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THE SHRINKING SPACE FOR ANOMALIES

Jiang, George J.; Zhang, Andrew Jianzhong - In: Journal of Financial Research 36 (2013) 3, pp. 299-324

Persistent link: https://www.econbiz.de/10010722047

The accrual anomaly and the announcement effect of short arbitrage

Sullivan, Michael J.; Zhang, Andrew Jianzhong - In: The quarterly journal of finance 7 (2017) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10011646578

CEO turnover, information uncertainty, and debt contracting

Deng, Saiying; Intintoli, Vincent J.; Zhang, Andrew … - In: The quarterly journal of finance 9 (2019) 2, pp. 1-54

Persistent link: https://www.econbiz.de/10012029241

Severance agreements and the cost of debt

Mansi, Sattar; Wald, John K.; Zhang, Andrew Jianzhong - In: The journal of corporate finance : contracting, … 41 (2016), pp. 426-444

Persistent link: https://www.econbiz.de/10011619880

Short selling and market anomalies

Wu, Juan Julie; Zhang, Andrew Jianzhong - In: Journal of financial markets 46 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012317882

Information asymmetry and the wealth appropriation effect in the bond market : evidence from late disclosures

Khalil, Samer; Mansi, Sattar; Mazboudi, Mohamad; Zhang, … - In: Journal of business research : JBR 95 (2019), pp. 49-61

Persistent link: https://www.econbiz.de/10011979764

The alphas of beta and idiosyncratic volatility

Poon, Percy Siuping; Yao, Tong; Zhang, Andrew Jianzhong - In: Journal of financial markets 61 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013540567

Distress risk premia in expected stock and bond returns

Zhang, Andrew Jianzhong - In: Journal of Banking & Finance 36 (2012) 1, pp. 225-238

Prior studies find that shareholders’ strategic actions over debtholders are significant for stock prices but not for bond prices. I find that for firms with private and public debt, strategic default has no significant effect on distress risk premia in expected stock or bond returns,...

Persistent link: https://www.econbiz.de/10010582671

When trading options is not the only option : The effects of single‐stock futures trading on options market quality

Jiang, George J.; Shimizu, Yoshiki; Strong, Cuyler - In: Journal of Futures Markets 40 (2020) 9, pp. 1398-1419

Persistent link: https://www.econbiz.de/10012273028

Order imbalance and stock returns : New evidence from the Chinese stock market

Zhang, Ting; Jiang, George J.; Zhou, Wei‐Xing - In: Accounting & Finance 61 (2020) 2, pp. 2809-2836

Persistent link: https://www.econbiz.de/10012280959