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Huacheng Zhang Associate Professor

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Education Background 

University of Arizona, Ph.D. in Finance

University of Southern Illinois Edwards Campus, MSC Economics and Finance

Chongqing University, MBA & B.S. in Engineering


Employment 

Institute of Financial Studies, Southwestern University of Economcis and Finance, Associcate Professor, 2014 - Presemt

Institute of Financial Studies, Southwestern University of Economcis and Finance,Assistant Professor, 07/2013 - 02/2014


Area of Research

SSRN

Empirical asset pricing; Institutional investment; International investment


Working Paper

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, American Finance Association 2022 (schdeuled). 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). Under review

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. “Risk, return, and the optimal exploitation of stock characteristics”with C. G. Lamoureux, 2013 CICF 2014. Under review.

1. "Do hedge funds time market irrationality?" with Bing Liang, 2014.


Publication

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.


Teaching Experience 

2021, Financial Management (English, Undergraduate Level)

2020, Financial Management (English, Undergraduate Level), Equity Evaluation (English, CFA)

2019, Financial Managemen (English, Undergraduate Level), Equity Evaluation (English, CFA), Advanced Empricial Asset Pricing Studies (English, Doctoral Level)

2018, Financial Management (English, Undergraduate Level), Equity Evaluation (English, CFA)

2017, Financial Management (English, Undergraduate Level), Investment (English, Undergraduate Level)

2016, Financial Management (English, Undergraduate Level), Investment (English, Undergraduate Level)

2015, Financial Management  (English, Undergraduate Level), Investment (English/Chinese, Undergraduate Level)

2014, Financial Management (English, Undergraduate Level), Fixed Income (English/Chinese, Graduate Level)


Refereeing and Reviewing

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


Conference

2022, AFA (Scheduled)

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


Contact 

Office 201, Institute of Financial Studies

Southwestern University of Finance & Economics

No 55, Guanghuacun Street, Chengdu 610074, China

Phone: +86 (028) 87099048

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


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