Huacheng Zhang
Huacheng Zhang
Assistant Professor of Finance, Southwestern University of Finance and Economics
Verified email at swufe.edu.cn
Title
Cited by
Cited by
Year
Industry herding and momentum strategies
R Demirer, D Lien, H Zhang
Pacific-Basin Finance Journal 32, 95-110, 2015
592015
Do ADR investors herd?: Evidence from advanced and emerging markets
R Demirer, AM Kutan, H Zhang
International Review of Economics & Finance 30, 138-148, 2014
462014
Industry herding and the profitability of momentum strategies during market crises
R Demirer, H Zhang
Journal of Behavioral Finance 20 (2), 195-212, 2019
122019
Seasonality in the cross section of stock returns: Advanced markets versus emerging markets
F Li, H Zhang, D Zheng
Journal of Empirical Finance 49, 263-281, 2018
122018
Do firm characteristics matter in explaining the herding effect on returns?
R Demirer, H Zhang
Review of Financial Economics 37 (2), 256-271, 2019
112019
On the short-term predictability of stock returns: A quantile boosting approach
R Demirer, C Pierdzioch, H Zhang
Finance Research Letters 22, 35-41, 2017
102017
Twin momentum: Fundamental trends matter
D Huang, H Zhang, G Zhou, Y Zhu
Available at SSRN 2894068, 2019
62019
That Is Not My Dog: Why Doesn't the Log Dividend-Price Ratio Seem to Predict Future Log Returns or Log Dividend Growths?
PH Dybvig, H Zhang
Available at SSRN 3123595, 2018
62018
Twin momentum
D HUANG, H ZHANG, G ZHOU
SSRN, 2017
32017
Active Asset Allocation Among a Large Set of Stocks: How Effective is the Parametric Rule?
H Zhang
Available at SSRN 2139878, 2013
32013
Hedge Fund Manager Skill and Style-Shifting
GJ Jiang, B Liang, H Zhang
Management Science, 2021
22021
An empirical assessment of characteristics and optimal portfolios
CG Lamoureux, H Zhang
arXiv preprint arXiv:2104.12975, 2021
22021
Active allocation among a large set of stocks: How effective is the parametric rule?
H Zhang
University of Arizona Working Paper, 2012
22012
Stock-selection timing
GJ Jiang, GR Zaynutdinova, H Zhang
Journal of Banking & Finance 125, 106089, 2021
12021
Fundamental Extrapolation and Stock Returns
D Huang, H Zhang, G Zhou, Y Zhu
Available at SSRN, 2020
12020
On the economic significance of stock return predictability: Evidence from macroeconomic state variables
H Zhang
Working Paper, University of Arizona, 2012
12012
Do Hedge Funds Ride Market Irrationality?
B Liang, H Zhang
Available at SSRN 3018483, 2017
2017
The interaction of herding and momentum and the profitability of herding-based industry momentum strategies
R Demirer, H Zhang
2015
Essays in Asset Allocation
H Zhang
The University of Arizona., 2013
2013
An investigation on the conditional parametric assets allocation rule
H ZHANG
2012
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Articles 1–20