Wei Zhu

University of Illinois at Urbana-Champaign - Department of Accountancy

Assistant Professor

1206 South Sixth Street

Champaign, IL 61820

United States

SCHOLARLY PAPERS

6

DOWNLOADS

568

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Measuring the Information Content of Accounting Disclosures

Number of pages: 64 Posted: 29 Jun 2018 Last Revised: 07 Aug 2019
Yale School of Management, Yale School of Management and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 303 (102,860)
Citation 1

Abstract:

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U-statistic; earnings announcements; information content; return volatility

2.

Off-Exchange Trading and Post Earnings Announcement Drift

29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 57 Posted: 01 Aug 2018 Last Revised: 07 Aug 2019
Yale School of Management, Yale School of Management and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 132 (223,459)
Citation 1

Abstract:

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Off-exchange trading; Post-earnings-announcement-drift; Limits to arbitrage; Liquidity; Price discovery; Price efficiency

3.

Where Do Activist Shareholders Trade?

Number of pages: 65 Posted: 12 Dec 2018 Last Revised: 15 Jun 2019
Mao Ye and Wei Zhu
University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 131 (224,774)

Abstract:

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Shareholder activism, Schedule 13D filing, Dark pool, Rational expectation equilibrium

4.

Price Discreteness and Investment to Price Sensitivity

Number of pages: 52
Mao Ye, Miles Zheng and Wei Zhu
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 2

Abstract:

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price discreteness, investment to price sensitivity, price informativeness, managerial learning

5.

Do Type II Subsequent Events Impair Financial Reporting Quality?

The Accounting Review, Forthcoming
Posted: 12 Nov 2019
University of Missouri-Columbia, University of Texas at Austin, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Accountancy

Abstract:

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6.

Accruals and Price Crashes

Review of Accounting Studies, Forthcoming
Posted: 06 Apr 2016
Wei Zhu
University of Illinois at Urbana-Champaign - Department of Accountancy

Abstract:

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accruals; crashes; bad news hoarding; default risk