Staff profile

Journal Article

• Cai, C. X., Keasey, K., Li, P., & Zhang, Q. (2023). Market Development, Information Diffusion and the Global Anomaly Puzzle. Journal of Financial and Quantitative Analysis, 58(1), 104-147. https://doi.org/10.1017/s0022109022000643
• Koutmos, D., Wu, B., & Zhang, Q. (2020). In Search of Winning Mutual Funds in the Chinese Stock Market. Review of Quantitative Finance and Accounting, 54(2), 589-616. https://doi.org/10.1007/s11156-019-00800-z
• Pearson, N., Yang, Z., & Zhang, Q. (2020). The Chinese Warrants Bubble: Evidence from Brokerage Account Records. The Review of Financial Studies, 34(1), 264-312. https://doi.org/10.1093/rfs/hhaa037
• Cai, C., Li, P., & Zhang, Q. (2019). Overreaction to growth opportunities: an explanation of the asset growth anomaly. European Financial Management, 25(4), 747-776. https://doi.org/10.1111/eufm.12188
• Cai, C., Kim, M., Shin, Y., & Zhang, Q. (2019). FARVaR: Functional Autoregressive Value-at-Risk. Journal of Financial Econometrics, 17(2), 284-337. https://doi.org/10.1093/jjfinec/nby031
• Clacher, I., Shields, K., & Zhang, Q. (2019). Negative tone in lobbying the International Accounting Standards Board. The International Journal of Accounting, 54(3), Article 1950011. https://doi.org/10.1142/s1094406019500100
• Cai, C., McGuinness, P., & 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. https://doi.org/10.1007/s11156-017-0664-7
• Cai, C., Mobarek, A., & Zhang, Q. (2017). International Stock Market Leadership and its Determinants. Journal of Financial Stability, 33, 150-162. https://doi.org/10.1016/j.jfs.2016.10.002
• 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. https://doi.org/10.1080/1351847x.2014.946528
• Toms, S., & Zhang, Q. (2016). Marks & Spencer and the Decline of the British Textile Industry, 1950-2000. Business History Review, 90(01), 3-30. https://doi.org/10.1017/s0007680516000027
• Cai, C., & Zhang, Q. (2016). High-Frequency Exchange Rate Forecasting. European Financial Management, 22(1), 120-141. https://doi.org/10.1111/eufm.12052
• Cai, C., McGuinness, P., & Zhang, Q. (2015). Capital account reform and short- and long-run stock price leadership. European Journal of Finance, 23(10), 916-945. https://doi.org/10.1080/1351847x.2015.1105272
• Zhang, Q., Vallascas, F., Keasey, K., & Cai, C. (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. https://doi.org/10.1111/jmcb.12249
• Jiang, P., Cai, C., 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. https://doi.org/10.1177/0266242613496262