Huacheng Zhang

Southwestern University of Finance and Economics - Institute of Financial Studies

Assistant Professor of Finance

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 10,800

SSRN RANKINGS

Top 10,800

in Total Papers Downloads

5,570

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (10)

1.

Twin Momentum: Fundamental Trends Matter

Number of pages: 50 Posted: 09 Jan 2017 Last Revised: 07 Jun 2021
Dashan Huang, Huacheng Zhang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Southwestern University of Finance and Economics - Institute of Financial Studies and Washington University in St. Louis - John M. Olin Business School
Downloads 3,681 (3,492)
Citation 6

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Price momentum, Fundamental momentum, Twin momentum, Information diffusion, Sticky expectation

2.

Fundamental Extrapolation and Stock Returns

European Finance Association 2020 Annual Meeting (virtual), American Finance Association 2022 Annual Meeting (Boston, Scheduled)
Number of pages: 66 Posted: 16 Oct 2020 Last Revised: 18 Jun 2021
Dashan Huang, Huacheng Zhang, Guofu Zhou and Yingzi Zhu
Singapore Management University - Lee Kong Chian School of Business, Southwestern University of Finance and Economics - Institute of Financial Studies, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 584 (58,087)

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Fundamental Extrapolation; Return Extrapolation; Volatility; Expectation

3.

Hedge Fund Manager Skills and Style-Shifting

Management Science, forthcoming
Number of pages: 65 Posted: 12 Apr 2018 Last Revised: 18 Jun 2021
George J. Jiang, Bing Liang and Huacheng Zhang
Washington State University, University of Massachusetts Amherst - Department of Finance and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 264 (144,650)

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Hedge funds; Style-shifting; Fund manager skill; Fund performance; Fund flow

4.

Active Asset Allocation Among a Large Set of Stocks: How Effective is the Parametric Rule?

Number of pages: 45 Posted: 01 Sep 2012 Last Revised: 29 Mar 2013
Huacheng Zhang
Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 263 (145,171)
Citation 1

Abstract:

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asset allocation, mean-variance, 1/N rule, portfolio performance, stock characteristics

5.

Stock Selection Timing

Journal of Banking and Finance, Vol. 121, 2021
Number of pages: 60 Posted: 02 Apr 2019 Last Revised: 18 Jun 2021
Washington State University, West Virginia University, Department of Finance and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 257 (148,549)

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Mutual Funds; Active Trading; Stock Selection Opportunity; Stock Selection Timing; Stock-picking ability

6.

Do Hedge Funds Ride Market Irrationality?

Number of pages: 63 Posted: 12 Apr 2018 Last Revised: 11 Sep 2020
Bing Liang and Huacheng Zhang
University of Massachusetts Amherst - Department of Finance and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 169 (218,827)

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hedge funds, noise trader, irrationality riding, arbitrage

7.

That Is Not My Dog: Why Doesn't the Log Dividend-Price Ratio Seem to Predict Future Log Returns or Log Dividend Growths?

SFS Cavalcade Asia-Pacific 2017 Annual Meeting (Beijing), AFA 2019 Annual Meeting (Atlanta)
Number of pages: 40 Posted: 18 Apr 2018 Last Revised: 18 Jun 2021
Philip H. Dybvig and Huacheng Zhang
Washington University in St. Louis - John M. Olin Business School and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 151 (240,542)
Citation 6

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return predictability, dividend-price ratio, stationarity test

8.

On the Short-Term Predictability of Stock Returns: A Quantile Boosting Approach

Number of pages: 15 Posted: 17 Oct 2016
Riza Demirer, Christian Pierdzioch and Huacheng Zhang
Southern Illinois University Edwardsville - Department of Economics & Finance, University of the German Federal Armed Forces - Department of Economics and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 135 (263,063)

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Stock returns, Predictability, Quantile boosting

9.

An Empirical Assessment of Characteristics and Optimal Portfolios

Number of pages: 55 Posted: 12 Apr 2018 Last Revised: 30 Apr 2021
Christopher G. Lamoureux and Huacheng Zhang
University of Arizona and Southwestern University of Finance and Economics - Institute of Financial Studies
Downloads 66 (415,872)

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cross-section of stock returns; stock characteristics; optimal portfolios

10.

Do Firm Characteristics Matter in Explaining the Herding Effect on Returns?

Review of Financial Economics, 2018
Posted: 15 Mar 2018 Last Revised: 24 Jun 2018
Riza Demirer and Huacheng Zhang
Southern Illinois University Edwardsville - Department of Economics & Finance and Southwestern University of Finance and Economics - Institute of Financial Studies

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Anomalies, Industry herding, Asset pricing