Zili Zhang

Harvest Fund Management Co., Ltd.

Beijing

China

SCHOLARLY PAPERS

5

DOWNLOADS

159

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Construction of Financial News Sentiment Indices Using Deep Neural Networks

Number of pages: 13 Posted: 08 Nov 2019
Shaokai Wang and Zili Zhang
Peking University - Guanghua School of Management and Harvest Fund Management Co., Ltd.
Downloads 51 (396,710)

Abstract:

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News sentiment;Textual tone; Natural language processing; Deep learning

2.

Is the Introduction of Futures Responsible for the Crash of Bitcoin

Finance Research Letters, Forthcoming
Number of pages: 12 Posted: 01 Mar 2019 Last Revised: 21 Jan 2020
Peking University - Guanghua School of Management, University of International Business and Economics (UIBE) - School of International Trade and Economics, Harvest Fund Management Co., Ltd. and Harvest Fund Management Co., Ltd.
Downloads 45 (417,986)
Citation 1

Abstract:

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Bitcoin; Crypto-Currencies; Bitcoin Futures; Market Crash

3.

Buy in May and Sell on St. Leger Day? The Reversal Halloween Effect in QMJ

Number of pages: 7 Posted: 05 Dec 2019
Xuquan Li, Ruozhou Liu and Zili Zhang
Harvest Fund Management Co., Ltd., Peking University - Guanghua School of Management and Harvest Fund Management Co., Ltd.
Downloads 31 (476,925)

Abstract:

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Halloween effect; Quality-minus-junk; Seasonality; Stock market

4.

有限关注度下科技关联的定价作用 (The Role of Technological Links in Asset Pricing Under Limited Attention Assumption)

Number of pages: 26 Posted: 21 Nov 2019
Xuquan Li, Zili Zhang and Xuejun Zhao
Harvest Fund Management Co., Ltd., Harvest Fund Management Co., Ltd. and Harvest Fund Management Co., Ltd.
Downloads 16 (562,080)

Abstract:

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Technological Links, Security Analysts, Trading Strategies, Limited Attention

5.

中美市场的长期α与β (The Long Term α and β of Chinese and US Market)

Number of pages: 8 Posted: 09 Sep 2019
Ruozhou Liu, Xuejun Zhao and Zili Zhang
Peking University - Guanghua School of Management, Harvest Fund Management Co., Ltd. and Harvest Fund Management Co., Ltd.
Downloads 16 (562,080)

Abstract:

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Equity risk premium; Beta; Alpha; stock market