Author Page for Zhi Da

Hedging Demand and Market Intraday Momentum

Journal of Financial Economics (JFE), Volume 142, Issue 1, October 2021, Pages 377-403

Number of pages: 60 Posted: 26 Jan 2021 Last Revised: 24 Nov 2021

Guido Baltussen, Zhi Da, Sten Lammers and Martin Martens

Erasmus University Rotterdam (EUR), University of Notre Dame - Mendoza College of Business, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam

Downloads 7,719 (1,446)

Abstract:

2.

In Search of Attention

AFA 2010 Atlanta Meetings Paper

Number of pages: 45 Posted: 22 Mar 2009 Last Revised: 30 Oct 2014

Zhi Da, Joseph Engelberg and Pengjie Gao

University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business

Downloads 3,090 (6,818)

Citation 187

Abstract:

3.

Decomposing Short-Term Return Reversal

Downloads 2,058 (12,973)

Citation 4

2

Decomposing Short-Term Return Reversal

Number of pages: 44 Posted: 12 Feb 2010 Last Revised: 30 Aug 2011

Zhi Da, Qianqiu Liu and Ernst Schaumburg

University of Notre Dame - Mendoza College of Business, University of Hawaii at Manoa - Shidler College of Business and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 1,464 (21,609)

Citation 4

Abstract:

Decomposing Short-Term Return Reversal

FRB of New York Staff Report No. 513

Number of pages: 45 Posted: 13 Sep 2011

Zhi Da, Qianqiu Liu and Ernst Schaumburg

University of Notre Dame - Mendoza College of Business, University of Hawaii at Manoa - Shidler College of Business and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 594 (75,757)

Citation 6

Abstract:

4.

Frog in the Pan: Continuous Information and Momentum

Downloads 1,938 (14,257)

Citation 45

3

Frog in the Pan: Continuous Information and Momentum

AFA 2012 Chicago Meetings Paper

Number of pages: 57 Posted: 06 Mar 2011 Last Revised: 02 Oct 2012

Zhi Da, Umit G. Gurun and Mitch Warachka

University of Notre Dame - Mendoza College of Business, University of Texas at Dallas and Chapman University - The George L. Argyros School of Business & Economics

Downloads 1,357 (24,197)

Citation 8

Abstract:

Frog in the Pan: Continuous Information and Momentum

Number of pages: 61 Posted: 22 Dec 2013

Zhi Da, Umit G. Gurun and Mitch Warachka

University of Notre Dame - Mendoza College of Business, University of Texas at Dallas and Chapman University - The George L. Argyros School of Business & Economics

Downloads 382 (129,081)

Citation 4

Abstract:

Frog in the Pan: Continuous Information and Momentum

Number of pages: 48 Posted: 24 Jan 2011 Last Revised: 08 May 2011

Zhi Da, Umit G. Gurun and Mitch Warachka

University of Notre Dame - Mendoza College of Business, University of Texas at Dallas and Chapman University - The George L. Argyros School of Business & Economics

Downloads 199 (251,810)

Citation 36

Abstract:

5.

What Drives Stock Price Movement?

Number of pages: 53 Posted: 18 Apr 2008 Last Revised: 24 Aug 2022

Long Chen, Long Chen, Zhi Da and Xinlei Shelly Zhao

Cheung Kong Graduate School of BusinessLuohan Academy, University of Notre Dame - Mendoza College of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division

Downloads 1,894 (14,782)

Citation 69

Abstract:

6.

Exchange Traded Funds and Asset Return Correlations

Number of pages: 56 Posted: 08 Oct 2012 Last Revised: 15 Mar 2016

Zhi Da and Sophie Shive

University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance

Downloads 1,569 (19,746)

Citation 46

Abstract:

7.

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

Downloads 1,434 (22,716)

Citation 16

2

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

UIC College of Business Administration Research Paper No. 10-06

Number of pages: 51 Posted: 18 Mar 2010

Zhi Da, Re-Jin Guo and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management

Downloads 1,312 (25,417)

Citation 12

Abstract:

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

NBER Working Paper No. w14889

Number of pages: 61 Posted: 20 Apr 2009 Last Revised: 08 Sep 2022

Zhi Da, Re-Jin Guo and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management

Downloads 122 (379,106)

Citation 5

Abstract:

8.

