Weinan Zheng

The University of Hong Kong Faculty of Business and Economics

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS

525

SSRN CITATIONS
Rank 38,936

SSRN RANKINGS

Top 38,936

in Total Papers Citations

15

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

The Invisible Burden: Goodwill and the Cross-Section of Stock Returns

Number of pages: 57 Posted: 13 Dec 2018 Last Revised: 18 Jan 2019
Xin Liu, Chengxi (Adam) Yin and Weinan Zheng
University of Bath, University of International Business and Economics and The University of Hong Kong Faculty of Business and Economics
Downloads 247 (128,579)

Abstract:

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

2.

Aggregate Opportunistic Insider Trading and Market Return Predictability

Number of pages: 52 Posted: 15 Nov 2018 Last Revised: 30 Jul 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 152 (200,604)
Citation 14

Abstract:

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Aggregate Insider Trading; Market Return; Opportunistic Trades; Out-of-Sample Tests; Macroeconomic Fundamentals

3.

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 108 (260,586)
Citation 1

Abstract:

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

4.

The Term Structure of Mutual Fund Herding

Number of pages: 35 Posted: 17 Dec 2019
Xin Liu and Weinan Zheng
University of Bath and The University of Hong Kong Faculty of Business and Economics
Downloads 18 (553,154)

Abstract:

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