- Phone:+86 (0)21 52301280
- Title:Associate Professor
Qi Zhang is an Associate Professor of Finance at Finance Department, Antai College of Economics and Management, Shanghai Jiaotong University. Prior to this, he taught at University of Leeds and University of Durham. He gained his BA and MA in Economics from the School of Economics and Management at Tsinghua University, China. His PhD was awarded by University of Leeds.
Qi’s research interests are in the areas of empirical asset pricing, behavioural finance, banking and emerging markets. He has had papers published in the Review of Financial Studies, Journal of Accounting and Economics, Journal of Financial and Quantitative Analysis etc.
19. Cai, C. X., Li P., Keasey K. & Zhang, Q. (2021) Market Development, Information Diffusion and the Global Anomaly Puzzle. Journal of Financial and Quantitative Analysis, forthcoming.
18. Pearson, N., Yang Z. & Zhang, Q. (2021) The Chinese Warrants Bubble: Evidence from Brokerage Account Records. The Review of Financial Studies 34(1), 264-312.
17. Clacher, I., Shields, K. & Zhang,Q. (2019). Negative tone in lobbying the international accounting standards board. The International Journal of Accounting 54(3), 1950011.
16. Cai, C. X., Kim, M., Shin, Y. & Zhang, Q. (2019). FARVaR: Functional Autoregressive Value-at-Risk. Journal of Financial Econometrics 17(2): 284-337.
15. Koutmos, D, Wu, B & Zhang, Q. (2019). In Search of Winning Mutual Funds in the Chinese Stock Market. Review of Quantitative Finance and Accounting 54, 589–616.
14. Cai, C. X., McGuinness, P.B. & Zhang, Q. (2018). Credit scores and the performance of newly-listed stocks: An exploration of the Chinese A-share market. Review of Quantitative Finance and Accounting 51(1): 79-111.
13. Cai, C.X., Li, P. & Zhang, Q. (2018). Overreaction to growth opportunities: an explanation of the asset growth anomaly. European Financial Management 25(4), 747-776.
12. Cai, C.X., Mobarek, A. & Zhang, Q. (2017). International Stock Market Leadership and its Determinants. Journal of Financial Stability 33: 150-162.
11. Cai, C. X., McGuinness, P. B. & Zhang, Q. (2017). Capital account reform and short- and long-run stock price leadership. European Journal of Finance 23(10): 916-945.
10. Abouraschi, N., Clacher, I., Freeman, M., Hillier, D., Kemp, M. & Zhang, Q. (2016). Pension plan solvency and extreme market movements: A regime switching approach. European Journal of Finance 22(13): 1292-1319.
9. Toms, S. & Zhang, Q. (2016). Marks & Spencer and the Decline of the British Textile Industry, 1950-2000. Business History Review 90(01): 3-30.
8. Cai, C. X. & Zhang, Q. (2016). High-Frequency Exchange Rate Forecasting. European Financial Management 22(1): 120-141. 1.8， 7
7. Zhang, Q., Vallascas, F., Keasey, K. & Cai, C. X. (2015). Are Market-Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors? Journal of Money, Credit and Banking 47(7): 1403-1442.
6. Zhang, Q., Cai, C.X. & Keasey, K. (2014). The profitability, costs and systematic risk of the post-earnings announcement drift trading strategy. Review of Quantitative Finance & Accounting 43(3): 605-625.
5. Jiang, P., Cai, C. X., Keasey, K., Wright, M. & Zhang, Q. (2014). The role of venture capitalists in small and medium-sized enterprise initial public offerings: Evidence from China. International Small Business Journal 32(6): 619-643.
4. Zhang, Q., Cai, C.X. & Keasey, K. (2013). Market reaction to earnings news: A unified test of information risk and transaction costs. Journal of Accounting and Economics 56(2-3): 251-266.
3. Cai, C.X., Kyaw, K. & Zhang, Q. (2012). Stock index return forecast: The information of the constituents. Economics Letters 116(1): 72-74.
2. Cai, C.X., McGuinness, P.B. & Zhang, Q. (2011). The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares. Journal of Banking and Finance 35(8): 2123-2136.
1. Zhang, Q., Cai, C.X. & Keasey, K. (2009). Forecasting using high-frequency data: A comparison of asymmetric financial duration models. Journal of Forecasting 28(5): 371-386.
Corporate Finance, Corporate Governance.