The Sum of All FEARS: Investor Sentiment and Asset Prices

Number of pages: 43 Posted: 13 Dec 2009 Last Revised: 07 Mar 2013

Zhi Da, Joseph Engelberg and Pengjie Gao

University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business

Downloads 1,409 (23,279)

Citation 124

Abstract:

9.

In Search of Fundamentals

AFA 2012 Chicago Meetings Paper

Number of pages: 36 Posted: 22 Apr 2010 Last Revised: 16 Mar 2011

Zhi Da, Joseph Engelberg and Pengjie Gao

University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business

Downloads 1,168 (30,726)

Citation 18

Abstract:

10.

Market Returns and a Tale of Two Types of Attention

Number of pages: 56 Posted: 03 Apr 2020 Last Revised: 28 Apr 2023

Zhi Da, Jian Hua, Chih-Ching Hung and Lin Peng

University of Notre Dame - Mendoza College of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, National Taiwan University - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 1,033 (36,571)

Abstract:

11.

Short-Term Return Reversal: The Long and the Short of It

AFA 2013 San Diego Meetings Paper

Number of pages: 35 Posted: 15 Mar 2012 Last Revised: 06 Dec 2012

Zhi Da, Qianqiu Liu and Ernst Schaumburg

University of Notre Dame - Mendoza College of Business, University of Hawaii at Manoa - Shidler College of Business and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 1,023 (37,010)

Citation 1

Abstract:

12.

It Depends on Where You Search: Institutional Investor Attention and Under-Reaction to News

Kelley School of Business Research Paper No. 15-82

Number of pages: 56 Posted: 18 Nov 2015 Last Revised: 22 Nov 2016

Azi Ben-Rephael, Zhi Da and Ryan D. Israelsen

Rutgers Business School - Rutgers University, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 1,008 (37,797)

Citation 104

Abstract:

13.

Long-Term Earnings Growth Forecasts, Limited Attention, and Return Predictability

AFA 2010 Atlanta Meetings Paper

Number of pages: 36 Posted: 19 Mar 2008 Last Revised: 17 Mar 2009

Zhi Da and Mitch Warachka

University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros School of Business & Economics

Downloads 955 (40,809)

Citation 1

Abstract:

14.

Arbitrage Trading: The Long and the Short of It

Review of Financial Studies (RFS), Vol. 32, No. 4, April 2019, pp. 1608–1646

Number of pages: 82 Posted: 20 Feb 2015 Last Revised: 27 Sep 2019

Yong Chen, Zhi Da and Dayong Huang

Texas A&M University - Department of Finance, University of Notre Dame - Mendoza College of Business and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics

Downloads 864 (46,855)

Citation 30

Abstract:

15.

Fractional Trading

Number of pages: 49 Posted: 10 Nov 2021 Last Revised: 11 May 2023

Zhi Da, Vivian W. Fang and Wenwei Lin

University of Notre Dame - Mendoza College of Business, European Corporate Governance Institute (ECGI) and University of Minnesota, Carlson School of Management

Downloads 860 (47,163)

Abstract:

16.

Dividend Smoothing and Predictability

Number of pages: 56 Posted: 12 Oct 2008 Last Revised: 16 Mar 2011

Long Chen, Long Chen, Zhi Da and Richard Priestley

Cheung Kong Graduate School of BusinessLuohan Academy, University of Notre Dame - Mendoza College of Business and Norwegian Business School

Downloads 856 (47,470)

Citation 28

Abstract:

17.

Information Diffusion on Social Media: Does It Affect Trading, Return, and Liquidity?

Number of pages: 45 Posted: 20 Mar 2017 Last Revised: 14 Feb 2022

Nitesh Chawla, Zhi Da, Jian Xu and Mao Ye

University of Notre Dame, University of Notre Dame - Mendoza College of Business, University of Notre Dame and Cornell University

Downloads 829 (49,625)

Citation 5

Abstract:

18.

Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 58 Posted: 22 Mar 2018 Last Revised: 08 Sep 2020

Zhi Da, Xing Huang and Lawrence J. Jin

University of Notre Dame - Mendoza College of Business, Washington University in St. Louis - Olin Business School and SC Johnson College of Business, Cornell University

Downloads 783 (53,875)

Citation 15

Abstract:

19.

