Linti Zhang

Hong Kong Polytechnic University, School of Accounting and Finance

PhD Student

Hung Hom

Kowloon

Hong Kong

SCHOLARLY PAPERS

2

DOWNLOADS

235

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Fu (2009) Positive Relation between Idiosyncratic Volatility and Expected Returns Is Due to Look-Ahead Bias

Critical Finance Review, forthcoming
Number of pages: 60 Posted: 18 Nov 2019 Last Revised: 22 Jul 2020
Hong Kong Polytechnic University, Hong Kong Polytechnic University and Hong Kong Polytechnic University, School of Accounting and Finance
Downloads 198 (213,550)

Abstract:

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Idiosyncratic Volatility, look-ahed bias

2.

Voting Rights and the Delayed Stock Price Response to Option Information

Number of pages: 48 Posted: 26 Feb 2021
Gang Li, Linti Zhang and Shaojun Zhang
Hong Kong Polytechnic University, Hong Kong Polytechnic University, School of Accounting and Finance and Hong Kong Polytechnic University
Downloads 37 (588,825)

Abstract:

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Implied volatility spread, Option to stock volume ratio, Special shareholder meeting, Value of voting right