Qi Zeng

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 27,909

SSRN RANKINGS

Top 27,909

in Total Papers Downloads

1,828

SSRN CITATIONS
Rank 21,440

SSRN RANKINGS

Top 21,440

in Total Papers Citations

33

CROSSREF CITATIONS

8

Scholarly Papers (12)

1.

Stock Returns and the Miller-Modigliani Valuation Formula: Revisiting the Fama-French Analysis

Number of pages: 24 Posted: 06 Apr 2011 Last Revised: 27 Jun 2012
University of Melbourne, University of Melbourne and University of Melbourne - Department of Finance
Downloads 962 (25,184)
Citation 15

Abstract:

Loading...

Book to market, profitability, investment, expected return

2.

Two Paths to Financial Distress

Number of pages: 44 Posted: 07 Apr 2008
University of Melbourne, University of Melbourne - Department of Finance and Department of Banking and Finance
Downloads 216 (153,385)

Abstract:

Loading...

Financial Distress, Book to Market, Correlation

3.

Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States

Simon Business School Working Paper No. FR 03-24
Number of pages: 38 Posted: 22 Aug 2003
Duke University - Fuqua School of Business, University of Melbourne - Department of Finance and Ohio State University - Fisher College of Business
Downloads 186 (176,097)
Citation 21

Abstract:

Loading...

Under-Weighting of Private Information by Top Analysts

Number of pages: 58 Posted: 18 Aug 2015 Last Revised: 28 Aug 2016
Gil Aharoni, Eti Einhorn and Qi Zeng
University of Melbourne, Tel Aviv University and University of Melbourne - Department of Finance
Downloads 139 (225,940)

Abstract:

Loading...

Security analysts; Earnings forecasts; Bias; Misreporting; Understatement of private information; Overstatement of private information; Relative ranking; Forecasting contests

Under Weighting of Private Information by Top Analysts

Journal of Accounting Research, Vol. 55, No. 3, 2017
Posted: 18 Oct 2017
Gil Aharoni, Eti Einhorn and Qi Zeng
University of Melbourne, Tel Aviv University and University of Melbourne - Department of Finance

Abstract:

Loading...

ecurity analysts; earnings forecasts; bias; misreporting; under-statement of private information; overstatement of private information; relative ranking; forecasting contests

5.

The Unintended Consequences of Government Regulations in Emerging Financial Markets: Evidence from the Chinese IPO Market

HEC Paris Research Paper No. FIN-2016-1183
Number of pages: 45 Posted: 14 Dec 2016 Last Revised: 22 Dec 2016
HEC Paris - Finance Department, Xiamen University, University of Melbourne - Department of Finance and Xiamen University
Downloads 94 (298,364)

Abstract:

Loading...

Regulation, Emerging markets, Initial Public Offerings

6.

Ownership Structure, Incentives, and Asset Prices

2016 Western Finance Association (WFA) Conference
Number of pages: 79 Posted: 06 Dec 2016 Last Revised: 04 May 2019
University of Melbourne - Department of Finance, Georgia State University and University of Melbourne - Department of Finance
Downloads 91 (304,566)
Citation 3

Abstract:

Loading...

Ownership Structure, Managerial Incentive Contracts, Asset Prices

7.

Venture Capitalists' Value-Enhancing Activities Under Weak Protection of Law

FIRN Research Paper No. 2717977
Number of pages: 46 Posted: 21 Jan 2016
La Trobe University, Xiamen University, Tsinghua University and University of Melbourne - Department of Finance
Downloads 50 (418,833)

Abstract:

Loading...

Venture Capital, Trust, Firm Performance

8.

Background Risk and Trading in a Full-Information Rational Expectations Economy

NYU Working Paper No. 2451/31419
Number of pages: 33 Posted: 08 Sep 2009
University of Manchester - Division of Accounting and Finance, New York University (NYU) - Department of Finance and University of Melbourne - Department of Finance
Downloads 36 (475,279)

Abstract:

Loading...

9.

Leverage Dynamics under Segmented Equity and Debt Markets

Number of pages: 35 Posted: 28 Feb 2020 Last Revised: 14 Mar 2020
University of Melbourne - Department of Finance, Monash University -Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 35 (479,793)

Abstract:

Loading...

Dynamic Capital Structure, Speed of Adjustment, Capital Market Segmentation

10.

A Multi-Factor Model of Idiosyncratic Volatility

31st Australasian Finance and Banking Conference 2018
Number of pages: 59 Posted: 30 Jul 2018 Last Revised: 01 Aug 2019
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics
Downloads 18 (575,535)
Citation 2

Abstract:

Loading...

Idiosyncratic Volatility, Volatility Co-movement, Risk Factors, Leverage, Capital Structure

11.

Testing the Growth Option Theory: The Profitability of Enhanced Momentum Strategies in Australia

Accounting & Finance, Vol. 52, Issue 2, pp. 267-290, 2012
Number of pages: 24 Posted: 21 Apr 2012
Gil Aharoni, Tuan Quoc Ho and Qi Zeng
University of Melbourne, affiliation not provided to SSRN and University of Melbourne - Department of Finance
Downloads 1 (701,458)
Citation 1
  • Add to Cart

Abstract:

Loading...

Asset pricing, Enhanced momentum strategies, Growth options, International momentum effect

12.

Downside Risk Aversion and the Downside Risk Premium

Journal of Risk and Insurance, Vol. 85, Issue 2, pp. 379-395, 2018
Number of pages: 17 Posted: 05 Jun 2018
Richard C. Stapleton and Qi Zeng
University of Strathclyde - Department of Accounting and Finance and University of Melbourne - Department of Finance
Downloads 0 (719,811)
  • Add to Cart

Abstract:

Loading...