financial Studies, Vol. 35, 2022, 27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267

Number of pages: 78 Posted: 06 Dec 2015 Last Revised: 01 Mar 2022

Xintong Zhan, Bing Han, Jie Cao and Qing Tong

Department of Finance, School of Management, Fudan University, University of Toronto, Rotman School of Management, The Hong Kong Polytechnic University - School of Accounting and Finance and Shanghai LiLi Technology Co.,Ltd.

Downloads 4,082 (4,093)

Citation 15

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ESG Preference, Institutional Trading, and Stock Return Patterns

Downloads 2,468 ( 9,307)

Citation 20

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ESG Preference, Institutional Trading, and Stock Return Patterns

Number of pages: 59 Posted: 09 Apr 2019 Last Revised: 14 Mar 2023

Jie Cao, Sheridan Titman, Xintong Zhan and Weiming Elaine Zhang

The Hong Kong Polytechnic University - School of Accounting and Finance, University of Texas at Austin - Department of Finance, Department of Finance, School of Management, Fudan University and IE Business School - IE University

Downloads 2,404 (9,519)

Citation 17

Abstract:

ESG Preference, Institutional Trading, and Stock Return Patterns

NBER Working Paper No. w28156

Number of pages: 53 Posted: 01 Dec 2020 Last Revised: 08 Jun 2023

Jie Cao, Sheridan titman, Xintong Zhan and Weiming Elaine Zhang

The Hong Kong Polytechnic University - School of Accounting and Finance, University of Texas at Austin, Department of Finance, School of Management, Fudan University and IE Business School - IE University

Downloads 64 (554,378)

Citation 11

Abstract:

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Peer Effects of Corporate Social Responsibility

Downloads 2,363 (13,087)

Citation 7

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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 Hong Kong Polytechnic University - School of Accounting and Finance, Singapore Management University - Lee Kong Chian School of Business and Department of Finance, School of Management, Fudan University

Downloads 1,995 (12,832)

Citation 7

Abstract:

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 Hong Kong Polytechnic University - School of Accounting and Finance, Singapore Management University - Lee Kong Chian School of Business and Department of Finance, School of Management, Fudan University

Downloads 368 (110,069)

Citation 13

Abstract:

4.

Options Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74, Journal of Financial and Quantitative Analysis (JFQA), accepted

Number of pages: 42 Posted: 18 Jun 2019 Last Revised: 13 Jan 2023

Jie Cao, Amit Goyal, Sai Ke and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, University of Lausanne, University of Houston - C.T. Bauer College of Business and Department of Finance, School of Management, Fudan University

Downloads 1,307 (25,073)

Citation 4

Abstract:

5.

Smart Beta, 'Smarter' Flows

Number of pages: 50 Posted: 03 May 2017 Last Revised: 30 Jun 2022

Jie Cao, Jason C. Hsu, Jason C. Hsu, Linjia Song, Zhanbing Xiao and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, Research AffiliatesRayliant Global Advisors, School of Management, Xiamen University, The University of British Columbia and Department of Finance, School of Management, Fudan University

Downloads 1,230 (27,423)

Citation 2

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6.

Unlocking ESG Premium from Options

Swiss Finance Institute Research Paper No. 21-39

Number of pages: 48 Posted: 24 Mar 2023 Last Revised: 28 Mar 2023

Jie Cao, Amit Goyal, Xintong Zhan and Weiming Elaine Zhang

The Hong Kong Polytechnic University - School of Accounting and Finance, University of Lausanne, Department of Finance, School of Management, Fudan University and IE Business School - IE University

Downloads 1,201 (28,382)

Abstract:

7.

Patent Quality, Firm Value, and Investor Underreaction: Evidence from Patent Examiner Busyness

PBCSF-NIFR Research Paper

Number of pages: 64 Posted: 11 Mar 2018 Last Revised: 04 Aug 2021

Tao Shu, Xuan Tian and Xintong Zhan

The Chinese University of Hong Kong, Shenzhen, Tsinghua University - PBC School of Finance and Department of Finance, School of Management, Fudan University

Downloads 1,037 (35,015)

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8.

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 Department of Finance, School of Management, Fudan University

Downloads 1,028 (35,460)

Citation 9

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9.

