Julie Zhu

Fanhai International School of Finance(FISF), Fudan University

220 Handan Road

Shanghai, 200433

China

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 9,433

SSRN RANKINGS

Top 9,433

in Total Papers Downloads

9,253

SSRN CITATIONS
Rank 13,136

SSRN RANKINGS

Top 13,136

in Total Papers Citations

78

CROSSREF CITATIONS

38

Scholarly Papers (17)

1.

Dissecting the Long-term Performance of the Chinese Stock Market

Forthcoming, Journal of Finance
Number of pages: 96 Posted: 05 Dec 2016 Last Revised: 08 Jan 2024
Imperial College London, Fudan University - International School of Finance (FISF), Shanghai University of Finance and Economics and Fanhai International School of Finance(FISF), Fudan University
Downloads 2,839 (8,762)
Citation 26

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

2.
Downloads 407 (23,425)
Citation 29

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 407 (134,471)
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, Fudan University - International School of Finance (FISF) and Fanhai International School of Finance(FISF), Fudan University
Downloads 70 (616,404)
Citation 1

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

4.

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 1,063 (39,574)
Citation 16

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5.

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 910 (49,213)

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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 256 (221,197)
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, Fudan University - International School of Finance (FISF) and Fanhai International School of Finance(FISF), Fudan University
Downloads 60 (669,449)

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

8.
Downloads 141 (64,179)
Citation 12

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 141 (379,878)
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 712 (68,401)
Citation 1

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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 670 (73,937)
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 668 (74,212)
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
Fudan University - International School of Finance (FISF) and Fanhai International School of Finance(FISF), Fudan University
Downloads 470 (114,720)
Citation 4

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

13.

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, Fudan University - International School of Finance (FISF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Fanhai International School of Finance(FISF), Fudan University
Downloads 273 (208,542)

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

14.

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 263 (216,469)

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Implied Cost of Capital, Earnings Growth, Risk

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, University of Manitoba, Fudan University - International School of Finance (FISF) and Fanhai International School of Finance(FISF), Fudan University
Downloads 77 (583,367)
Citation 2

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

16.

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

Columbia Business School Research Paper No. 4020541
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 209 (270,060)

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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 165 (333,292)

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