教育背景
亚利桑那大学金融博士
南伊利诺伊大学爱德华兹校区经济与金融硕士
重庆大学MBA,工学学士
工作背景
西南财经大学金融研究院,副教授,2014年3月至今
西南财经大学金融研究院,助理教授,2013年7月至2014年2月
研究领域
SSRN
Empirical asset pricing; Institutional investment; International investment
工作论文
7. "Are bond investors skilled?" with Yoshio Nozawa, 2020.
6. "Fundamental extrapolation and stock returns" with Dashan Huang, Guofu Zhou and Yingzi Zhu, 2019. European Finance Association 2020. Under review.
5. "Knightian uncertainty and the risk-return tradeoff" with Rossen Valkanov, 2018. CICF2018, AEA Poster 2019.
4. 'Twin momentum: Fundamental trends matter" with Dashan Huang, Guofu Zhou and Yingzi Zhu, 2017. CFRIC2017, SEM2018, FPDS2018, FMA 2018 (San Diego, CA)
3. "That is not my dog: Why doesn't log dividend-price ratio seem to predict future log returns or log dividend growth?" with Philip H.Dybvig, 2016. SFS Calvacade Asian Pacific 2017; CICF 2018; AFA 2019
2. "Do hedge funds time market irrationality?" with Bing Liang, 2014.
1. “Risk, return, and the optimal exploitation of stock characteristics”with C. G. Lamoureux, 2013 CICF 2014. Under review.
已发表论文
8. George Jiang, Gulnara Zaynudtinova and Huacheng Zhang, 2021. "Stock selection timing" Journal of Banking and Finance, forthcoming.
7. George Jiang, Bing Liang and Huacheng Zhang, 2020. Hedge fund manager skill and style-shifting.Management Science, forthcoming.
6. Fengyu Li,Huacheng Zhang and Dazhi Zheng, 2018. "Seasonality in the cross section of stock returns: advanced markets versus emerging markets"Journal of Empirical Finance, 2018
5. Riza Demirer and Huacheng Zhang, 2018. "Industry herding and the profitability of momentum strategies during market crises"Journal of Behavioral Finance.
4. Riza Demirer and Huacheng Zhang, 2018. "Do firm characteristics matter in explaining the herding effect on returns?" Reviewof Financial Economics.
3. Riza Demirer, Christian Pierdzioch and Huacheng Zhang, 2017. "On the short-term predictability of stock returns: A quantile boosting approach"Finance Research Letter.
2. Riza Demirer, Donald Lien and Huacheng Zhang, 2015. "Industry Herding and momentum strategies"Pacific-Basin Finance Journal.
1. Riza Demirer, Ali M. Kutan and Huacheng Zhang, 2014. “Do ADR investors herd? Evidence from advanced and emerging markets"International Review of Economics and Finance.
教授课程
2021, Financial Management(英文,本科)
2020, Financial Management(英文,本科),Equity Evaluation (英文, CFA)
2019, Financial Management(英文,本科),Equity Evaluation (英文,CFA), Advanced Empricial Asset Pricing Studies (英文,博士)
2018, Financial Management(英文,本科),Equity Evaluation (英文, CFA)
2017, Financial Management(英文,本科),Investment(英文, 本科)
2016, Financial Management (英文, 本科), Investment (英文, 本科)
2015, Financial Management (英文, 本科), Investment (双语,本科)
2014, Financial Management (英文, 本科),Fixed Income (双语,硕士)
文章评审
Journal of Behaverial Finance
Journal of Empirical Finance
Pacific-Basin Finance Journal
Journal of Economic Dybnamics and Control
International Review of Economics and Finance
Emerging Market of Fiannce and Trade
学术会议
2020, E(European)FA
2019, AFA, CICF, Aian-FA, FMA
2018, SEM, GCFC, CICF, FMA
2017, CICF, SFS Calvacade Asia-Pacific, CFRIC, IFABS
2014, CICF
2013, MFA
联系方式
四川省成都市青羊区光华村街55号,
西南财经大学金融研究院201室, 610074
电话: +86 (028) 87099048
Email: zhang.huacheng@swufe.edu.cn,zhanghuacheng1@gmail.com