Cherry Yi Zhang

Nottingham University Business School China

Assistant Professor

199 Taikang East Rd.

Ningbo, 315100

China

Massey University - School of Economics and Finance

New Zealand

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 6,186

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5,801

CITATIONS
Rank 33,201

SSRN RANKINGS

Top 33,201

in Total Papers Citations

6

Scholarly Papers (4)

1.

The Halloween indicator, 'Sell in May and go Away': An Even Bigger Puzzle

Number of pages: 85 Posted: 02 Oct 2012 Last Revised: 02 Oct 2014
Ben Jacobsen and Cherry Yi Zhang
Tilburg University - TIAS School for Business and Society and Nottingham University Business School China
Downloads 2,801 (1,649)
Citation 2

Abstract:

seasonal anomalies, sell in May, Halloween indicator, long time series data

2.

Are Monthly Seasonals Real? A Three Century Perspective

The Review of Finance, Forthcoming
Number of pages: 74 Posted: 26 Oct 2010 Last Revised: 06 Sep 2012
Cherry Yi Zhang and Ben Jacobsen
Nottingham University Business School China and Tilburg University - TIAS School for Business and Society
Downloads 1,578 (6,849)
Citation 4

Abstract:

Historical Data, Stock Return Seasonality, January Effect, Seasonal Anomalies, Sell in May, Halloween Indicator, Tax Loss Selling

3.

Gender Differences in Optimism and Asset Allocation

Number of pages: 54 Posted: 16 Nov 2007
Tilburg University - TIAS School for Business and Society, University of Auckland, Erasmus University Rotterdam (EUR) - Department of Financial Management and Nottingham University Business School China
Downloads 5 (353,096)

Abstract:

Optimism, Pessimism, Gender Difference, Consumer Confidence, Economic Indicators, Risk Aversion

4.

Practical Significance of Statistical Significance

Number of pages: 22 Posted: 17 Aug 2017
Ben Jacobsen, Alexander Molchanov and Cherry Yi Zhang
Tilburg University - TIAS School for Business and Society, Massey University and Nottingham University Business School China
Downloads 0

Abstract:

Return predictability, January effect, forecasting