Weiming Elaine Zhang

The Chinese University of Hong Kong (CUHK)

Cheng Yu Tung Building

Shatin

Hong Kong

http://sites.google.com/site/weimingzhangelaine/

SCHOLARLY PAPERS

3

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6

CROSSREF CITATIONS

12

Scholarly Papers (3)

ESG Preference, Institutional Trading, and Stock Return Patterns

Number of pages: 59 Posted: 09 Apr 2019 Last Revised: 26 Aug 2021
Jie Cao, Sheridan Titman, Xintong Zhan and Weiming Elaine Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Texas at Austin - Department of Finance, Department of Finance, School of Management, Fudan University and The Chinese University of Hong Kong (CUHK)
Downloads 1,881 (12,076)
Citation 9

Abstract:

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ESG preference; institutional trading; stock mispricing; stock return patterns

ESG Preference, Institutional Trading, and Stock Return Patterns

NBER Working Paper No. w28156
Number of pages: 53 Posted: 01 Dec 2020 Last Revised: 08 Jun 2022
Jie Cao, Sheridan titman, Xintong Zhan and Weiming Elaine Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Texas at Austin, Department of Finance, School of Management, Fudan University and The Chinese University of Hong Kong (CUHK)
Downloads 18 (733,300)
Citation 3

Abstract:

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2.

Unlocking ESG Premium from Options

Swiss Finance Institute Research Paper No. 21-39
Number of pages: 69 Posted: 08 Jul 2021 Last Revised: 29 Apr 2022
Jie Cao, Amit Goyal, Xintong Zhan and Weiming Elaine Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, Department of Finance, School of Management, Fudan University and The Chinese University of Hong Kong (CUHK)
Downloads 750 (47,261)

Abstract:

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ESG, implied volatility, delta-hedged option return

3.

Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds

Number of pages: 58 Posted: 08 Jul 2021 Last Revised: 04 Apr 2022
Jie Cao, Yi Li, Xintong Zhan, Weiming Elaine Zhang and Linyu Zhou
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Board of Governors of the Federal Reserve System, Department of Finance, School of Management, Fudan University, The Chinese University of Hong Kong (CUHK) and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 277 (153,079)

Abstract:

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Carbon emissions, corporate bonds, mutual funds, herding, redemption risks, liquidity