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Huacheng Zhang Associate Professor

2019年10月18日 10:46  点击:[]


Institute of Financial Studies

Southwestern University of Finance and Economics

55, Guanghuacun Jie, Qingyangqu

Chengdu, China 610074

zhang.huacheng@swufe.edu.cn, zhanghuacheng1@gmail.com



PhD in Finance University of Arizona

MS in Economics & Finance Southern Illinois University Edwardsville

MBA, BS in Mechanical Engineering Chongqing University


Institute of Financial Studies, Southwestern University of Finance and Economics

Assistant Professor of Finance, July, 2013 to present



Research interests:

Asset allocation, institutional investment, investment evaluation and international finance

Working Papers:

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, SEM2017, FPDS2018, FMA 2018

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.

Published Papers:

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 and Christian Pierdzioch and Huacheng Zhang, 2017. "On the short-term predictability of stock returns: A quantile boosting approach" Finance Research Letter 22, 35-41, 2017.

2. Riza Demirer, Donald Lien and Huacheng Zhang, 2015. "Industry Herding and momentum strategies" Pacific-Basin Finance Journal 32, 95-110, 2015.

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, 2014.


Southwestern University of Finance and Economics
2018, Financial Management (under), Equity Evaluation (CFA, under)
2017, Financial Management (under), Investment (under)
2016, Financial Management (under), Investment (under)
2015, Financial Management (under), Investment (under)

2014, Financial Management (under), Fixed Income (graduate)

University of Arizona

2012, Quantitative Financial Management (under)

2010, 2011, Corporate Financial Problems (under)

Ad-hoc Referee:
Journal of Empirical Finance
Pacific-Basin Finance Journal
Journal of Economic Dybnamics and Control
International Review of Economics and Finance

Conference Participations
2017, CICF, SFS Calvacade Asia-Pacific, CFRIC, IFABS

2014, CICF

2013, MFA

Academic Service

Faculty Recruitment Committee at Southwestern University of Finance and Economics, 2014-2018.

Research Data Czar, Finance Department, University of Arizona 2012-2013

Assistant Editor, Journal of Emerging Market Finance and Trade 2007-2008

Honors & Awards

Sourhern Finance Associateion Best Doctorial Student Paper Award (2012)
University of Arizona graduate fellowship

Southern Illinois University Edwardsville: Jensen Baeske Group Scholarship, Competitive Graduate Award

Chongqing University: Honor graduate (master), Honor graduate

Professional Affiliations

American Finance Association (AFA)

Financial Management Association (FMA)

Southern Finance Association (SFA)

Midwest Finance Association (MFA)

European Finance Association (EFA)

Beta Gamma Sigma Honor Society, Southern Illinois University Edwardsville Chapter

Golden Key International Honor Society, University of Arizona Chapter

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