Julie Zhu

Fanhai International School of Finance(FISF), Fudan University

220 Handan Road

Shanghai, 200433

China

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 11,163

SSRN RANKINGS

Top 11,163

in Total Papers Downloads

6,680

SSRN CITATIONS
Rank 16,159

SSRN RANKINGS

Top 16,159

in Total Papers Citations

24

CROSSREF CITATIONS

44

Scholarly Papers (17)

1.

Dissecting the Long-term Performance of the Chinese Stock Market

Number of pages: 91 Posted: 05 Dec 2016 Last Revised: 11 Oct 2022
Imperial College London, Fanhai International School of Finance, Fudan University, Shanghai University of Finance and Economics and Fanhai International School of Finance(FISF), Fudan University
Downloads 1,531 (18,505)
Citation 16

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Stock market, return, IPO, net cash flow, corporate governance, behavioral bias

2.
Downloads 358 (20,004)
Citation 21

Accounting Anomalies, Risk and Return

The Accounting Review, Vol. 89, No. 5, 2014
Number of pages: 47 Posted: 09 Oct 2017
Stephen H. Penman and Julie Zhu
Columbia University - Columbia Business School, Accounting, Business Law & Taxation and Fanhai International School of Finance(FISF), Fudan University
Downloads 358 (126,194)
Citation 8

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Earnings-Reducing Activities Before Management Buyouts

Number of pages: 42 Posted: 09 Oct 2017
Xi Li, Jun "QJ" Qian and Julie Zhu
University of Arkansas - Department of Finance, Fanhai International School of Finance, Fudan University and Fanhai International School of Finance(FISF), Fudan University
Downloads 53 (567,890)

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Management buyout, discretionary expenses, asset sales, accruals, stock return

4.

A Fundamental Factor Model

Columbia Business School Research Paper No. 18-76
Number of pages: 78 Posted: 03 Nov 2018 Last Revised: 06 Dec 2018
Stephen H. Penman and Julie Zhu
Columbia University - Columbia Business School, Accounting, Business Law & Taxation and Fanhai International School of Finance(FISF), Fudan University
Downloads 849 (43,455)

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5.

An Accounting-Based Asset Pricing Model and a Fundamental Factor

Journal of Accounting & Economics (JAE), Vol. 73, No. 1, 2022
Number of pages: 71 Posted: 10 Jun 2019 Last Revised: 31 Dec 2021
Stephen H. Penman and Julie Zhu
Columbia University - Columbia Business School, Accounting, Business Law & Taxation and Fanhai International School of Finance(FISF), Fudan University
Downloads 783 (48,478)
Citation 3

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Accounting-Based Estimates of the Cost of Capital: A Third Way

Number of pages: 69 Posted: 09 Oct 2017 Last Revised: 12 Oct 2017
Stephen H. Penman and Julie Zhu
Columbia University - Columbia Business School, Accounting, Business Law & Taxation and Fanhai International School of Finance(FISF), Fudan University
Downloads 210 (217,926)
Citation 1

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Holdups, Renegotiation, and Deal Protection in Mergers

Number of pages: 46 Posted: 09 Oct 2017 Last Revised: 14 Oct 2017
Boston College - Carroll School of Management, Fanhai International School of Finance, Fudan University and Fanhai International School of Finance(FISF), Fudan University
Downloads 46 (604,658)

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Holdup, renegotiation, merger, deal protection, termination fee, lockup

8.
Downloads 73 (60,227)
Citation 7

Can Analysts Analyze Mergers?

Management Science, Volume 60, Number 4, April 2014
Number of pages: 34 Posted: 09 Oct 2017
Boston College - Department of Finance, Securities and Exchange Commission (SEC)Independent and Fanhai International School of Finance(FISF), Fudan University
Downloads 73 (481,761)
Citation 4

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Mergers and acquisitions, analyst coverage, investment bank, forecast accuracy, stock performance

9.

