Qi Zhang

Shanghai Jiao Tong University (SJTU)

China

SCHOLARLY PAPERS

9

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Top 34,123

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2,499

SSRN CITATIONS
Rank 41,873

SSRN RANKINGS

Top 41,873

in Total Papers Citations

12

CROSSREF CITATIONS

7

Scholarly Papers (9)

1.

Market Development, Information Diffusion and the Global Anomaly Puzzle

Cai, Charlie Xiaowu and Keasey, Kevin and Li, Peng and Zhang, Qi, 2021,Market Development, Information Diffusion and the Global Anomaly Puzzle, Journal of Financial and Quantitative Analysis, Forthcoming.
Number of pages: 64 Posted: 30 Sep 2016 Last Revised: 04 Feb 2021
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Bath, School of management and Shanghai Jiao Tong University (SJTU)
Downloads 517 (91,512)
Citation 6

Abstract:

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Asset Pricing, Anomalies, Behavioral Finance, Multi-Factor Models, International Evidence

2.

The Chinese Warrants Bubble: Evidence from Brokerage Account Records

7th Miami Behavioral Finance Conference 2016, Review of Financial Studies (Forthcoming)
Number of pages: 68 Posted: 23 Aug 2016 Last Revised: 07 Jan 2020
University of Illinois at Urbana-Champaign - Department of Finance, Tsinghua University - School of Economics & Management and Shanghai Jiao Tong University (SJTU)
Downloads 405 (122,260)
Citation 10

Abstract:

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Speculative bubble, feedback loop, precipitating event, feedback trading, social contagion

3.

Informed Trading Volume and Asset Prices: The Role for Intensive Traders

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 69 Posted: 06 May 2016 Last Revised: 12 Apr 2019
University of North Carolina Kenan-Flagler Business School, Tsinghua University - School of Economics & Management and Shanghai Jiao Tong University (SJTU)
Downloads 360 (139,640)

Abstract:

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Informed trading volume, aggressive investor, geographic location, asset pricing

4.

Detecting Insider Trading in the Era of Big Data and Machine Learning

Number of pages: 43 Posted: 17 Oct 2022
University of North Carolina Kenan-Flagler Business School, Tsinghua University - School of Economics & Management and Shanghai Jiao Tong University (SJTU)
Downloads 337 (150,882)

Abstract:

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Detect insider trading, Machine learning, Big data

5.

Paying Too Much for Growth: What have Investors Missed?

Leeds University Business School Working Paper No. 17-09
Number of pages: 64 Posted: 01 Feb 2017 Last Revised: 21 Feb 2018
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Bath, School of management and Shanghai Jiao Tong University (SJTU)
Downloads 258 (197,803)

Abstract:

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Limited Attention, Investment Growth Anomaly, Expectation Error, US market, International market

6.

Impact of Demand Shocks on the Stock Market: Evidence from Chinese IPOs

Number of pages: 53 Posted: 29 Dec 2020 Last Revised: 20 Dec 2021
INSEAD, University of Illinois at Urbana-Champaign - Department of Finance and Shanghai Jiao Tong University (SJTU)
Downloads 252 (202,492)
Citation 3

Abstract:

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Inelastic markets hypothesis, demand shocks, Chinese stock market, initial public offering

7.

Hiding Behind the Window Blinds: Strategic Trading under Portfolio Partial Disclosure

Number of pages: 75 Posted: 07 Feb 2022 Last Revised: 03 Nov 2022
University of Rochester - Simon Business School, INSEAD, Shanghai Stock Exchange and Shanghai Jiao Tong University (SJTU)
Downloads 166 (296,863)

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Mutual Fund, Strategic Trading, Concealing Behavior, Window Dressing, Portfolio Disclosure Policy

8.

Fertility and Savings: The Effect of China's Two-Child Policy on Household Savings

Number of pages: 58 Posted: 07 Dec 2021
Northwestern University, Northwestern University - Kellogg School of Management, Tsinghua University - School of Economics & Management and Shanghai Jiao Tong University (SJTU)
Downloads 148 (326,819)

Abstract:

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Household Savings, Two-Child Policy, China

9.

SEOs by Systemically Risky Banks: Do They Produce Stabilization Effects?

Number of pages: 56 Posted: 18 Jun 2020 Last Revised: 22 Sep 2020
Universität Osnabrück, Durham University and Shanghai Jiao Tong University (SJTU)
Downloads 56 (606,676)
Citation 1

Abstract:

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SEOs, Banking Regulation, Banking Crises, Contagion, Systemic Risk