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Zhengnan Yin

University College Cork

Lecturer

College Road

Cork

Ireland

  • University College Cork

SCHOLARLY PAPERS

4

DOWNLOADS

271

TOTAL CITATIONS

1

Ideas:
“  I am currently working on Asset Pricing, Fund Performance and Climate Finance  ”

  • University College Cork

Scholarly Papers (4)

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1.

Extreme Precipitation Risk and the Cross-Section of Stock Returns

Number of pages: 29 Posted: 09 Aug 2024
Zhengnan Yin, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 99 (742,061)

Abstract:

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Extreme precipitation risk, Stock return, Actuaries Climate Index, Asset pricing

2.

The Performance of Asset Allocation Mutual Funds

Financial Markets and Portfolio Management, Forthcoming
Number of pages: 64 Posted: 31 Jul 2024
Zhengnan Yin, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 84 (796,622)

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JEL Classification: G11, G12, G14, G23 asset allocation fund, fund performance, market timing, performance persistence, bootstrap

3.

The Liquidity Timing Ability of Bond Mutual Funds

Number of pages: 46 Posted: 17 Jul 2024 Last Revised: 19 May 2026
Zhengnan Yin, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 67 (933,592)

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bond mutual fund, liquidity timing, bootstrap, performance persistence

4.

The Liquidity Timing Ability of Mutual Funds

The North American Journal of Economics and Finance, Forthcoming
Number of pages: 56 Posted: 28 Apr 2023 Last Revised: 26 Aug 2024
Zhengnan Yin, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 21 (1,448,301)
Citation 1

Abstract:

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mutual fund performance, liquidity timing, liquidity, principal component analysis, nonparametric test