Effects of Auditing Fee on Auditing Quality: Evidence From a Natural Experiment in China

Number of pages: 44 Posted: 31 Dec 2018 Last Revised: 01 Feb 2019
Huasheng Gao, Yunfei Qi, Chenxi Xu and Julie Zhu
Fanhai International School of Finance, Fudan University, University of International Business and Economics (UIBE), University of International Business and Economics (UIBE) and Fanhai International School of Finance(FISF), Fudan University
Downloads 632 (64,293)

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auditing fee, auditing quality, earnings quality

10.

Has Section 404 of the Sarbanes-Oxley Act Discouraged Corporate Investment? New Evidence from a Natural Experiment

Management Science (2019), 65(7): 3423 – 3446.
Number of pages: 60 Posted: 09 Oct 2017 Last Revised: 07 Jan 2022
Ana M. Albuquerque and Julie Zhu
Boston University - Questrom School of Business and Fanhai International School of Finance(FISF), Fudan University
Downloads 629 (64,858)
Citation 4

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SOX, Section 404, investment, corporate risk-taking, regulation, natural experiment

11.

The Implied Cost of Capital: Accounting for Growth

Columbia Business School Research Paper Forthcoming
Number of pages: 44 Posted: 25 Oct 2019 Last Revised: 01 Mar 2021
Columbia University - Columbia Business School, Accounting, Business Law & Taxation, Fanhai International School of Finance(FISF), Fudan University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 533 (79,704)
Citation 3

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12.

Return to Invested Capital and the Performance of Mergers and Acquisitions

Forthcoming, Management Science
Number of pages: 41 Posted: 26 Jun 2014 Last Revised: 12 Oct 2017
Jun "QJ" Qian and Julie Zhu
Fanhai International School of Finance, Fudan University and Fanhai International School of Finance(FISF), Fudan University
Downloads 357 (127,531)
Citation 4

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Merger and acquisition, invested capital, stock return, return on assets, CEO turnover

Enforceability and the Effectiveness of Laws and Regulations

Journal of Corporate Finance, Forthcoming
Number of pages: 52 Posted: 09 Oct 2017 Last Revised: 23 Feb 2020
Ke Li, Lei Lu, Jun "QJ" Qian and Julie Zhu
Shanghai Stock Exchange, Asper School of Business, University of Manitoba, Fanhai International School of Finance, Fudan University and Fanhai International School of Finance(FISF), Fudan University
Downloads 63 (521,748)
Citation 2

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Enforceability, controlling shareholder, tunneling, loan guarantee, asset diversion

14.

Stock Pledged Loans, Capital Markets, and Firm Performance in China

Number of pages: 56 Posted: 18 Feb 2021
Shanghai Advanced Institute of Finance, Shanghai Jiaotong University, Fanhai International School of Finance, Fudan University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Fanhai International School of Finance(FISF), Fudan University
Downloads 185 (244,711)

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Stock pledged loan, largest shareholder, return, momentum, related-party transactions.

15.

Estimating an Equity Yield to Maturity: Deficiencies of the Implied Cost of Capital (ICC) and an Alternative

Number of pages: 49 Posted: 16 Feb 2022
Columbia University - Columbia Business School, Accounting, Business Law & Taxation, Fanhai International School of Finance(FISF), Fudan University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 164 (271,509)

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Implied Cost of Capital, Earnings Growth, Risk

16.

Returns on Risky Portfolios Are Explained by a Two-Factor ICAPM Model Based on Firms’ Fundamentals

Columbia Business School Research Paper Forthcoming
Number of pages: 48 Posted: 30 Jan 2022
Columbia University - Columbia Business School, Accounting, Business Law & Taxation, Fanhai International School of Finance(FISF), Fudan University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 110 (368,683)

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17.

Explaining Return Anomalies with a Two-factor ICAPM Model

Number of pages: 40 Posted: 11 May 2022
Columbia University - Columbia Business School, Accounting, Business Law & Taxation, Fanhai International School of Finance(FISF), Fudan University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 104 (383,256)

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