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

13

DOWNLOADS
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Top 5,553

in Total Papers Downloads

7,862

SSRN CITATIONS

3

CROSSREF CITATIONS

26

Scholarly Papers (13)

1.

Option Return Predictability

27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 60 Posted: 06 Dec 2015 Last Revised: 14 Jan 2018
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 1,903 (8,208)
Citation 8

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Equity option returns; delta-neutral call writing; predictability; stock characteristics

2.
Downloads 1,616 ( 10,753)
Citation 7

Peer Effects of Corporate Social Responsibility

Accepted by Management Science, Forthcoming
Number of pages: 57 Posted: 23 Jul 2015 Last Revised: 21 Mar 2019
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 1,334 (14,229)
Citation 1

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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: 21 Mar 2019
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 282 (110,499)
Citation 7

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

3.

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 811 (30,182)
Citation 2

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

4.

Smart Beta, 'Smarter' Flows

Number of pages: 54 Posted: 03 May 2017 Last Revised: 01 Apr 2019
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 794 (31,112)
Citation 1

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

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 Computer Information Systems and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 760 (32,991)
Citation 3

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earnings management, foreign competition, trade liberalization

6.

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 458 (63,878)
Citation 2

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Analyst coverage; Information production; Corporate social responsibility

7.

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 429 (69,081)

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

8.

ESG Preference and Market Efficiency: Evidence from Mispricing and Institutional Trading

Number of pages: 47 Posted: 09 Apr 2019 Last Revised: 04 Nov 2019
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 385 (78,742)

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Socially responsible institutions; stock mispricing; ESG preference; market efficiency

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 255 (124,059)
Citation 2

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

10.

Patent Examiners Busyness, Patent Quality, and Stock Returns

Number of pages: 49 Posted: 11 Mar 2018 Last Revised: 01 Oct 2018
Tao Shu and Xintong Zhan
The Chinese University of Hong Kong, Shenzhen and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 175 (176,601)

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Patent Examiner, Patent Quality, Stock Return, Investor Underreaction, Corporate Innovation

11.

Option Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74
Number of pages: 60 Posted: 18 Jun 2019 Last Revised: 02 Jan 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 143 (209,422)

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

12.

Implied Volatility Changes and Corporate Bond Returns

Swiss Finance Institute Research Paper No. 19-75
Number of pages: 53 Posted: 18 Jun 2019 Last Revised: 03 Jan 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 127 (231,458)

Abstract:

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

13.

Options Trading and Corporate Debt Structure

Number of pages: 50
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 6

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