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Zhongling Qin
Zhongling Qin
Verified email at auburn.edu - Homepage
Title
Cited by
Cited by
Year
Leveraged Funds and the Shadow Cost of Leverage Constraints
Z Lu, Z Qin
The Journal of Finance 76 (3), 1295-1338, 2021
132021
Heterogeneous liquidity providers and night-minus-day return predictability
Z Lu, S Malliaris, Z Qin
Journal of Financial Economics 148 (3), 175-200, 2023
92023
Delegated monitoring, institutional ownership, and corporate misconduct spillovers
U Lel, GS Martin, Z Qin
Journal of Financial and Quantitative Analysis 58 (4), 1547-1581, 2023
62023
Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall
Q Su, Z Qin, L Peng, G Qin
Journal of the American Statistical Association 116 (536), 2041-2052, 2021
62021
Dual-Class Shares and Firm Valuation: Market-Wide Evidence from Regulatory Events
U Lel, JM Netter, AB Poulsen, Z Qin
European Corporate Governance Institute–Finance Working Paper, 2021
42021
A One-factor Model for Expected Night-minus-day Stock Returns
Z Lu, Z Qin
Available at SSRN 3854046, 2021
22021
Propagation of climate disasters through ownership networks
M Gustafson, A He, U Lel, Z Qin
European Corporate Governance Institute–Finance Working Paper, 2023
2023
A Game of Disclosing
S Cao, Z Qin, T Shu
A Message to Retail Investors (August 31, 2023), 2023
2023
Propagation of climate disasters through ownership networks and its impact on corporate ESG policies
M Gustafson, A He, U Lel, ZD Qin
2023
Fast and Slow Arbitrageurs: Implications for Return Predictability
Z Lu, SG Malliaris, Z Qin
Available at SSRN 4004609, 2022
2022
On Testing Time Series Momentum Using Predictive Regressions
L Jiang, L Peng, Z Qin, B Yang
Available at SSRN 3678727, 2020
2020
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Articles 1–11