Harold H. Zhang

University of Texas at Dallas - Naveen Jindal School of Management

P.O. Box 830688

Richardson, TX 75083-0688

United States

China Academy of Financial Research (CAFR)

1954 Huashan Road

Shanghai P.R.China, 200030

China

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 6,562

SSRN RANKINGS

Top 6,562

in Total Papers Downloads

9,513

SSRN CITATIONS
Rank 4,483

SSRN RANKINGS

Top 4,483

in Total Papers Citations

182

CROSSREF CITATIONS

118

Scholarly Papers (24)

1.

Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing

Number of pages: 47 Posted: 02 Sep 2001
Robert M. Dammon, Harold H. Zhang and Chester S. Spatt
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 1,092 (28,354)
Citation 51

Abstract:

Loading...

Taxable and tax-deferred investing, Asset location, Asset allocation

2.

Volume, Volatility, and Leverage: A Dynamic Analysis

Number of pages: 46 Posted: 12 May 1997
George Tauchen, Ming Liu and Harold H. Zhang
Duke University - Economics Group, Duke University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 964 (33,846)
Citation 3

Abstract:

Loading...

An Investigation of the Risk and Return Relation at Long Horizons

Number of pages: 36 Posted: 30 Mar 1999
Paul Harrison and Harold H. Zhang
Federal Reserve Board - Division of Research & Statistics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 827 (41,348)
Citation 14

Abstract:

Loading...

An Investigation of the Risk and Return Relation at Long Horizons

Review of Economics and Statistics
Posted: 31 Mar 1999
Paul Harrison and Harold H. Zhang
Federal Reserve Board - Division of Research & Statistics and University of Texas at Dallas - Naveen Jindal School of Management

Abstract:

Loading...

4.

Stock Returns and the Volatility of Liquidity

EFA 2005 Moscow Meetings
Number of pages: 80 Posted: 25 Aug 2005 Last Revised: 16 Sep 2009
Harold H. Zhang and João Pedro Pereira
University of Texas at Dallas - Naveen Jindal School of Management and Nova School of Business and Economics
Downloads 814 (42,844)
Citation 6

Abstract:

Loading...

Liquidity premium, volatility of liquidity, price impact, dynamic portfolio selection

5.
Downloads 813 ( 42,912)
Citation 6

Subprime Mortgage Defaults and Credit Default Swaps

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 24 May 2010 Last Revised: 08 May 2014
The TCW Group, Inc., University of North Carolina (UNC) at Charlotte, The TCW Group, Inc., University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Jindal School of Management
Downloads 407 (101,146)

Abstract:

Loading...

Subprime mortgage default, Credit default swaps, Securitization

Subprime Mortgage Defaults and Credit Default Swaps

AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 17 Mar 2012 Last Revised: 23 Jan 2014
The TCW Group, Inc., University of North Carolina (UNC) at Charlotte, The TCW Group, Inc., University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas
Downloads 406 (101,441)
Citation 7

Abstract:

Loading...

Subprime mortgage default, Credit default swaps, Securitization

6.

Fear of the Unknown: Familiarity and Economic Decisions

Number of pages: 48 Posted: 10 May 2007 Last Revised: 16 Sep 2009
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Toronto, Rotman School of Management, University of Texas at Dallas - Naveen Jindal School of Management and Marshall School of Business, USC
Downloads 574 (67,513)
Citation 36

Abstract:

Loading...

familiarity, model uncertainty, status quo, home bias, diversification, inertia

7.

Optimal Consumption and Investment with Capital Gains Taxes

Review of Financial Studies, Vol. 14, No. 3, pp. 583-616, Fall 2001
Number of pages: 34 Posted: 30 Sep 2001
Robert M. Dammon, Harold H. Zhang and Chester S. Spatt
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 541 (72,689)
Citation 23

Abstract:

Loading...

Capital gains taxes; Optimal consumption and investment policies; Diversification and tax costs; Reset provision

8.

Taxes, Estate Planning and Financial Theory: New Insights and Perspectives

AFA 2005 Philadelphia Meetings Paper
Number of pages: 26 Posted: 12 Jan 2005
Robert M. Dammon, Chester S. Spatt and Harold H. Zhang
Carnegie Mellon University, Carnegie Mellon University - David A. Tepper School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 512 (77,826)

Abstract:

Loading...

Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?

Number of pages: 44 Posted: 28 Feb 2006
University of Texas at Dallas - School of Management, University of North Carolina at Chapel Hill, University of Texas at Dallas - Naveen Jindal School of Management and University of North Carolina Kenan-Flagler Business School
Downloads 412 (99,761)

Abstract:

Loading...

Asset pricing, capital gain taxes, capitalization, lock-in effect, Taxpayer Relief Act of 1997

Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?

NBER Working Paper No. w12342
Number of pages: 43 Posted: 14 Jul 2006 Last Revised: 24 Mar 2022
University of Texas at Dallas - School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of North Carolina at Chapel Hill and University of North Carolina Kenan-Flagler Business School
Downloads 59 (494,287)
Citation 3

Abstract:

Loading...

10.

Capital Gains Taxes and Stock Return Volatility

Number of pages: 55 Posted: 20 Mar 2007 Last Revised: 22 Sep 2012
Zhonglan Dai, Douglas A. Shackelford and Harold H. Zhang
University of Texas at Dallas - School of Management, University of North Carolina Kenan-Flagler Business School and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 434 (94,726)
Citation 3

Abstract:

Loading...

