Zhenjiang Qin

University of Macau

Assistant Professor

Macau

China

SCHOLARLY PAPERS

6

DOWNLOADS

243

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

How to Squander Your Endowment: Pitfalls and Remedies

Number of pages: 43 Posted: 11 Oct 2021 Last Revised: 03 Nov 2021
Philip H. Dybvig and Zhenjiang Qin
Washington University in St. Louis - John M. Olin Business School and University of Macau
Downloads 83 (425,316)

Abstract:

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University endowment; Spending; Capital preservation; Destroying capital; Moving average; Smooth spending; Smooth consumption; Permanent contribution

2.

An Equilibrium Model of Imperfect Hedging with Transaction Costs

Number of pages: 68 Posted: 16 Aug 2021 Last Revised: 28 Aug 2022
Mark Loewenstein and Zhenjiang Qin
University of Maryland - Robert H. Smith School of Business and University of Macau
Downloads 60 (505,778)

Abstract:

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Transaction costs; Equilibrium; Imperfect hedging; Asset pricing; Market maker

3.

Speculations in Option Markets Enhance Allocation Efficiency with Heterogeneous Beliefs and Learning

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 31 Aug 2013
Zhenjiang Qin
University of Macau
Downloads 58 (513,836)

Abstract:

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eterogeneous Beliefs, Bayesian Learning, Option, Allocation Efficiency, Risk Premium

4.

Achieve Pareto Equilibrium with Continuous Speculations: An Ex-Ante Perspective

Number of pages: 63 Posted: 10 Sep 2021 Last Revised: 03 Mar 2022
Zhenjiang Qin
University of Macau
Downloads 42 (588,767)

Abstract:

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Ex-ante analysis; Heterogeneous confidences; Existence of equilibrium; Quadratic derivative; Continuous trading; Asset pricing

5.

The Monitoring Versus Attention Effects of Media Coverage On Audit Fees

Posted: 18 Nov 2021
Jean Chen, Stephen X. Gong, Zhenjiang Qin and Fai Lim Loi
University of Macau, affiliation not provided to SSRN, University of Macau and Institute of Economics, School of Social Sciences, Tsinghua University

Abstract:

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Media coverage, audit fees, litigation risk, audit effort, attention-grabbing, monitoring.

6.

Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare

Accounting Review, Forthcoming
Posted: 21 Jul 2011 Last Revised: 25 Dec 2013
Peter O. Christensen and Zhenjiang Qin
Copenhagen Business School - Department of Finance and University of Macau

Abstract:

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heterogeneous beliefs, public information, dynamic trading, cost of capital, real effects, investor welfare