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

15

DOWNLOADS
Rank 30,876

SSRN RANKINGS

Top 30,876

in Total Papers Downloads

2,416

SSRN CITATIONS
Rank 21,194

SSRN RANKINGS

Top 21,194

in Total Papers Citations

43

CROSSREF CITATIONS

4

Scholarly Papers (15)

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, RSFAS Australian National University and University of Melbourne - Department of Finance
Downloads 1,117 (28,776)
Citation 20

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 224 (198,637)

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 197 (223,504)
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 148 (286,897)
Citation 1

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.

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 132 (311,215)
Citation 4

Abstract:

Loading...

Ownership Structure, Managerial Incentive Contracts, Asset Prices

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
HEC Paris - Finance Department, Xiamen University, University of Melbourne - Department of Finance and Xiamen University
Downloads 123 (327,941)

Abstract:

Loading...

Regulation, Emerging markets, Initial Public Offerings

7.

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
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 107 (361,442)
Citation 2

Abstract:

Loading...

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

8.

Leverage Dynamics under Segmented Equity and Debt Markets

Number of pages: 35 Posted: 28 Feb 2020 Last Revised: 28 Nov 2022
University of Melbourne - Department of Finance, Monash University -Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 95 (390,562)

Abstract:

Loading...

Dynamic Capital Structure, Speed of Adjustment, Capital Market Segmentation

9.

Retail Investor Expectations and Trading Preferences

Melbourne Institute Working Paper No. 27/21, 2021
Number of pages: 43 Posted: 15 Dec 2021
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 80 (433,535)

Abstract:

Loading...

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

10.

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 55 (525,480)

Abstract:

Loading...

Venture Capital, Trust, Firm Performance

11.

Ownership Structure, Incentives, and Asset Returns

Forthcoming in Management Science
Number of pages: 83 Posted: 17 Jun 2022
University of Melbourne - Department of Finance, Georgia State University and University of Melbourne - Department of Finance
Downloads 52 (538,604)

Abstract:

Loading...

Large Shareholders, Managerial Incentives, Asset Returns, Corporate Governance

12.

Time-varying Returns to Scale in the Mutual Fund Industry

Number of pages: 75 Posted: 06 Dec 2021 Last Revised: 27 Jun 2022
Maurice McCourt and Qi Zeng
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 42 (587,418)

Abstract:

Loading...

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

13.

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) - Leonard N. Stern School of Business and University of Melbourne - Department of Finance
Downloads 40 (598,302)

Abstract:

Loading...

14.

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 4 (896,288)

Abstract:

Loading...

15.

Optimal Fund Size, Ratings, and Investor Rationality

Number of pages: 52
Maurice McCourt and Qi Zeng
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 0

Abstract:

Loading...

Mutual Funds, Investors, Rationality