Zhaoyong Zhang

Edith Cowan University - Faculty of Business and Law

Professor

Accounting, Finance and Economics

100 Joondalup Drive

Joondalup 6027, WA 6027

Australia

http://www.ecu.edu.au/staffdir/details.fcgi?ref=odrrfgSFeI.

  • Edith Cowan University - Faculty of Business and Law

SCHOLARLY PAPERS

7

DOWNLOADS

474

SSRN CITATIONS

11

CROSSREF CITATIONS

0

Scholarly Papers (7)

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1.

Examining IPO Success in the Emerging Growth Enterprise Market of China

Global Economy and Finance Journal, Vol. 7, No. 2, September 2014
Number of pages: 22 Posted: 19 Oct 2014
Hai Long and Zhaoyong Zhang
Anhui International Studies University and Edith Cowan University - Faculty of Business and Law
Downloads 143 (346,154)

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IPO; Growth Enterprise Market of China

2.

The Chinese IPO Examination Mechanism Affected by Administrative Factors: New Evidence from Rejected IPO Firms

Journal of Economic Research, 19(2), 171-196
Number of pages: 25 Posted: 01 Sep 2014
Hai Long and Zhaoyong Zhang
Anhui International Studies University and Edith Cowan University - Faculty of Business and Law
Downloads 110 (421,518)
Citation 1

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Chinese Stock Market, IPO examination mechanism, administrative factors, rejected IPO firms

3.

Estimating Time-Varying Currency Betas: New Evidence from Nine Developed and Emerging Markets

Number of pages: 39 Posted: 26 Aug 2013
Ling Long, Albert K.C. Tsui and Zhaoyong Zhang
National University of Singapore (NUS) - Department of Economics, National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Downloads 81 (514,724)

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time-varying currency betas, multivariate GARCH-M models, international CAPM, long memory, stochastic dominance

4.

A Monetary Union in East Asia: Common Cycles Approach

Number of pages: 22 Posted: 02 May 2010
Kiyotaka Sato and Zhaoyong Zhang
Yokohama National University - Department of Economics and Edith Cowan University - Faculty of Business and Law
Downloads 73 (546,614)
Citation 6

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Monetary union, Cointegration, Common feature business cycle, East Asia

5.

New Estimates of Time‐Varying Currency Betas: A Trivariate BEKK Approach

Number of pages: 43 Posted: 13 Mar 2015
Prabhath Jayasinghe, Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics, National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Downloads 67 (572,543)
Citation 2

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Time‐varying  currency  betas;  Multivariate  GARCH‐M  models;  International  CAPM;  Fractionally  integrated  processes;  Stochastic dominance

6.

What Drives the Liquidity Premium in the Chinese Stock Market?

The North American Journal of Economics and Finance, Forthcoming
Posted: 25 Jun 2020
Jiyoun An, Kin‐Yip Ho and Zhaoyong Zhang
Kyung Hee University, Australian National University (ANU) and Edith Cowan University - Faculty of Business and Law

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Liquidity premium; Size; Idiosyncratic volatility; Global market beta; Local market liquidity beta; Chinese stock markets

7.

New Estimates of Time-Varying Currency Betas: A Trivariate BEKK Approach

Economic Modelling, Vol. 42, 2014
Posted: 17 Jul 2014
Prabhath Jayasinghe, Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics, National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law

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Time-varying currency betas, Multivariate GARCH-M models, International CAPM, Fractionally integrated processes, Stochastic dominance