Who Pays Attention to SEC Form 8-K?

Kelley School of Business Research Paper No. 17-24

Number of pages: 56 Posted: 29 Mar 2017 Last Revised: 15 Sep 2017

Azi Ben-Rephael, Zhi Da, Peter D. Easton and Ryan D. Israelsen

Rutgers Business School - Rutgers University, University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Accountancy and Michigan State University - Department of Finance

Downloads 761 (55,653)

Abstract:

20.

Target Prices, Relative Valuations and the Premium for Liquidity Provision

AFA 2007 Chicago Meetings Paper

Number of pages: 49 Posted: 17 Mar 2006

Zhi Da and Ernst Schaumburg

University of Notre Dame - Mendoza College of Business and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 674 (65,395)

Citation 3

Abstract:

21.

Internalized Retail Order Imbalances and Institutional Liquidity Demand

Number of pages: 72 Posted: 18 Nov 2021 Last Revised: 02 Jan 2023

Yashar H. Barardehi, Dan Bernhardt, Zhi Da and Mitch Warachka

Chapman University - The George L. Argyros School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics, University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros School of Business & Economics

Downloads 621 (72,528)

Abstract:

22.

Harnessing the Wisdom of Crowds

Number of pages: 54 Posted: 15 Feb 2016 Last Revised: 21 Mar 2019

Zhi Da and Xing Huang

University of Notre Dame - Mendoza College of Business and Washington University in St. Louis - Olin Business School

Downloads 612 (73,845)

Citation 44

Abstract:

23.

Information Consumption and Asset Pricing

Downloads 567 (81,276)

Citation 20

2

Information Consumption and Asset Pricing

Number of pages: 43 Posted: 14 Jul 2017 Last Revised: 09 Feb 2019

Azi Ben-Rephael, Bruce I. Carlin, Zhi Da and Ryan D. Israelsen

Rutgers Business School - Rutgers University, University of California, Los Angeles (UCLA) - Anderson School of Management, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 485 (97,504)

Citation 19

Abstract:

Demand for Information and Asset Pricing

NBER Working Paper No. w23274

Number of pages: 41 Posted: 27 Mar 2017 Last Revised: 04 Feb 2023

Azi Ben-Rephael, Bruce I. Carlin, Zhi Da and Ryan D. Israelsen

Rutgers Business School - Rutgers University, University of California, Los Angeles (UCLA) - Anderson School of Management, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 82 (498,319)

Abstract:

24.

Do Hedge Funds Strategically Misreport Their Holdings? Evidence from 13F Restatements

Number of pages: 52 Posted: 20 Aug 2021 Last Revised: 26 May 2023

Sean Cao, Zhi Da, Daniel Jiang and Baozhong Yang

University of Maryland - Robert H. Smith School of Business, University of Notre Dame - Mendoza College of Business, University of Waterloo - School of Accounting and Finance and Georgia State University - Robinson College of Business

Downloads 556 (83,302)

Abstract:

25.

Indexing and Stock Market Serial Dependence Around the World

Journal of Financial Economics (JFE), 132(1), p. 26-48, 2019.

Number of pages: 49 Posted: 30 May 2016 Last Revised: 29 Nov 2021

Guido Baltussen, Sjoerd van Bekkum and Zhi Da

Erasmus University Rotterdam (EUR), Erasmus University and University of Notre Dame - Mendoza College of Business

Downloads 544 (85,540)

Citation 12

Abstract:

26.

Margin Trading and Leverage Management

Downloads 541 (86,141)

Citation 2

2

Margin Trading and Leverage Management

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-29

Number of pages: 74 Posted: 11 Mar 2021

Jiangze Bian, Zhi Da, Zhiguo He, Dong Lou, Kelly Shue and Hao Zhou

University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, University of Chicago - Finance, London School of Economics & Political Science (LSE), Yale School of Management and Tsinghua University - PBC School of Finance

Downloads 475 (100,000)

Citation 5

Abstract:

Margin Trading and Leverage Management

Number of pages: 74 Posted: 22 Mar 2021

Jiangze Bian, Zhi Da, Zhiguo He, Dong Lou, Kelly Shue and Hao Zhou

University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, University of Chicago - Finance, London School of Economics & Political Science (LSE), Yale School of Management and Tsinghua University - PBC School of Finance

Downloads 66 (565,065)

Abstract:

27.

Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks

AFA 2007 Chicago Meetings Paper

Number of pages: 58 Posted: 17 Mar 2006

Zhi Da and Pengjie Gao

University of Notre Dame - Mendoza College of Business and University of Notre Dame - Mendoza College of Business

Downloads 536 (87,113)

Citation 20

Abstract:

28.

Financialization and Commodity Markets Serial Dependence

Management Science, forthcoming

Number of pages: 83 Posted: 06 Dec 2018 Last Revised: 24 Aug 2022

Zhi Da, Ke Tang, Yubo Tao and Liyan Yang

University of Notre Dame - Mendoza College of Business, Institute of Economics, School of Social Sciences, Tsinghua University, University of Macau - Department of Economics and University of Toronto - Rotman School of Management

Downloads 525 (89,419)

Citation 4

Abstract:

29.

Short Selling Efficiency

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 56 Posted: 15 Jun 2020 Last Revised: 20 Jul 2021

Yong Chen, Zhi Da and Dayong Huang

Texas A&M University - Department of Finance, University of Notre Dame - Mendoza College of Business and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics

Downloads 522 (90,063)

Citation 7

Abstract:

30.

Electricity Consumption and Asset Prices

Downloads 515 (91,543)

Citation 9

2

Electricity Consumption and Asset Prices

Number of pages: 57 Posted: 15 May 2010 Last Revised: 27 Sep 2010

Zhi Da and Hayong Yun

University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 352 (141,447)

Citation 10

Abstract:

Electricity Consumption and Asset Prices

Number of pages: 51 Posted: 15 Mar 2011

Zhi Da and Hayong Yun

University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 163 (300,403)

Citation 2

Abstract:

31.

Leverage Network and Market Contagion

PBCSF-NIFR Research Paper

Number of pages: 58 Posted: 28 Sep 2017 Last Revised: 13 Mar 2019

Jiangze Bian, Zhi Da, Dong Lou and Hao Zhou

University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, London School of Economics & Political Science (LSE) and Tsinghua University - PBC School of Finance

Downloads 482 (99,282)

Citation 19

Abstract:

32.

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Downloads 464 (103,852)

Citation 14

2

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Number of pages: 56 Posted: 15 Nov 2007 Last Revised: 19 Dec 2008

Zhi Da, Pengjie Gao and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 380 (129,871)

Citation 5

Abstract:

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

NBER Working Paper No. w14609

Number of pages: 57 Posted: 29 Dec 2008 Last Revised: 04 Dec 2022

Zhi Da, Pengjie Gao and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 84 (491,143)

Abstract:

33.

Destabilizing Financial Advice: Evidence from Pension Fund Reallocations

Downloads 400 (123,450)

Citation 14

2

Destabilizing Financial Advice: Evidence from Pension Fund Reallocations

Forthcoming: Review of Financial Studies

Number of pages: 52 Posted: 02 Feb 2015 Last Revised: 10 Jan 2018

Zhi Da, Borja Larrain, Clemens Sialm and José Tessada

University of Notre Dame - Mendoza College of Business, Pontificia Universidad Catolica de Chile, University of Texas at Austin - McCombs School of Business and Business School, Pontificia Universidad Católica

Downloads 363 (136,712)

Citation 6

Abstract:

Coordinated Noise Trading: Evidence from Pension Fund Reallocations

NBER Working Paper No. w22161

Number of pages: 50 Posted: 11 Apr 2016 Last Revised: 22 Jul 2023

Zhi Da, Borja Larrain, Clemens Sialm and José Tessada

University of Notre Dame - Mendoza College of Business, Pontificia Universidad Catolica de Chile, University of Texas at Austin - McCombs School of Business and Business School, Pontificia Universidad Católica

Downloads 37 (733,851)

Abstract:

34.

Cash Flow, Consumption Risk and Cross Section of Stock Returns

Number of pages: 68 Posted: 28 Jun 2005

Zhi Da

University of Notre Dame - Mendoza College of Business

Downloads 345 (145,635)

Citation 39

Abstract:

35.

