Weina Zhang

National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 18,699

SSRN RANKINGS

Top 18,699

in Total Papers Downloads

5,124

SSRN CITATIONS
Rank 21,051

SSRN RANKINGS

Top 21,051

in Total Papers Citations

51

CROSSREF CITATIONS

12

Scholarly Papers (20)

1.

CDS-Bond Basis and Bond Return Predictability

Journal of Empirical Finance, Vol. 38, 307-337, September 2016, WBS Finance Group Research Paper No. 214
Number of pages: 69 Posted: 22 Jan 2014 Last Revised: 26 Dec 2019
Gi H. Kim, Haitao Li and Weina Zhang
Warwick Business School - University of Warwick, University of Michigan - Stephen M. Ross School of Business and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 817 (57,498)
Citation 13

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Credit default swaps, CDS-bond basis, basis arbitrage, corporate bonds, financial crisis, limits of arbitrage, price convergence

2.

The Information Value of Credit Rating Action Reports: A Textual Analysis

Management Science, 2016, Vol 62 (8), 2218-2240
Number of pages: 50 Posted: 23 Jul 2013 Last Revised: 04 Jan 2017
National University of Singapore, National University of Singapore and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 576 (90,195)
Citation 8

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Credit Ratings; Credit Rating Agencies; Credit Rating Reports; Linguistic Tone

3.

Portfolio Value-at-Risk Optimization for Asymmetrically Distributed Asset Returns

European Journal of Operational Research, 2012, Vol 221, 397-406
Number of pages: 31 Posted: 27 Apr 2009 Last Revised: 04 Jan 2017
Joel Goh, Kian-Guan Lim, Melvyn Sim and Weina Zhang
National University of Singapore, Singapore Management University - Lee Kong Chian School of Business, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 392 (142,887)

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Asymmetric Distributions, Markowitz Mean-Variance Optimization, Partitioned Value-at-Risk, Portfolio Optimization, Robust Risk Measures

4.

The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns

Journal of Futures Markets, Vol. 37, 836-861, August 2017, WBS Finance Group Research Paper No. 157
Number of pages: 42 Posted: 22 Mar 2011 Last Revised: 26 Dec 2019
Gi H. Kim, Haitao Li and Weina Zhang
Warwick Business School - University of Warwick, University of Michigan - Stephen M. Ross School of Business and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 375 (150,133)
Citation 4

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Credit Default Swap, CDS-Bond Basis Arbitrage, Corporate Bond Returns, Basis Risk Factor, Financial Crisis, Funding Liquidity, Counterparty Risk, Limits-to-Arbitrage

5.

On the Dynamics of Corporate Bond Ownership

Number of pages: 67 Posted: 14 Aug 2014 Last Revised: 09 May 2016
Massimo Massa, Hong Zhang and Weina Zhang
INSEAD - Finance, Singapore Management University - Lee Kong Chian School of Business and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 304 (188,081)
Citation 1

Abstract:

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corporate bonds; credit risk, institutional ownership; learning

6.

Dissecting the Information Value of Sovereign Credit Rating Reports

Number of pages: 52 Posted: 18 Nov 2014 Last Revised: 05 Apr 2019
National University of Singapore, National University of Singapore, Credit Suisse and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 290 (197,675)
Citation 1

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Eurozone Sovereign Debt Crisis, Linguistic Tone, Naïve Bayesian Algorithm, Sovereign Credit Default Swaps, Sovereign Credit Rating Reports

7.

Does Policy Instability Matter for International Equity Markets?

International Review of Finance, Forthcoming
Number of pages: 56 Posted: 23 Jul 2013 Last Revised: 02 Mar 2019
Swee Sum Lam, Huiping Zhang and Weina Zhang
National University of Singapore - NUS Business School, James Cook University - College of Business, Law and Governance, and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 278 (206,365)
Citation 5

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bureaucratic quality, government stability, international asset pricing, policy instability

8.

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence

Journal of Real Estate Finance and Economics, 2013, 46 (4), 568-595
Number of pages: 38 Posted: 01 Aug 2009 Last Revised: 04 Jan 2017
Beijing Normal University-Hong Kong Baptist University United International College, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 270 (212,634)

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Comovement, Indifference Pricing, Incomplete Market, Real Estate, Risk and Return

9.

The Information Value of Stock Lending Fees: Are Lenders Price Takers?

Review of Finance, 21, 2353–2377, 2017
Number of pages: 40 Posted: 08 Dec 2016 Last Revised: 28 Feb 2019
Iowa State University - Department of Accounting and Finance, Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 245 (234,018)
Citation 11

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Institutional ownership; Securities lending market; Short selling; Short-sale constraints

10.

