Xintong Zhan

Department of Finance, School of Management, Fudan University

Li-Dasan Endowed Chair Professor of Finance

No. 670, Guoshun Road

No.670 Guoshun Road

Shanghai, 200433

China

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

SCHOLARLY PAPERS

17

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Top 3,008

in Total Papers Downloads

18,234

SSRN CITATIONS

47

CROSSREF CITATIONS

46

Scholarly Papers (17)

1.

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 3,726 (4,282)
Citation 15

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Cross-section of equity options; delta-hedged options; return predictability; stock characteristics; option factor model

2.
Downloads 2,189 ( 13,534)
Citation 2

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 1,845 (13,298)
Citation 2

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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 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 344 (110,069)
Citation 13

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

ESG Preference, Institutional Trading, and Stock Return Patterns

Number of pages: 59 Posted: 09 Apr 2019 Last Revised: 26 Aug 2021
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 2,100 (10,817)
Citation 9

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

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 2022
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 39 (617,778)
Citation 3

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4.

Smart Beta, 'Smarter' Flows

Number of pages: 50 Posted: 03 May 2017 Last Revised: 30 Jun 2022
The Hong Kong Polytechnic University - School of Accounting and Finance, Research AffiliatesRayliant Global Advisors, The Chinese University of Hong Kong (CUHK) - CUHK Business School, The University of British Columbia and Department of Finance, School of Management, Fudan University
Downloads 1,159 (27,238)
Citation 2

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

5.

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 978 (34,802)
Citation 9

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

6.

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 931 (37,285)

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patent quality, examiner busyness, stock returns, investor underreaction.

7.

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 923 (37,721)
Citation 5

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earnings management, foreign competition, trade liberalization

8.

Unlocking ESG Premium from Options

Swiss Finance Institute Research Paper No. 21-39
Number of pages: 69 Posted: 08 Jul 2021 Last Revised: 29 Apr 2022
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 920 (37,898)

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ESG, implied volatility, delta-hedged option return

9.

Options Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74
Number of pages: 49 Posted: 18 Jun 2019 Last Revised: 23 Sep 2022
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 916 (38,105)
Citation 1

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

10.

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 908 (38,575)
Citation 3

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

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 668 (58,146)
Citation 7

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Delta-hedged option returns, volatility uncertainty, volatility-of-volatility, model risk, gambling preference

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 596 (67,376)
Citation 3

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Analyst coverage; Information production; Corporate social responsibility

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 543 (75,634)
Citation 1

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

14.

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 506 (82,687)

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Idiosyncratic volatility, calendar effects, option expiration

15.

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 453 (94,181)

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Debt structure; options trading; new debt choice; information asymmetry

16.

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

Number of pages: 60 Posted: 08 Jul 2021 Last Revised: 27 Jul 2022
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 397 (109,809)

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Carbon emissions, corporate bonds, mutual funds, collective selling, redemption risks, liquidity

17.

Option Price Implied Information and REIT Returns

Rotman School of Management Working Paper No. 3788744
Number of pages: 50 Posted: 23 Feb 2021 Last Revised: 23 Mar 2022
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, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Department of Finance, School of Management, Fudan University
Downloads 282 (158,472)

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informed trading in options; stock return predictability; real estate investment trusts