John Qi Zhu

Affiliation not provided to SSRN
SCHOLARLY PAPERS

6

DOWNLOADS

727

CITATIONS

2

Scholarly Papers (6)

1.

Predictive Regressions: Method of Least Autocorrelation

Number of pages: 42 Posted: 08 Sep 2006
John Qi Zhu and Yan Liu
affiliation not provided to SSRN and Emory University
Downloads 181 (164,214)

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Predictability, Method of Least Autocorrelation, Hypothesis Testing, Estimation

2.
Downloads 161 (181,848)

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Monetary policy, Asian financial crisis, output and inflation variability

3.

The Cross Section of Jumps around Earnings Announcements

Number of pages: 48 Posted: 07 Feb 2010 Last Revised: 16 Apr 2010
Haigang Zhou and John Qi Zhu
Cleveland State University - Nance College of Business Administration and affiliation not provided to SSRN
Downloads 149 (195,237)
Citation 1

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Standardized unexpected earnings, SUE, information shocks, jump clustering, instantaneous volatility

4.

A Reinvestigation on the Cointegration of Consumption, Wealth, and Labor Income

Number of pages: 38 Posted: 22 Jul 2005
John Qi Zhu
affiliation not provided to SSRN
Downloads 134 (211,429)

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Wealth-consumption ratio, risk premium, cointegration

5.

Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey

Number of pages: 33 Posted: 01 Feb 2005
Kevin X. D. Huang, Zheng Liu and John Qi Zhu
Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of San Francisco and affiliation not provided to SSRN
Downloads 102 (258,361)
Citation 2

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Temptation, Self-control, Gul-Pesendorfer preferences, Asset pricing

6.

Jump on the Post-Earnings Announcement Drift

Financial Analysts Journal, Vol. 68, No. 3, 2012
Posted: 26 May 2012
Haigang Zhou and John Qi Zhu
Cleveland State University - Nance College of Business Administration and affiliation not provided to SSRN

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Equity Investments, Equity Market Valuation and Return Analysis, Portfolio Management, Equity Portfolio Management Strategies, Portfolio Concepts from Capital Market Theory, Efficient Market Hypothesis