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

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SSRN CITATIONS
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Top 21,470

in Total Papers Citations

30

CROSSREF CITATIONS

7

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 932 (24,982)
Citation 11

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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
University of Melbourne, University of Melbourne - Department of Finance and Department of Banking and Finance
Downloads 215 (147,119)

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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
Duke University - Fuqua School of Business, University of Melbourne - Department of Finance and Ohio State University - Fisher College of Business
Downloads 186 (168,275)
Citation 21

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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 137 (218,877)

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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

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 88 (298,170)

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Regulation, Emerging markets, Initial Public Offerings

6.

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
University of Melbourne - Department of Finance, Georgia State University and University of Melbourne - Department of Finance
Downloads 88 (298,170)
Citation 3

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Ownership Structure, Managerial Incentive Contracts, Asset Prices

7.

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
La Trobe University, Xiamen University, Tsinghua University and University of Melbourne - Department of Finance
Downloads 49 (405,542)

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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 33 (469,815)

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9.

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 11 (597,268)
Citation 1

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

10.

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 (674,123)
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Asset pricing, Enhanced momentum strategies, Growth options, International momentum effect

11.

Leverage Dynamics Under Segmented Equity and Debt Markets

Number of pages: 35
University of Melbourne - Department of Finance, Monash University -Department of Banking and Finance and University of Melbourne - Department of Finance
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Dynamic capital structure, speed of adjustment, capital market segmentation

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 (691,249)
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