Weinan Zheng

The University of Hong Kong Faculty of Business and Economics

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

440

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Invisible Burden

Journal of Financial Markets, Forthcoming
Number of pages: 63 Posted: 13 Dec 2018 Last Revised: 14 Apr 2020
Xin Liu, Chengxi (Adam) Yin and Weinan Zheng
Hanqing Advanced Institute of Economics and Finance, Renmin University of China, University of International Business and Economics and The University of Hong Kong Faculty of Business and Economics
Downloads 286 (116,402)

Abstract:

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Goodwill, Return Predictability, Cash Flow, Underreaction, Market Inefficiency

2.

Substitution between Short Selling and Options Trading in Predicting Aggregate Stock Returns

Number of pages: 50 Posted: 31 May 2019
Shiyang Huang, Tse-Chun Lin and Weinan Zheng
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong Faculty of Business and Economics
Downloads 130 (238,927)
Citation 1

Abstract:

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Aggregate Short Interest; Options Trading; Market Return; Out-of-Sample Tests; Informed Traders

3.

The Term Structure of Mutual Fund Herding

Number of pages: 35 Posted: 17 Dec 2019
Xin Liu and Weinan Zheng
Hanqing Advanced Institute of Economics and Finance, Renmin University of China and The University of Hong Kong Faculty of Business and Economics
Downloads 24 (541,211)

Abstract:

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Herding, Treasuries, Time-to-maturity, Mutual funds, Short-termism