工作论文
7. "Knightian uncertainty and the risk-return tradeoff"
with Rossen Valkanov, 2018.
CICF,2018, AEA 2019 (scheduled)
6. "Hedge fund manager skill and style-shifting"
with George Jiang and Bing Liang, 2017.
CICF 2017.
5. 'Twin momentum: Fundamental trends matter"
with Dashan Huang, Guofu Zhou and Yingzi Zhu, 2017.
CFRIC2017, SEM2018, FPDS2018, FMA 2018 (San Diego, CA)
4. "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 (Scheduled)
3. "Active or passive: Do mutual funds time stock selection?"
with George Jiang and Zaynutdinova, 2016.
under reveiw
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.
已发表论文
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, Forthcoming
5. Riza Demirer and Huacheng Zhang, 2018. "Industry herding and the profitability of momentum strategies during market crises" Journal of Behavioral Finance, forthcoming.
4. Riza Demirer and Huacheng Zhang, 2018. "Do firm characteristics matter in explaining the herding effect on returns?" Review of Financial Economics, forthcoming.
3. Riza Demirer, Christian Pierdzioch and Huacheng Zhang, 2017. "On the short-term predictability of stock returns: A quantile boosting approach" Finance Research Letter 22, 35-41.
2. Riza Demirer, Donald Lien and Huacheng Zhang, 2015. "Industry Herding and momentum strategies" Pacific-Basin Finance Journal 32, 95-110.
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 30, 138-148.
教授课程
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 Empirical Finance
Pacific-Basin Finance Journal
Journal of Economic Dybnamics and Control
International Review of Economics and Finance
学术会议
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 28 87099048
Email: zhang.huacheng@swufe.edu.cn , zhanghuacheng1@gmail.com