Liping Zou

School of Economics and Finance, Massey Univeristy, Albany

Senior Lecturer - Finance

Auckland, 0745

New Zealand

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 46,019

SSRN RANKINGS

Top 46,019

in Total Papers Downloads

989

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.

An Empirical Note on US Stock Split Announcements, 2000-2009

International Journal of Economic Perspectives, 2013.
Number of pages: 15 Posted: 11 Apr 2011 Last Revised: 10 Nov 2014
Xiaoqi Li, Philip A. Stork and Liping Zou
Massey University - College of Business, Vrije Universiteit Amsterdam, School of Business and Economics and School of Economics and Finance, Massey Univeristy, Albany
Downloads 259 (127,108)

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Stock Splits, Event Study

2.

How Do Policy and Information Shocks Impact Co-Movements of China's T-Bond and Stock Markets

Massey University Commerce Working Paper No. 06.14
Number of pages: 27 Posted: 05 Feb 2007
Xiaoming Li and Liping Zou
Massey University - School of Economics and Finance (Albany) and School of Economics and Finance, Massey Univeristy, Albany
Downloads 204 (160,255)
Citation 1

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Macroeconomic austerity, Dynamic correlation, T-bond market, Stock market

3.

The Trading Behaviour of Australian Treasury Bond Futures Overnight Options and the Impact of Their Introduction

Massey University, Department of Commerce Working Paper Series No. 03.04
Number of pages: 33 Posted: 17 May 2005
Massey University, Massey University - Department of Commerce and School of Economics and Finance, Massey Univeristy, Albany
Downloads 142 (219,432)

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4.

Contrarian Strategies, Investor Expectations and Sentiments: The U.S. Evidence

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 44 Posted: 06 Feb 2015
Liping Zou and Ruishan Chen
School of Economics and Finance, Massey Univeristy, Albany and Independent
Downloads 137 (225,846)

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contrarian strategy, value stock, growth stock, earnings surprise, investor sentiment

5.

How Important are Earnings Announcements in China?

Number of pages: 23 Posted: 01 Feb 2017 Last Revised: 21 Feb 2017
Liping Zou and William R. Wilson
School of Economics and Finance, Massey Univeristy, Albany and Massey University - School of Economics & Finance
Downloads 101 (282,343)

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China Stock Market, Earnings Announcements, Market Efficiency, Information

6.

Style Consistency, Fund Flow and Performance: A Study on U.S. Mutual Funds

Number of pages: 30 Posted: 28 May 2015
Massey University - Department of Commerce, School of Economics and Finance, Massey Univeristy, Albany and Independent
Downloads 76 (336,635)

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Mutual funds, Style consistency, Fund performance, Fund flow

7.

Asymmetric Information Impacts: Evidence from the Australian Treasury-Bond Futures Market

Pacific Economic Review, Vol. 12, No. 5, pp. 665-681, December 2007
Number of pages: 17 Posted: 05 Nov 2007
School of Economics and Finance, Massey Univeristy, Albany, Massey University and affiliation not provided to SSRN
Downloads 25 (527,382)
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8.

Media Coverage and the Cross-Section of Stock Returns: Chinese Evidence

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 28 Posted: 25 Jan 2017
Liping Zou, Kien Cao and Yishun Wang
School of Economics and Finance, Massey Univeristy, Albany, Foreign Trade University (FTU) and Massey University
Downloads 17 (576,903)

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media, return premium, long-short strategy, China

9.

The Role of Chinese Economic Variables on the Australian and New Zealand Equity Returns

Number of pages: 48 Posted: 23 Oct 2019
affiliation not provided to SSRN, Massey University - School of Economics and Finance, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and School of Economics and Finance, Massey Univeristy, Albany
Downloads 14 (596,271)

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return predictive ability, economic variables, out-of-sample forecast, principal component analysis

10.

The Economic Policy Uncertainty and the Australian Firm Investment

Number of pages: 70 Posted: 16 Jan 2020
Massey University - School of Economics and Finance, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), affiliation not provided to SSRN and School of Economics and Finance, Massey Univeristy, Albany
Downloads 13 (602,869)
Citation 1

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economic policy uncertainty, firm investment, Australia

11.

The Role of Chinese Economic Variables on Australian and New Zealand Equity Returns

Accounting & Finance, Vol. 59, Issue 5, pp. 3053-3103, 2019
Number of pages: 51 Posted: 19 Mar 2020
affiliation not provided to SSRN, Massey University - School of Economics and Finance, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and School of Economics and Finance, Massey Univeristy, Albany
Downloads 1 (694,372)
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Return predictive ability, Economic variables, Out‐of‐sample forecast, Principal component analysis

12.

Media Coverage and the Cross‐Section of Stock Returns: The Chinese Evidence

International Review of Finance, Vol. 19, Issue 4, pp. 707-729, 2019
Number of pages: 23 Posted: 26 May 2020
Liping Zou, Kien Dinh Cao and Yishun Wang
School of Economics and Finance, Massey Univeristy, Albany, affiliation not provided to SSRN and Massey University
Downloads 0 (712,633)
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