Min Zhu

University of Queensland

St Lucia

Brisbane, Queensland 4072

Australia

http://https://www.business.uq.edu.au/staff/min-zhu

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 45,503

in Total Papers Downloads

1,250

SSRN CITATIONS

25

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.

Crowding: Evidence from Fund Managerial Structure

Number of pages: 60 Posted: 09 Apr 2020 Last Revised: 10 Apr 2021
Duke University - Fuqua School of Business, Purdue University, University of Queensland - Business School and University of Queensland
Downloads 396 (93,027)
Citation 2

Abstract:

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Mutual funds, managerial structure, diseconomies of scale, crowding, performance evaluation, decreasing returns to scale, alpha, capacity constraints, discretionary management, systematic management.

2.

Informative Fund Size, Managerial Skill and Investor Rationality

Journal of Financial Economics (JFE), Vol. 130, 2018
Number of pages: 49 Posted: 28 Sep 2017 Last Revised: 19 Aug 2021
Min Zhu
University of Queensland
Downloads 241 (158,131)
Citation 22

Abstract:

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Mutual Funds, Managerial Skill, Diseconomies of Scale, Investor Rationality

3.

Corporate Exposure to Weather and Bond Yield Spread

Number of pages: 62 Posted: 09 Mar 2020 Last Revised: 28 Jan 2021
Lei Zhang and Min Zhu
City University of Hong Kong and University of Queensland
Downloads 187 (204,321)

Abstract:

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corporate weather exposure, abnormal cumulative precipitation, bond yield spread, cash flow risk, equity volatility, climate finance

4.

Diseconomies of Scale in Active Management: Robust Evidence

Number of pages: 21 Posted: 16 Jul 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Queensland
Downloads 116 (295,844)
Citation 1

Abstract:

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returns to scale, diseconomies of scale, active management, robust regression

5.

Dividend Growth Predictability and Stock Price Movement

Number of pages: 30 Posted: 04 Aug 2016
Min Zhu, Rui Chen and Ke Du
University of Queensland, Central University of Finance and Economics (CUFE) and Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE)
Downloads 105 (315,203)

Abstract:

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dividend growth, predictability, return decomposition

6.

Mutual Fund Managers’ Prior Work Experience and Their Investment Skills

Forthcoming in Financial Management
Number of pages: 34 Posted: 28 Sep 2017
Rui Chen and Min Zhu
Central University of Finance and Economics (CUFE) and University of Queensland
Downloads 85 (360,689)
Citation 4

Abstract:

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Managerial skills, stock-picking, market-timing, bootstrap

7.

Predictive Regression with p-Lags and Order-q Autoregressive Predictors

Number of pages: 29 Posted: 08 Jun 2020
Queensland University of Technology, Queensland University of Technology and University of Queensland
Downloads 47 (486,411)

Abstract:

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Predictive regressions, bias, augmented regression, return predictability

8.

Appropriate t-stat hurdles in large-scale testing

Number of pages: 49 Posted: 22 Jun 2021 Last Revised: 17 Aug 2021
Min Zhu
University of Queensland
Downloads 37 (532,547)

Abstract:

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Multiple testing, False discovery rate, False nondiscovery rate, Empirical Bayes, Anomalies, Factor zoo, Performance evaluation, t-hurdle, p-hacking

9.

De-Risking Through Equity Holdings: Bank and Insurer Behavior Under Capital Requirements

Number of pages: 38 Posted: 09 Jun 2020 Last Revised: 10 Nov 2020
Liu Yang, Qing Zhou and Min Zhu
Southeast Missouri State University, Department of Applied Finance and Actuarial Studies, Macquarie University and University of Queensland
Downloads 25 (601,230)

Abstract:

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Risk-based capital requirements; Capital structure; De-risking; Security issues

10.

Return Prediction and Portfolio Selection: A Distributional Approach

International Review of Economics & Finance 27: 209-223, 2011
Number of pages: 34 Posted: 25 Nov 2011 Last Revised: 27 Sep 2017
Min Zhu
University of Queensland
Downloads 11 (702,505)

Abstract:

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Return distribution, Quantile regression, Copula, Heuristic Optimization, Portfolio selection

Other Papers (1)

Total Downloads: 6
1.

Investor Irrationality and the Role of Distribution Channels in Chinese Index Fund Selection

2019 Financial Markets & Corporate Governance Conference
Number of pages: 30 Posted: 22 Jan 2019
Jiaqi Huang, Wang Chun Wei and Min Zhu
University of Queensland - Business School, University of Queensland - Faculty of Business, Economics and Law and University of Queensland
Downloads 6

Abstract:

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Chinese mutual fund market, index funds, search cost, investor behaviour, distribution channels