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Zhaobo ZHU

Assistant Professor

  • Finance Department

Curriculum vitae

Philosophiae Degree, Business administration, Finance
Old Dominion University, United States of America (2016)

Master, Economy, Economics
Kent State University, United States of America (2012)

Master of Business Administration, Business administration, Finance
Louisiana State University, United States of America (2011)

BA
China University of Petroleum, China (PRC)

Publications

Forthcoming

ZHU, Z., Sun, L., Stivers, C. (2020) . Price anchors and short‐term reversals, Financial Management

ZHU, Z., Sun, L., Tu, J. (2020) . Earnings momentum meets short‐term return reversal, Accounting and Finance

2020

ZHU, Z., Sun, L., Yung, K., Chen, M. (2020) . Limited investor attention, relative fundamental strength, and the cross-section of stock returns, British Accounting Review, 52 (4), 100859

Chen, M., Ruan, L., ZHU, Z., Sang, F. (2020) . Macro uncertainty, analyst performance, and managerial ability, Eurasian Business Review, 10 (3), 333-353

Chen, B., Ma, L., ZHU, Z., Zhou, Y. (2020) . Disclosure policies in all-pay auctions with bid caps and stochastic entry, Applied Economics Letters, 186 (January 2020), 108805

ZHU, Z., Sun, L., Yung, K. (2020) . Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage, International Review of Financial Analysis, 71 (October 2020), 101452

ZHU, Z., Ji, Q., Sun, L., Zhai, P. (2020) . Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry, International Review of Financial Analysis, 70 (July 2020), 101516

ZHU, Z., Harrison, D., Seiler, M. (2020) . Preference for lottery features in real estate investment trusts, International Review of Economics and Finance, 69 (September 2020), 599-613

2019

ZHU, Z., SUN, L., CHEN, M. (2019) . Fundamental strength and short-term return reversal, Journal of Empirical Finance, 52 22-39

ZHU, Z., DUAN, X., TU, J. (2019) . The Trend in Short Selling and the Cross Section of Stock Returns, Annals of Economics and Finance, 20 (2), 565-586

ZHU, Z., DUAN, X., Sun, L., Tu, J. (2019) . Momentum and reversal: The role of short selling, Journal of Economic Dynamics and Control, 104 (July 2019), 95-110

ZHU, Z., DUAN, X., Tu, J. (2019) . Relative Strength over Investment Horizons and Stock Returns, Journal of Portfolio Management, 46 (1), 91-105

2016

ZHU, Z., YUNG, K. (2016) . The Interaction of Short-Term Reversal and Momentum Strategies, Journal of Portfolio Management, 42 (4), 96-107

ZHU, Z., CHEN, P. (2017). Momentum and Reversal: A Long-Short Joint Approach. 2017 Annual Meeting of the Financial Management Association International.