Haigang Zhou

Cleveland State University - Nance College of Business Administration

Assistant Professor of Finance

2121 Euclid Avenue

Department of Finance, BU 215

Cleveland, OH 44115-2214

United States

SCHOLARLY PAPERS

5

DOWNLOADS

501

SSRN CITATIONS

0

CROSSREF CITATIONS

9

Scholarly Papers (5)

1.

Determinants of Returns and Volatility of Chinese Adrs at NYSE

Journal of Multinational Financial Management, Vol. 16, No. 1, pp. 1-15, February 2006
Number of pages: 25 Posted: 26 Apr 2005
Ali M. Kutan and Haigang Zhou
Southern Illinois University at Edwardsville and Cleveland State University - Nance College of Business Administration
Downloads 283 (108,338)

Abstract:

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ADRs, Price determination, Volatility transmission, GARCH modeling

2.

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 151 (196,181)
Citation 1

Abstract:

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

Statistical Modeling of Duration Dependence in Business Cycles Using a Modulated Power Law Process

Number of pages: 42 Posted: 04 May 2005
Haigang Zhou and Steven E. Rigdon
Cleveland State University - Nance College of Business Administration and Southern Illinois University at Edwardsville - Department of Mathematics & Statistics
Downloads 67 (344,428)

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Weibull process, renewal process, maximum likelihood estimation, buinsess cycle

Statistical Modeling of Duration Dependence in Business Cycles Using a Modulated Power Law Process

Journal of Economics and Finance, Forthcoming
Posted: 08 Jul 2007
Haigang Zhou and Steven E. Rigdon
Cleveland State University - Nance College of Business Administration and Southern Illinois University at Edwardsville - Department of Mathematics & Statistics

Abstract:

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Weibull process, renewal process, maximum likelihood estimation, buinsess cycle

4.

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

5.

Asymmetric Changes in Stock Prices and Investor Recognition Around Revisions to the S&P 500 Index

Financial Analysts Journal, Vol. 67, No. 1, 2011
Posted: 23 Jan 2011
Haigang Zhou
Cleveland State University - Nance College of Business Administration

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Equity Investments, Equity Markets, Characteristics, Institutions, and Benchmarks, Security Market Indices and Benchmarks; Fundamental Analysis (Sector, Industry, Company) and the Valuation of Individual Equity, Securities: Company Analysis