Return Predictability in Corporate Bond Market Along the Supply Chain

Journal of Financial Markets, June 2016, Vol 29, 66-86
Number of pages: 52 Posted: 21 Apr 2014 Last Revised: 04 Jan 2017
Long Chen, Long Chen, Gaiyan Zhang and Weina Zhang
Cheung Kong Graduate School of BusinessLuohan Academy, University of Missouri at St. Louis - College of Business Administration and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 235 (243,760)
Citation 3

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Corporate Bonds; Cash Flow; Credit Rating; Credit Risk; Earnings; Information; Supply Chain; Return Predictability

11.

Do Short Sellers Exploit Industry Information?

Journal of Empirical Finance, Forthcoming
Number of pages: 48 Posted: 13 Dec 2015 Last Revised: 22 Sep 2018
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 205 (277,151)
Citation 1

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Financial Distress, Industry Information, Pricing efficiency, Short selling

12.

Active Institutional Investors and Short Sale Constraints around the Global Financial Crisis

Number of pages: 44 Posted: 19 Jul 2014 Last Revised: 19 Dec 2016
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 169 (328,984)

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Institutional ownership, Securities lending market, Short sales, Short sale constraints

13.

Unveil the Economic Impact of Policy Reversals: The China Experience

China Finance Review International, Forthcoming
Number of pages: 32 Posted: 23 Jul 2013 Last Revised: 26 Oct 2018
Swee Sum Lam, Tao Li and Weina Zhang
National University of Singapore - NUS Business School, City University of Hong Kong (CityU) - Department of Economics & Finance and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 161 (343,072)

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economic growth; interest rate; policymaking; policy reversals; interbank repo; term structure; volatility

14.

The Norm Theory of Capital Structure: International Evidence

International Review of Finance, 2013, Vol 13 (1), pp. 111-135
Number of pages: 36 Posted: 17 Nov 2011 Last Revised: 23 Jul 2013
Swee Sum Lam, Weina Zhang and Reginald Lee
National University of Singapore - NUS Business School, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and Merrill Lynch & Co. - Merrill Lynch (Singapore) Pte. Ltd.
Downloads 156 (352,283)
Citation 2

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national culture, capital structure, leverage, managerial norms, norm theory of capital structure

15.

The Helping Hand of the State in Chinese Real Estate Firms: Anti-corruption and Liberalization

International Real Estate Review, 2016, Vol 19 (1), 51-97.
Number of pages: 47 Posted: 21 Apr 2014 Last Revised: 04 Jan 2017
Beijing Normal University-Hong Kong Baptist University United International College, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 151 (361,774)
Citation 1

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Corporate Governance, Executive Compensation, Emerging Market, Agency Issues, Real Estate Company, China

16.

Reciprocity between Financial and Social Performance in Microfinance Institutions

Public Performance and Management Review, Forthcoming
Number of pages: 29 Posted: 25 Mar 2019 Last Revised: 28 Mar 2019
National University of Singapore - NUS Business School, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN), Asian Pastoral Institute and Nanyang Technological University (NTU)
Downloads 147 (369,766)
Citation 2

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Social enterprises, financial sustainability, social mission, reciprocity, profit status, microfinance institutions

17.

The Moderating Effect of Bureaucratic Quality on the Pricing of Policy Instability

China Finance Review International, 2015, Vol 5 (3), 303-334.
Number of pages: 51 Posted: 17 Nov 2011 Last Revised: 04 Jan 2017
Swee Sum Lam and Weina Zhang
National University of Singapore - NUS Business School and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 143 (377,965)

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policy instability, policy reversal, policy risk, bureaucratic quality, liberalization,interest rate, interest rate spread, interest rate volatility

18.

The Mispricing of Socially Ambiguous Grey Stocks

Finance Research Letters, May 2015, Vol 13 (5), 81-89
Number of pages: 15 Posted: 08 Jan 2015 Last Revised: 04 Jan 2017
National University of Singapore - NUS Business School, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and Nanyang Technological University (NTU)
Downloads 108 (467,593)
Citation 2

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Corporate Social Responsibility (CSR); Community; Controversial Industries; Environment; Socially Ambiguous Grey Stocks; Sin Stocks

19.

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence

Journal of Real Estate Finance and Economics, Vol. 46, No. 4, 2013
Number of pages: 38 Posted: 20 Mar 2013 Last Revised: 23 Jul 2013
Beijing Normal University-Hong Kong Baptist University United International College, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 102 (486,993)

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comovement, indifference pricing, incomplete market, real estate, risk and return

20.

Efficiency of Regulated and Unregulated FOREX Markets: An Analysis of Onshore and Offshore Renminbi Forward Markets

International Finance Review, Vol. 17, The Political Economy of Chinese Finance, Emerald Publishing
Posted: 27 May 2016
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)

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FOREX Market, Onshore, offshore, China, covered interest rate parity (CIRP)