Zhongzhi Lawrence He

Brock University, Goodman School of Business

500 Glenridge Avenue

Finance

St. Catherine's, Ontario L2S 3A1

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 35,685

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1,698

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

Dynamic Factors and Asset Pricing

Number of pages: 46 Posted: 11 Sep 2007 Last Revised: 04 Oct 2008
Zhongzhi Lawrence He, Sahn-Wook Huh and Bong-Soo Lee
Brock University, Goodman School of Business, State University of New York (SUNY) - Department of Finance and Florida State University
Downloads 664 (49,749)

Abstract:

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Kalman filter, asset pricing, dynamic factors

2.

Price Manipulation and Industry Momentum: Evidence from the Chinese Stock Market

Number of pages: 38 Posted: 23 Apr 2009
Zhongzhi Lawrence He and Dongwei Su
Brock University, Goodman School of Business and Jinan University - Finance Department
Downloads 351 (107,753)
Citation 3

Abstract:

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Price manipulation, Momentum, Industry momemtum, Behavioral biases, Chinese Stock Market

3.

Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests

Swiss Finance Institute Research Paper No. 18-78
Number of pages: 56 Posted: 11 Dec 2018 Last Revised: 09 Jan 2019
Amit Goyal, Zhongzhi Lawrence He and Sahn-Wook Huh
University of Lausanne, Brock University, Goodman School of Business and State University of New York (SUNY) - Department of Finance
Downloads 204 (186,978)
Citation 2

Abstract:

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Asset-Pricing Tests, Power Problem, Extreme-Error Problem, Distance-Based Metrics, Optimal Transport Theory, Bayesian Interpretations, Model Comparisons and Rankings

4.

Mutual Fund Fees, Performance, and Governance Structure in Canada

CAAA Annual Conference 2013
Number of pages: 47 Posted: 16 Jan 2013 Last Revised: 28 May 2013
Zhongzhi Lawrence He, Martin I. Kusy, Deepak Singh and Samir Trabelsi
Brock University, Goodman School of Business, Brock University, Goodman School of Business, Brock University - Goodman School of Business and Brock University - Accounting
Downloads 155 (237,587)

Abstract:

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Mutual Funds, Governance Structure, Agency Theory, Stewardship Theory

5.

Using a Bayesian Model for Bankruptcy Prediction: A Comparative Approach

Number of pages: 39 Posted: 15 Jan 2013
Zhongzhi Lawrence He and Samir Trabelsi
Brock University, Goodman School of Business and Brock University - Accounting
Downloads 107 (313,945)

Abstract:

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Basian Network, Bankruptcy Prediction, Performance of Bankruptcy Prediction Models

6.

Executive Compensation and Compensation Risk: Evidence from Technology Firms

Number of pages: 30 Posted: 17 May 2013
Jimmy Yu, Samir Trabelsi, Paul Dunn and Zhongzhi Lawrence He
University of Calgary - Haskayne School of Business, Students, Brock University - Accounting, Brock University and Brock University, Goodman School of Business
Downloads 93 (344,038)

Abstract:

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Executive compensation, Compensation risk, technology firms

7.

Comparing Asset Pricing Models: Distance-Based Metrics and Bayesian Interpretations

Number of pages: 61 Posted: 15 Nov 2017 Last Revised: 23 Jan 2018
Zhongzhi Lawrence He
Brock University, Goodman School of Business
Downloads 56 (454,669)

Abstract:

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Distance-based Metrics; Bayesian Interpretations; Model Comparison; Power Problems; Mispricing Uncertainty; Optimal Transport Method

8.

Learning Rational Expectations via Policy Gradient: An Economic Analysis

Number of pages: 44 Posted: 08 May 2019 Last Revised: 29 Jul 2020
Zhongzhi Lawrence He
Brock University, Goodman School of Business
Downloads 30 (574,949)

Abstract:

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Rational expectations; Game Theory; Reinforcement Learning; Policy Gradient Theorem; Stochastic Gradient Ascent; Call Market

9.

Generalized Information Ratio

Number of pages: 48 Posted: 08 Mar 2018 Last Revised: 29 Apr 2018
Zhongzhi Lawrence He
Brock University, Goodman School of Business
Downloads 28 (586,995)

Abstract:

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Performance Evaluation, Mutual Funds, Information Ratio, Model Misspecification, Optimal Transport Mapping, Estimation of Covariance Matrix

10.

A Reinforcement Learning Model of Procedural Rationality

Number of pages: 32 Posted: 11 Aug 2021
Zhongzhi Lawrence He
Brock University, Goodman School of Business
Downloads 10 (715,881)

Abstract:

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Procedural Rationality; Bounded Rationality; Cognitive Process; Prospect Theory; Machine Learning; Reinforcement Learning