Presidential Economic Approval Rating and the Cross-Section of Stock Returns

Journal of Financial Economics (JFE), Vol. 147, No. 1, 2023

Number of pages: 74 Posted: 17 Mar 2021 Last Revised: 08 Nov 2022

Zilin Chen, Zhi Da, Dashan Huang and Liyao Wang

Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of Notre Dame - Mendoza College of Business, Singapore Management University - Lee Kong Chian School of Business and Hong Kong Baptist University

Downloads 326 (154,675)

Abstract:

36.

The Disparity between Long-Term and Short-Term Forecasted Earnings Growth

Number of pages: 35 Posted: 03 Feb 2009 Last Revised: 25 Sep 2009

Zhi Da and Mitch Warachka

University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros School of Business & Economics

Downloads 311 (162,577)

Citation 5

Abstract:

37.

Growth Expectations, Dividend Yields, and Future Stock Returns

Downloads 302 (167,683)

2

Growth Expectations, Dividend Yields, and Future Stock Returns

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper

Number of pages: 58 Posted: 30 Oct 2014 Last Revised: 20 Nov 2014

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 251 (201,625)

Abstract:

Growth Expectations, Dividend Yields, and Future Stock Returns

NBER Working Paper No. w20651

Number of pages: 58 Posted: 03 Nov 2014 Last Revised: 05 Jun 2023

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 51 (642,819)

Abstract:

38.

All in a Day’s Work: What Do We Learn From Analysts’ Bloomberg Usage?

Number of pages: 51 Posted: 09 May 2022 Last Revised: 12 Sep 2022

Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen

Rutgers Business School - Rutgers University, Rice University, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 289 (175,662)

Abstract:

39.

What Drives Target Price Forecasts and Their Investment Value?

Number of pages: 43 Posted: 15 Mar 2011 Last Revised: 22 Aug 2016

Zhi Da, Philip Keejae Hong and Sangwoo Lee

University of Notre Dame - Mendoza College of Business, Central Michigan University and Loyola University Maryland

Downloads 289 (175,662)

Citation 3

Abstract:

40.

Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from US States

Number of pages: 44 Posted: 14 Mar 2012 Last Revised: 03 Jun 2016

Zhi Da, Mitch Warachka and Hayong Yun

University of Notre Dame - Mendoza College of Business, Chapman University - The George L. Argyros School of Business & Economics and Michigan State University - Department of Finance

Downloads 280 (181,487)

Citation 2

Abstract:

41.

Uncovering the Liquidity Premium in Stock Returns Using Retail Liquidity Provision

Number of pages: 101 Posted: 28 Mar 2022 Last Revised: 23 Mar 2023

Yashar H. Barardehi, Dan Bernhardt, Zhi Da and Mitch Warachka

Chapman University - The George L. Argyros School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics, University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros School of Business & Economics

Downloads 247 (205,624)

Abstract:

42.

Investor Optimism, Sales Fixation and Firm Life Cycle

Downloads 224 (226,034)

2

Investor Optimism, Sales Fixation and Firm Life Cycle

Number of pages: 63 Posted: 14 Nov 2012 Last Revised: 05 Feb 2014

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 184 (270,315)

Abstract:

Building Castles in the Air: Evidence from Industry IPO Waves

NBER Working Paper No. w18555

Number of pages: 64 Posted: 22 Nov 2012 Last Revised: 15 Mar 2023

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 40 (712,467)

Abstract:

43.

Clientele Change, Persistent Liquidity Shock, and Bond Return Reversals after Rating Downgrades

Number of pages: 47 Posted: 08 Oct 2008 Last Revised: 17 Mar 2009

Zhi Da and Pengjie Gao

University of Notre Dame - Mendoza College of Business and University of Notre Dame - Mendoza College of Business

Downloads 213 (236,940)

Citation 8

Abstract:

44.

What Moves Aggregate Investment?

Number of pages: 56 Posted: 01 Oct 2009 Last Revised: 18 Mar 2010

Long Chen, Long Chen, Zhi Da and Borja Larrain

Cheung Kong Graduate School of BusinessLuohan Academy, University of Notre Dame - Mendoza College of Business and Pontificia Universidad Catolica de Chile

Downloads 191 (261,646)

Citation 2

Abstract:

45.

What Moves Investment Growth?

