Zhichao Zhang

Durham University - Durham Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

22

DOWNLOADS
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Top 15,833

in Total Papers Downloads

6,015

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (22)

1.

Handling the Global Financial Crisis: Chinese Strategy and Policy Response

Number of pages: 44 Posted: 14 Apr 2009 Last Revised: 04 May 2009
Zhichao Zhang, Wei Li and Nan Shi
Durham University - Durham Business School, East China Normal University (ECNU) and Durham University - Durham Business School
Downloads 1,399 (27,069)
Citation 2

Abstract:

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China, financial crisis, international policy coordination, regional finanical cooperation

2.

Forecasting Financial Volatility: Evidence from Chinese Stock Market

Durham Business School Working Paper No. 06/02
Number of pages: 31 Posted: 23 May 2006
Zhichao Zhang and Hongyu Pan
Durham University - Durham Business School and University of International Business and Economics
Downloads 828 (57,037)
Citation 6

Abstract:

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GARCH model, Volatility Forecasting, Value-at-risk, Back-testing

3.

Capital Controls in China: Recent Developments and Reform Prospects

Number of pages: 41 Posted: 23 Feb 2006
Zhichao Zhang
Durham University - Durham Business School
Downloads 680 (73,902)

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Capital controls, Currency convertibility, Financial liberalisation, Economic reforms, the Chinese Economy

4.

Commonality in Liquidity in Emerging Markets: Evidence from the Chinese Stock Market

Durham Working Paper in Economics and Finance No. 06/04
Number of pages: 49 Posted: 28 Oct 2006
Xinwei Zheng and Zhichao Zhang
Department of Finance and Durham University - Durham Business School
Downloads 535 (100,419)
Citation 6

Abstract:

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Liquidity determination, Commonality in liquidity, Emerging markets

5.

Financial Anomalies in Emerging Markets: The Case of China

Euromed Marseille Working Paper No. 13
Number of pages: 20 Posted: 25 Jun 2007
Zhichao Zhang, Wang Hua and Wai Sun
Durham University - Durham Business School, Euromed Management and East China Normal University (ECNU) - Institute for Financial Research
Downloads 422 (132,656)
Citation 2

Abstract:

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financial anomalies, monthly effect, GARCH models, Chinese economy

6.

China's Foreign Exchange Policy in a Time of Change

Durham East Asian Paper No. 11
Number of pages: 23 Posted: 07 Nov 2006
Zhichao Zhang
Durham University - Durham Business School
Downloads 415 (135,223)

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China's exchange rate policy, Currency convertibility, capital controls

7.

Optimal Foreign Reserves for China

Number of pages: 75 Posted: 25 Apr 2009 Last Revised: 07 Aug 2009
Zhichao Zhang, Wei Li and Yidan Guo
Durham University - Durham Business School, East China Normal University (ECNU) and Hunan University
Downloads 283 (204,807)

Abstract:

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Foreign reserves, optimisation approach, Chinese economy, financial crisis

8.

Determinants of Financial Distress in U.S. Large Bank Holding Companies

Number of pages: 36 Posted: 09 Feb 2014
Zhichao Zhang, Li Xie, Xiangyun Lu and Zhuang Zhang
Durham University - Durham Business School, Xi'an Jiaotong University (XJTU), Xi'an Jiaotong-Liverpool University (XJTLU) and University of Southampton - Southampton Business School
Downloads 276 (210,191)

Abstract:

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Bank Holding Company; Distance-to-Default; Financial distress; Bank regulation; Capital requirements; Non-interest income; Off-balance-sheet activities

9.

China’s New Exchange Rate Regime, Optimal Basket Currency and Currency Diversification

BOFIT Discussion Paper No. 19/2011
Number of pages: 34 Posted: 22 Aug 2011
Zhichao Zhang, Nan Shi and Xiaoli Zhang
Durham University - Durham Business School, Durham University - Durham Business School and Shanghai Institute of Foreign Trade
Downloads 239 (242,449)
Citation 3

Abstract:

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basket currency, currency diversification

10.

Fund Performance, Managers’ Genuine Stock Selection Skills and Managerial Replacement: Evidence from the UK Unit Trust Industry

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 56 Posted: 14 Jan 2010 Last Revised: 28 Oct 2010
Zhichao Zhang, Li Ding and Si Zhou
Durham University - Durham Business School, Durham Business School and Shanghai University
Downloads 235 (247,432)

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Unit trusts, Fund performance, Managerial replacement, Genuine stock selection, Portfolio characteristics

11.

Renminbi Exchange Rate Exposure: Evidence from Chinese Industries

Number of pages: 33 Posted: 24 Aug 2011 Last Revised: 20 Mar 2019
Boyang Miao, Si Zhou, Jing Nie and Zhichao Zhang
Hei Longjiang University, Shanghai University, University of International Business and Economics (UIBE) and Durham University - Durham Business School
Downloads 233 (248,395)

Abstract:

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Exchange rate exposure, risk management, Chinese stock market

12.

