Liping Zou

School of Economics and Finance, Massey Univeristy, Albany

Senior Lecturer - Finance

Auckland, 0745

New Zealand

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 48,611

in Total Papers Downloads

1,151

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (14)

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 - Massey Business School, Vrije Universiteit Amsterdam, School of Business and Economics and School of Economics and Finance, Massey Univeristy, Albany
Downloads 306 (124,377)
Citation 1

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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 209 (181,771)
Citation 1

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

3.

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 147 (246,631)

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

4.

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 144 (250,750)

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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 107 (312,137)

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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 83 (366,916)

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Mutual funds, Style consistency, Fund performance, Fund flow

7.

Board Reforms and the Cost of Equity: International Evidence

Number of pages: 45 Posted: 05 Aug 2020
Xiamen University - Institute for Financial and Accounting Studies, Massey University - School of Economics and Finance, Chinese Academy of Sciences (CAS) - State Key Laboratory of Cell Biology and School of Economics and Finance, Massey Univeristy, Albany
Downloads 35 (544,279)

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Board Reforms; Cost of Equity; Corporate Governance; Cross-Country Study

8.

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 31 (565,885)
Citation 5

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economic policy uncertainty, firm investment, Australia

9.

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 31 (565,885)
Citation 1

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media, return premium, long-short strategy, China

10.

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 (602,782)
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11.

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 18 (651,444)

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

12.

Art Not for Art’s Sake: An Exploration of the Chinese Art Market

Number of pages: 38 Posted: 28 May 2021
School of Economics and Finance, Massey Univeristy, Albany, Massey University, Massey University - School of Economics and Finance and Massey University, College of Business, School of Economics and Finance, Students
Downloads 14 (680,944)

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art; auctions; hedonic regression; Heckman two-stage regression; repeat-sales regression; art price index

13.

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 (788,078)
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Return predictive ability, Economic variables, Out‐of‐sample forecast, Principal component analysis

14.

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 (805,085)
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