Implied Volatility Changes and Corporate Bond Returns

Management Science accepted, Swiss Finance Institute Research Paper No. 19-75

Number of pages: 70 Posted: 18 Jun 2019 Last Revised: 03 Jun 2021

Jie Cao, Amit Goyal, Xiao Xiao and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, University of Lausanne, City University London - Bayes Business School and Department of Finance, School of Management, Fudan University

Downloads 1,023 (35,715)

Citation 13

Abstract:

10.

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 Department of Finance, School of Management, Fudan University

Downloads 957 (39,215)

Citation 5

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11.

Why Does Volatility Uncertainty Predict Equity Option Returns?

Number of pages: 58 Posted: 25 May 2018 Last Revised: 28 Aug 2022

Jie Cao, Aurelio Vasquez, Xiao Xiao and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, City University London - Bayes Business School and Department of Finance, School of Management, Fudan University

Downloads 740 (55,799)

Citation 4

Abstract:

12.

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 Department of Finance, School of Management, Fudan University

Downloads 635 (68,066)

Citation 3

Abstract:

13.

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 Department of Finance, School of Management, Fudan University

Downloads 584 (75,590)

Citation 1

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14.

Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds

Number of pages: 64 Posted: 08 Jul 2021 Last Revised: 12 Jan 2023

Jie Cao, Yi Li, Xintong Zhan, Weiming Elaine Zhang and Linyu (Lucy) Zhou

The Hong Kong Polytechnic University - School of Accounting and Finance, Board of Governors of the Federal Reserve System, Department of Finance, School of Management, Fudan University, IE Business School - IE University and The Chinese University of Hong Kong (CUHK) - Department of Finance

Downloads 547 (82,036)

Abstract:

15.

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

Management Science, Vol.67, 2021

Number of pages: 59 Posted: 14 Oct 2020 Last Revised: 31 Jan 2022

Jie Cao, Tarun Chordia and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, Emory University - Department of Finance and Department of Finance, School of Management, Fudan University

Downloads 544 (82,594)

Abstract:

16.

Options Trading and Corporate Debt Structure

Number of pages: 60 Posted: 10 Feb 2020 Last Revised: 07 Mar 2022

Jie Cao, Michael G. Hertzel, Jie Xu and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, Arizona State University (ASU) - Finance Department, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Department of Finance, School of Management, Fudan University

Downloads 534 (84,548)

Abstract:

17.

Betting Against the Crowd: Option Trading and Market Risk Premium

Number of pages: 58 Posted: 23 Dec 2022 Last Revised: 31 Dec 2022

Jie Cao, Gang Li, Xintong Zhan and Guofu Zhou

The Hong Kong Polytechnic University - School of Accounting and Finance, The Chinese University of Hong Kong, CUHK Business School, Department of Finance, School of Management, Fudan University and Washington University in St. Louis - John M. Olin Business School

Downloads 417 (113,702)

Abstract:

18.

A Factor Model for Stock Options

Georgetown McDonough School of Business Research Paper No. 4308916

Number of pages: 88 Posted: 27 Dec 2022 Last Revised: 04 Jan 2023

Turan G. Bali, Jie Cao, Fousseni Chabi-Yo, Linjia Song and Xintong Zhan

Georgetown University - McDonough School of Business, The Hong Kong Polytechnic University - School of Accounting and Finance, University of Massachusetts Amherst - Isenberg School of Management, School of Management, Xiamen University and Department of Finance, School of Management, Fudan University

Downloads 416 (114,024)

Abstract:

19.

Option Price Implied Information and REIT Returns

Rotman School of Management Working Paper No. 3788744, Journal of Empirical Finance, Forthcoming

Number of pages: 50 Posted: 23 Feb 2021 Last Revised: 13 Jan 2023

Jie Cao, Bing Han, Linjia Song and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, University of Toronto, Rotman School of Management, School of Management, Xiamen University and Department of Finance, School of Management, Fudan University

Downloads 342 (142,049)

Abstract:

20.

A New Factor Model for REIT Returns

Number of pages: 43 Posted: 11 Jan 2023

Jie Cao, Linjia Song and Xintong Zhan

The Hong Kong Polytechnic University - School of Accounting and Finance, School of Management, Xiamen University and Department of Finance, School of Management, Fudan University

Downloads 148 (314,609)

Xintong Zhan

Department of Finance, School of Management, Fudan University

Li-Dasan Endowed Chair Professor of Finance

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