Causes of Global Imbalances: A Global VAR Analysis

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 48 Posted: 19 Feb 2013
Zhichao Zhang, Frankie Chau and Nan Shi
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Downloads 157 (354,601)

Abstract:

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global imbalances, GVAR

Fund Family Tournament and Performance Consequences: Evidence from the UK Fund Industry

Multinational Finance Journal, 2014, 18 (1/2): 43-84
Number of pages: 42 Posted: 24 Feb 2014 Last Revised: 16 Mar 2019
Zhichao Zhang, Li Ding, Si Zhou and Yaoyao Fu
Durham University - Durham Business School, Durham Business School, Shanghai University and Durham Business School
Downloads 74 (609,468)

Abstract:

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Mutual fund family; Fund performance; Tournament; Risk Taking

Fund Family Tournament and Performance Consequences: Evidence from the UK Fund Industry

Multinational Finance Journal, Vol. 18, No. 1/2, p. 43-84, 2014
Number of pages: 42 Posted: 17 Jun 2015
Zhichao Zhang, Li Ding, Si Zhou and Yaoyao Fu
Durham University - Durham Business School, Durham Business School, Shanghai University and Durham Business School
Downloads 68 (639,330)

Abstract:

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mutual fund family, fund performance, tournament, risk taking

14.

Curious Partnership in Global Imbalances: China’s Continual Accumulation of US Treasuries

Number of pages: 41 Posted: 19 Dec 2010 Last Revised: 27 Jan 2011
Zhichao Zhang, Frankie Chau and Nan Shi
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Downloads 119 (440,662)

Abstract:

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Global imbalances, NOEM, US treasury

15.

Accumulation of Large Foreign Reserves in China: A Behavioural Perspective

Economic Change and Restructuring, 2013: 46(1), 85-108
Number of pages: 48 Posted: 06 Oct 2011 Last Revised: 19 Mar 2013
Zhichao Zhang, Frankie Chau and Li Xie
Durham University - Durham Business School, Durham University Business School and Xi'an Jiaotong University (XJTU)
Downloads 52 (722,281)

Abstract:

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Reserve accumulation, Precautionary savings, Behavioural finance, Loss aversion, Narrow framing

16.

Commonality in Liquidity in Emerging Markets: Evidence from the Chinese Stock Market

Posted: 25 Jan 2011
Paresh Kumar Narayan, Xinwei Zheng and Zhichao Zhang
Deakin University - School of Accounting, Economics and Finance, Department of Finance and Durham University - Durham Business School

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Commonality in Liquidity, Chinese Stock Exchange

17.

Real Exchange Rate Misalignment in China: An Empirical Investigation

Journal of Comparative Economics, Vol. 29, No. 1, pp. 80 - 94, March 2001
Posted: 22 Jul 2008
Zhichao Zhang
Durham University - Durham Business School

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Exchange rates, Misalignment, Behavioural models, Chinese Economy

18.

China's Exchange Rate Reform and Exports

Economics of Planning, Vol. 34, No. 1-2, pp. 89-112, 2001
Posted: 08 Nov 2006
Zhichao Zhang
Durham University - Durham Business School

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Economic reforms; China's exchange rate policy; Exports; Cointegration analysis

19.

Exchange Rate Reform and its Inflationary Consequences: An Empirical Analysis for China

Applied Economics, Vol. 35, No. 2, pp. 189-199, January 2003
Posted: 08 Nov 2006
Zhichao Zhang and Maozu Lu
Durham University - Durham Business School and University of Southampton - Faculty of Law, Arts and Social Sciences

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China exchange rate policy, inflation models, Effects of Exchange rate changes

20.

Choosing an Exchange Rate Regime During Economic Transition: The Case of China

China Economic Review, Vol. 12, No. 2-3, pp. 203-226, Summer 2001
Posted: 02 Nov 2006
Zhichao Zhang
Durham University - Durham Business School

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Chinese exchange rate policy, Exchange rate regimes, Economic transition

21.

Real Exchange Rate Behaviour Under Hong Kong's Linked Exchange Rate System: An Empirical Investigation

International Journal of Theoretical and Applied Finance, Vol. 5, No. 1, pp. 55-78, February 2002
Posted: 02 Nov 2006
Zhichao Zhang
Durham University - Durham Business School

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Bahavioural equilibrium exchange rate model, Currency board, Hong Kong

22.

Parallel Exchange Market as a Transition Mechanism for Foreign Exchange Reform: China's Experiment

Applied Financial Economics, Vol. 10, No. 2, PP.123 - 135, April 2000
Posted: 30 Oct 2006
Zhichao Zhang and Maozu Lu
Durham University - Durham Business School and University of Southampton - Faculty of Law, Arts and Social Sciences

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Exchang rate policy, Paralell foreign exchange market, Exchange rate reform, Chinese Economy