Maosen Zhong

University of Queensland - Business School

Brisbane, Queensland 4072

Australia

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 24,187

in Total Papers Citations

19

CROSSREF CITATIONS

21

Scholarly Papers (13)

On Testing the Random Walk Hypothesis: A Model-Comparison Approach

Number of pages: 31 Posted: 04 Oct 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 1,288 (19,654)
Citation 7

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random walk hypothesis, Chinese stock market, artificial neural network

On Testing the Random-Walk Hypothesis: A Model-Comparison Approach

Posted: 15 Aug 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School

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On Testing the Random Walk Hypothesis: A Model-Comparison Approach

Posted: 05 Oct 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School

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random walk hypothesis, Chinese stock market, artificial neural network

Intraday Trading Volume and Return Volatility of the Djia Stocks: A Note

Number of pages: 13 Posted: 06 Jan 2003
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School
Downloads 1,204 (21,738)
Citation 5

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Trading volume, Return volatility, EGARCH, Pooled Granger-causality

Intraday Trading Volume and Return Volatility of the Djia Stocks: A Note

Posted: 06 Jan 2003
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School

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Trading volume, Return volatility, EGARCH, Pooled Granger-causality

Stock Returns, Inflation and Macroeconomy: The Long- and Short-Run Dynamics

Number of pages: 26 Posted: 21 Dec 2001
Marc Chopin and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance and University of Queensland - Business School
Downloads 972 (29,715)
Citation 3

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Stock Return, Inflation, Vector Error Correction Model, Long-run equilibrium

Stock Returns, Inflation and Macroeconomy: The Long- and Short-Run Dynamics

Posted: 23 Jan 2002
Marc Chopin and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance and University of Queensland - Business School

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Stock Return, Inflation, Vector Error Correction Model, Long-run equilibrium

4.

Price Discovery and Volatility Spillovers in Index Futures Markets: Some Evidence from Mexico

Number of pages: 26 Posted: 30 Jun 2004
Maosen Zhong, Ali F. Darrat and Rafael Otero
University of Queensland - Business School, Louisiana Tech University - College of Business and University of Texas at Brownsville - School of Business
Downloads 551 (64,408)
Citation 5

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Stock index futures, emerging markets, cointegration, error correction, EGARCH

Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence

Number of pages: 39 Posted: 04 Oct 2001
Dwight C. Anderson, Ali F. Darrat and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance, Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 418 (89,149)
Citation 2

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Present value model, time-varying expected inflation, fundamental and non-fundamental values of stock prices, market rationality

Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence

Posted: 30 Oct 2001
Dwight C. Anderson, Ali F. Darrat and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance, Louisiana Tech University - College of Business and University of Queensland - Business School

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Present value model, time-varying expected inflation, fundamental and non-fundamental values of stock prices, market rationality

6.

Testing the Implications of Overconfidence for Intraday Trading

Number of pages: 40 Posted: 07 Mar 2005
Ali F. Darrat, Maosen Zhong and Louis T. W. Cheng
Louisiana Tech University - College of Business, University of Queensland - Business School and The Hang Seng University of Hong Kong - Department of Economics and Finance
Downloads 398 (95,156)

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Trading volume, return volatility, behavioral finance, overconfidence

7.
Downloads 303 (128,800)
Citation 8

Consumption Habit and International Stock Returns

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 33 Posted: 19 Aug 2004
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 225 (173,309)

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Consumption-based CAPM, habit formation, international asset pricing

Consumption Habit and International Stock Returns

Number of pages: 33 Posted: 15 Jun 2004
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 78 (393,291)

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Consumption-based CAPM, habit formation, international asset pricing

8.

International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk

Number of pages: 56 Posted: 14 Dec 2003
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 233 (167,977)

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international asset pricing, consumption-based model, habit formation

Risk Exposures and International Diversification: Evidence from Ishares

Number of pages: 41 Posted: 09 Mar 2005
Maosen Zhong and Hui Yang
University of Queensland - Business School and Kansas State University - Department of Finance
Downloads 214 (181,804)

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Risk exposure, international diversification, iShares

Risk Exposures and International Diversification: Evidence from Ishares

Number of pages: 17 Posted: 28 Apr 2005
Maosen Zhong and Hui Yang
University of Queensland - Business School and Kansas State University - Department of Finance
Downloads 16 (703,613)
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Permanent and Transitory Driving Forces in the Asian-Pacific Stock Markets

Number of pages: 28 Posted: 04 Oct 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 165 (229,633)
Citation 5

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Asian-Pacific stock markets, the U.S. and Japan, cointegration, driving forces, international asset

Permanent and Transitory Driving Forces in the Asian-Pacific Stock Markets

Posted: 04 Nov 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School

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Asian-Pacific stock markets, the U.S. and Japan, cointegration, driving forces, international asset

11.

Why Do U.S. Banks Borrow from the Fed? A Fresh Look at the 'Reluctance' Phenomenon

Applied Financial Economics, Vol. 14, pp. 477-484, 2004
Number of pages: 8 Posted: 01 Jul 2004
Louisiana Tech University - College of Business, University of Texas at Brownsville, University of Texas at Brownsville and University of Queensland - Business School
Downloads 107 (319,396)

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Commercial banks, Discount window borrowing, Federal Reserve

12.

Equity Market Linkage and Multinational Trade Accords: The Case of NAFTA

Number of pages: 31 Posted: 01 Jul 2004
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 101 (331,901)
Citation 1

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NAFTA, equity market linkage, cointegration, speed of convergence, long-run price equilibrium; generalized variance decompositions

13.

The Role of Futures Trading in Spot Market Fluctuations: Perpetrator of Volatility or Victim of Regret?

Posted: 27 Aug 2001
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School

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futures trading, spot market volatility, exponential GARCH, regret theory