Capital Gains Taxes, Stock Return Volatility, Accrued Capital Gains

11.

Diversification and Capital Gains Taxes with Multiple Risky Assets

Number of pages: 42 Posted: 02 Sep 2001
Robert M. Dammon, Harold H. Zhang and Chester S. Spatt
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 416 (99,473)
Citation 21

Abstract:

Loading...

Optimal portfolio, Capital gains taxes, Multiple risky assets, Diversification

12.

Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns

Review of Financial Studies (RFS), Forthcoming
Number of pages: 58 Posted: 24 May 2013 Last Revised: 24 Aug 2016
Jun Li and Harold H. Zhang
University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 308 (138,633)
Citation 5

Abstract:

Loading...

Short-run and long-run consumption risks, Momentum and long-term contrarian profits, Value premium

13.

Understanding the Information Content of Short Interests

Number of pages: 45 Posted: 23 Jan 2009
Yexiao Xu, Harold H. Zhang and Xin Zhou
University of Texas at Dallas - School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 269 (159,260)
Citation 1

Abstract:

Loading...

Short interests, Binding ratio, Return predictability, Market efficiency, Earning announcement

14.

Financial Networks and Trading in Bond Markets

Number of pages: 40 Posted: 17 Mar 2008 Last Revised: 16 Sep 2009
Umit G. Gurun, G. Geoffrey Booth and Harold H. Zhang
University of Texas at Dallas, Michigan State University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 245 (174,689)
Citation 2

Abstract:

Loading...

Global Financial Networks, Information, Bond

15.

Model Uncertainty, Limited Market Participation and Asset Prices

EFA 2003 Annual Conference Paper No. 94, Sauder School of Business Working Paper
Number of pages: 48 Posted: 23 Jul 2003
H. Henry Cao, Harold H. Zhang and Tan Wang
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Texas at Dallas - Naveen Jindal School of Management and University of British Columbia (UBC) - Division of Finance
Downloads 206 (205,784)
Citation 46

Abstract:

Loading...

Operating Hedge and Gross Profitability Premium

Number of pages: 47 Posted: 25 Oct 2021 Last Revised: 22 Jun 2022
Leonid Kogan, Jun Li and Harold H. Zhang
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 185 (226,447)

Abstract:

Loading...

Variable costs, operating hedge, gross profitability premium, value premium, asset pricing, CAPM, growth opportunities, anomalies

17.

Explaining Bond Returns in Heterogeneous Agent Models: The Importance of Higher Order Moments

Number of pages: 31 Posted: 20 Mar 1999
Harold H. Zhang
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 178 (234,056)
Citation 1

Abstract:

Loading...

18.

Capital Gains Taxes and the Risk-Return Tradeoff

Number of pages: 61 Posted: 07 Mar 2010 Last Revised: 22 Sep 2012
Zhonglan Dai, Douglas A. Shackelford and Harold H. Zhang
University of Texas at Dallas - School of Management, University of North Carolina Kenan-Flagler Business School and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 165 (249,538)
Citation 1

Abstract:

Loading...

capital gains taxes, risk-return tradeoff, dividend yield, asset pricing

19.

External Habit and the Cyclicality of Expected Stock Returns

FEDS Working Paper No. 2005-27
Number of pages: 31 Posted: 26 Apr 2000
Thomas D. Tallarini and Harold H. Zhang
Federal Reserve Banks - Federal Reserve Bank of Minneapolis and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 147 (274,348)
Citation 7

Abstract:

Loading...

20.

Upstream Intergenerational Transfers

Number of pages: 37 Posted: 17 Nov 1997
Frank A. Sloan and Harold H. Zhang
Duke University - Center for Health Policy, Law and Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 122 (316,156)
Citation 5

Abstract:

Loading...

21.

Incentivizing Investors for a Greener Economy

Number of pages: 54 Posted: 18 Oct 2021 Last Revised: 28 Mar 2022
Nam Nguyen, Alejandro Rivera and Harold H. Zhang
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 115 (329,622)

Abstract:

Loading...

Climate change, investment income taxes, dynamic taxation, ESG investing

22.

The Effect of Financial Constraint on Shareholder Taxes and Firm Investments

Number of pages: 45 Posted: 06 Mar 2012
Zhonglan Dai, Yue Ying and Harold H. Zhang
University of Texas at Dallas - School of Management, affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 86 (397,999)

Abstract:

Loading...

23.

Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?

NBER Working Paper No. w17169
Number of pages: 47 Posted: 25 Jun 2011 Last Revised: 01 Jun 2022
affiliation not provided to SSRN, University of Texas at Dallas - School of Management, University of North Carolina Kenan-Flagler Business School and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 29 (635,852)
Citation 3

Abstract:

Loading...

24.

Investment Income Taxes and Private Equity Acquisition Activity

Journal of Empirical Finance, Volume 59, December 2020, Pages 25-51 https://doi.org/10.1016/j.jempfin.2020.07.007
Posted: 11 Oct 2018 Last Revised: 18 Aug 2020
Alex Holcomb, Paul Mason and Harold H. Zhang
Appalachian State University, Baylor University and University of Texas at Dallas - Naveen Jindal School of Management

Abstract:

Loading...

Investment Income Taxes, Acquisitions, Private Equity, Capital Gains