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Macro disagreement and international stock markets

Huang, Wenli; Li, Shi; Qi, Zhen; Zhang, Qi - In: Journal of international financial markets, … 81 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013533376

Stock index return forecasting : the information of the constituents

Cai, Charlie X.; Kyaw, Khine; Zhang, Qi - In: Economics letters 116 (2012) 1, pp. 72-74

Persistent link: https://www.econbiz.de/10009632769

The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy

Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 605-625

Persistent link: https://www.econbiz.de/10010490369

Market Reaction to Earnings News : A Unified Test of Information Risk and Transaction Costs

Zhang, Qi - 2014

We examine how information risk and transaction costs influence the initial and subsequent market reaction to earnings news. We find that the initial market reaction is higher per unit of earnings surprise for higher information risk firms (information content effect). Furthermore, it is...

Persistent link: https://www.econbiz.de/10013063286

Credit scores and the performance of newly-listed stocks : an exploration of the Chinese A-share market

Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: Review of quantitative finance and accounting 51 (2018) 1, pp. 79-111

Persistent link: https://www.econbiz.de/10012037035

In search of winning mutual funds in the Chinese stock market

Koutmos, Dimitrios; Wu, Bochen; Zhang, Qi - In: Review of quantitative finance and accounting 54 (2020) 2, pp. 589-616

Persistent link: https://www.econbiz.de/10012232880

Currency carry trade : the decline in performance after the 2008 Global Financial Crisis

Fan, Zhenzhen; Paseka, Alexander; Qi, Zhen; Zhang, Qi - In: Journal of international financial markets, … 76 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013412772

Stock hyping before auction-style SEOs : are primary market investors misled?

Gao, Shenghao; Liu, Jinzhao; Zhang, Qi; Zhou, Jun - In: International review of economics & finance : IREF 88 (2023), pp. 123-140

Persistent link: https://www.econbiz.de/10014474253

The underlying return-generating factors for REIT returns : an application of independent component analysis

Lizieri, Colin; Satchell, Stephen; Zhang, Qi - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 569-598

Persistent link: https://www.econbiz.de/10003640860

Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China

Li, Bo; Boubaker, Sabri; Liu, Zhenya; Louhichi, Waël; … - In: Computational economics 62 (2023) 2, pp. 527-559

Persistent link: https://www.econbiz.de/10014382734