Average skewness matters E Jondeau, Q Zhang, X Zhu Journal of Financial Economics 134 (1), 29-47, 2019 | 134 | 2019 |
Global disaster risk matters J Chen, J Yao, Q Zhang, X Zhu Management Science 69 (1), 576-597, 2023 | 24 | 2023 |
Investor attention and stock market under‐reaction to earnings announcements: Evidence from the options market XW Wang, Z Yan, Q Zhang, X Gao Journal of Futures Markets 38 (4), 478-492, 2018 | 20 | 2018 |
Political connection, family involvement, and IPO underpricing: Evidence from the listed non‐state‐owned enterprises of China Z Cao, Y Chen, J Zeng, Q Zhang Pacific Economic Review 27 (2), 105-130, 2022 | 16 | 2022 |
Trading against the grain: When insiders buy high and sell low R Li, XW Wang, Z Yan, Q Zhang Forthcoming in the Journal of Portfolio Management, 2019 | 11 | 2019 |
Skewness and index futures return E Jondeau, X Wang, Z Yan, Q Zhang Journal of Futures Markets 40 (11), 1648-1664, 2020 | 9 | 2020 |
One hundred years of rare disaster concerns and commodity prices Q Zhang Journal of Futures Markets 41 (12), 1891-1915, 2021 | 8 | 2021 |
Fear in commodity return prediction Z Cao, L Han, X Wei, Q Zhang Finance Research Letters 46, 102502, 2022 | 5 | 2022 |
Anger in predicting the index futures returns Z Cao, J Shen, X Wei, Q Zhang Journal of Futures Markets 43 (4), 437-454, 2023 | 4 | 2023 |
Analyst rating matters for index futures L Han, X Wei, S Yan, Q Zhang Journal of Futures Markets 42 (11), 2084-2100, 2022 | 4 | 2022 |
Stock return predictability in China: Power of oil price trend Z Cao, L Han, Q Zhang Finance Research Letters 47, 102537, 2022 | 2 | 2022 |
Oil strikes back: Trend factors and exchange rates L Han, Y Xu, Q Zhang, X Zhu Journal of Money, Credit and Banking, 2024 | 1 | 2024 |
When Are Stocks Less Volatile in the Long Run? E Jondeau, Q Zhang, X Zhu Journal of Financial and Quantitative Analysis 56 (4), 1228-1258, 2021 | 1 | 2021 |
Asymmetric beta comovement and systematic downside risk E Jondeau, Q Zhang Swiss Finance Institute Research Paper, 2014 | 1 | 2014 |
Commodity Sentiment in Predicting the Index Futures Returns Q Zhang Available at SSRN 5025599, 2024 | | 2024 |
Carbon risk and corporate maturity mismatch M Huang, X Wang, X Wang, Q Zhang Journal of International Money and Finance 149, 103213, 2024 | | 2024 |
Fear in the T Wang, Y Wang, Q Zhang, G Zhou Treasury Market (September 08, 2024), 2024 | | 2024 |
Rare Disaster Concerns in Predicting Oil Z Cao, Y Wang, L Yu, Q Zhang Available at SSRN 4607802, 2023 | | 2023 |
Text-Based Fear and Bond Risk Premia Y Wang, Q Zhang Available at SSRN 4248512, 2022 | | 2022 |
Decoding High-Volume Stock Momentum: Disagreement or Disposition? J Jin, Q Zhang Available at SSRN 4231546, 2022 | | 2022 |