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

  • University of Melbourne - Department of Finance

SCHOLARLY PAPERS

14

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3,549

TOTAL CITATIONS
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Top 20,436

in Total Papers Citations

48

Scholarly Papers (14)

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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
Gil Aharoni, Bruce D. Grundy and Qi Zeng
University of Melbourne, RSFAS Australian National University and University of Melbourne - Department of Finance
Downloads 1,326 (33,255)
Citation 20

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Book to market, profitability, investment, expected return

2.

Two Paths to Financial Distress

Number of pages: 44 Posted: 07 Apr 2008
Gil Aharoni, Qi Zeng and Christine A. Brown
University of Melbourne, University of Melbourne - Department of Finance and Department of Banking and Finance
Downloads 246 (269,832)

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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
Michael W. Brandt, Qi Zeng and Lu Zhang
Duke University - Fuqua School of Business, University of Melbourne - Department of Finance and Ohio State University - Fisher College of Business
Downloads 244 (271,995)
Citation 21

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4.

A Multi-Factor Model of Idiosyncratic Volatility

31st Australasian Finance and Banking Conference 2018
Number of pages: 91 Posted: 30 Jul 2018 Last Revised: 06 Aug 2020
Thijs van der Heijden, Qi Zeng and Yichao Zhu
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 195 (337,101)
Citation 2

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

5.

Under-Weighting of Private Information by Top Analysts

Downloads 180 (362,618)
Citation 1

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 180 (361,850)
Citation 1

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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

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

6.

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
François Derrien, Xiaohui Wu, Qi Zeng and Yan Zhang
HEC Paris - Finance Department, Xiamen University, University of Melbourne - Department of Finance and Xiamen University
Downloads 172 (379,581)

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Regulation, Emerging markets, Initial Public Offerings

7.

Ownership Structure, Incentives, and Asset Returns

Management Science 70 (1), 589--615.
Number of pages: 83 Posted: 17 Jun 2022 Last Revised: 24 Jan 2024
Hae Won (Henny) Jung, Ajay Subramanian and Qi Zeng
University of Melbourne - Department of Finance, Georgia State University and University of Melbourne - Department of Finance
Downloads 165 (391,671)

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Large Shareholders, Managerial Incentives, Asset Returns, Corporate Governance

8.

Mutual Fund Ratings and Efficient Capital Allocation

Number of pages: 49 Posted: 11 Dec 2022 Last Revised: 14 Nov 2023
Jiali Gao, Maurice McCourt and Qi Zeng
The University of Sydney, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 164 (393,704)

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Mutual Funds, Ratings, Investors, Market efficiency

9.

Ownership Structure, Incentives, and Asset Prices

2016 Western Finance Association (WFA) Conference, 2016 European Finance Association (EFA) Conference
Number of pages: 79 Posted: 06 Dec 2016 Last Revised: 04 May 2019
Hae Won (Henny) Jung, Ajay Subramanian and Qi Zeng
University of Melbourne - Department of Finance, Georgia State University and University of Melbourne - Department of Finance
Downloads 162 (397,880)
Citation 4

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Ownership Structure, Managerial Incentive Contracts, Asset Prices

10.

Leverage Dynamics under Segmented Equity and Debt Markets

Number of pages: 35 Posted: 28 Feb 2020 Last Revised: 28 Nov 2022
Hae Won (Henny) Jung, Jin Yu and Qi Zeng
University of Melbourne - Department of Finance, Monash University - Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 156 (410,965)

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Dynamic Capital Structure, Speed of Adjustment, Capital Market Segmentation

11.

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

FIRN Research Paper No. 2717977, 2016 Financial Markets and Corporate Governance
Number of pages: 46 Posted: 21 Jan 2016
(Michael) Hui Li, Xiaohui Wu, Ying Ye and Qi Zeng
La Trobe University, Xiamen University, Tsinghua University and University of Melbourne - Department of Finance
Downloads 156 (410,965)

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Venture Capital, Trust, Firm Performance

12.

Retail Investor Expectations and Trading Preferences

Melbourne Institute Working Paper No. 27/21, 2021
Number of pages: 43 Posted: 15 Dec 2021
Sarantis Tsiaplias, Qi Zeng and Guay C. Lim
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, University of Melbourne - Department of Finance and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 143 (441,308)

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investor expectations, shareholder surveys, trading preferences, Mean-Variance utility

13.

Which Returns to Scale Matter in the Active Mutual Fund Industry?

Number of pages: 48 Posted: 06 Dec 2021 Last Revised: 24 Sep 2023
Maurice McCourt and Qi Zeng
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 130 (476,604)

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Mutual Funds, Returns to scale, Fund Size, Industry Size, Skill, Flows

14.

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
Richard Stapleton, Marti G. Subrahmanyam and Qi Zeng
The University of Manchester - Division of Accounting and Finance, New York University (NYU) - Leonard N. Stern School of Business and University of Melbourne - Department of Finance
Downloads 110 (541,744)

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