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Factor beta, overnight and intraday expected returns in China
Ye, Zhengke; Jiang, Danling; Luo, Yunfeng - In: Global finance journal 56 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014478880
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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Endogenous short-sale constraint, stock prices and output cycles
Zhang, Harold H. - In: Macroeconomic dynamics 1 (1997) 1, pp. 228-254
Persistent link: https://www.econbiz.de/10001337433
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Investor ignorance in markets for worthless stocks
Kadapakkam, Palani-Rajan; Zhang, Hongxian - In: Journal of financial markets 19 (2014), pp. 197-218
Persistent link: https://www.econbiz.de/10010442403
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Industry herding and the profitability of momentum strategies during market crises
Demirer, Rıza; Zhang, Huacheng - In: The journal of behavioral finance : a publication of … 20 (2019) 2, pp. 195-212
Persistent link: https://www.econbiz.de/10012180503
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Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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Seasonality in the cross section of stock returns : advanced markets versus emerging markets
Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281
Persistent link: https://www.econbiz.de/10012117746
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On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza; Pierdzioch, Christian; Zhang, Huacheng - In: Finance research letters 22 (2017), pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
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Capital gains taxes and stock return volatility
Dai, Zhonglan; Shackelford, Douglas A.; Zhang, Harold H. - In: The journal of the American Taxation Association : a … 35 (2013) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10010233236
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Stock returns and the volatility of liquidity
Pereira, João Pedro; Zhang, Harold H. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1077-1110
Persistent link: https://www.econbiz.de/10008758042