Number of pages: 42 Posted: 18 Mar 2011

Long Chen, Long Chen, Zhi Da and Borja Larrain

Cheung Kong Graduate School of BusinessLuohan Academy, University of Notre Dame - Mendoza College of Business and Pontificia Universidad Catolica de Chile

Downloads 189 (264,132)

Citation 4

Abstract:

46.

Pension Fund Flows, Exchange Rates, and Covered Interest Rate Parity

Number of pages: 56 Posted: 15 Oct 2022 Last Revised: 23 Apr 2023

Felipe Aldunate, Zhi Da, Borja Larrain and Clemens Sialm

Universidad de los Andes, Chile - ESE Business School, University of Notre Dame - Mendoza College of Business, Pontificia Universidad Catolica de Chile and University of Texas at Austin - McCombs School of Business

Downloads 177 (279,808)

Abstract:

47.

The Information in Industry-Neutral Self-Financed Trades

Journal of Financial & Quantitative Analysis, Forthcoming

Number of pages: 63 Posted: 04 May 2020 Last Revised: 09 May 2023

Yashar H. Barardehi, Zhi Da and Mitch Warachka

Chapman University - The George L. Argyros School of Business & Economics, University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros School of Business & Economics

Downloads 172 (286,935)

Abstract:

48.

Investment in a Smaller World: The Implications of Air Travel for Investors and Firms

Number of pages: 39 Posted: 15 Mar 2016 Last Revised: 15 Sep 2020

Zhi Da, Umit G. Gurun, Bin Li and Mitch Warachka

University of Notre Dame - Mendoza College of Business, University of Texas at Dallas, University of Houston - Bauer College of Business and Chapman University - The George L. Argyros School of Business & Economics

Downloads 162 (301,772)

Citation 5

Abstract:

49.

Digesting FOREXS: Information Transmission across Asset Classes and Return Predictability

Number of pages: 65 Posted: 07 Jul 2020 Last Revised: 22 Oct 2021

Joon Woo Bae, Zhi Da and Virgilio Zurita

Case Western Reserve University - Weatherhead School of Management, University of Notre Dame - Mendoza College of Business and Baylor University - Hankamer School of Business

Downloads 160 (304,907)

Abstract:

50.

When Does a Mutual Fund's Trade Reveal its Skill?

NBER Working Paper No. w13625

Number of pages: 52 Posted: 29 Nov 2007 Last Revised: 25 Sep 2022

Pengjie Gao, Zhi Da and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 67 (552,609)

Citation 1

Abstract:

51.

Lottery Tax Windfalls, State-Level Fiscal Policy, and Consumption

Number of pages: 19 Posted: 10 Jul 2013

Zhi Da, Mitch Warachka and Hayong Yun

University of Notre Dame - Mendoza College of Business, Chapman University - The George L. Argyros School of Business & Economics and Michigan State University - Department of Finance

Downloads 56 (603,747)

Citation 1

Abstract:

52.

Uncovering the Hidden Effort Problem

NBER Working Paper No. w28441

Number of pages: 52 Posted: 08 Feb 2021 Last Revised: 19 Mar 2023

Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen

Rutgers Business School - Rutgers University, Rice University, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 26 (797,276)

Abstract:

53.

Non-Fundamental Flows and Foreign Exchange Rates

NBER Working Paper No. w30753

Number of pages: 54 Posted: 19 Dec 2022 Last Revised: 13 Jul 2023

Felipe Aldunate, Zhi Da, Borja Larrain and Clemens Sialm

Universidad de los Andes, University of Notre Dame - Mendoza College of Business, Pontificia Universidad Catolica de Chile and University of Texas at Austin - McCombs School of Business

Downloads 6 (980,293)

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Abstract:

54.

Implementing Black-Litterman Using an Equivalent Formula and Equity Analyst Target Prices

Posted: 31 Mar 2012 Last Revised: 04 Feb 2015

Leon Chen, Zhi Da and Ernst Schaumburg

Minnesota State University, Mankato, University of Notre Dame - Mendoza College of Business and Federal Reserve Banks - Federal Reserve Bank of New York

Zhi Da

University of Notre Dame - Mendoza College of Business

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Scholarly Papers (54)

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Non-Fundamental Flows and Foreign Exchange Rates

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