Zhi Da
Finance · with Gao · 2009–2020
A researcher in the Science corpus: 8 papers; trusts 63 researchers and is trusted by 45 researchers here, as inferred from the citation graph.
Subfields
- Finance — 187 citations into it; #1,200 of 10,518 by trust here, #826 by citations
- Accounting — 127 citations into it; #951 of 8,970 by trust here, #1,007 by citations
- Economics and Econometrics — 102 citations into it; #11,200 of 23,481 by trust here, #8,485 by citations
- Strategy and Management — 22 citations into it
- Economics & Operations Research — 5 citations into it
Whom Zhi Da trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Y. Amihud
- Narasimhan Jegadeesh
- Eugene F. Fama
- Lin Peng
- Robin Greenwood
- Frank Zhang
- Lu Zhang
- John Y. Campbell
- Brad M. Barber
- Torben G. Andersen
Who trusts Zhi Da overall
- John Goddard
- Andrew Urquhart
- Nicholas Barberis
- Fumiko Takeda
- Thomas Dimpfl
- Nikolaos D. Vlastakis
- R. Ding
- Antonio Gargano
- E. Bajo
- Dimitris J. Bertsimas
Papers from Zhi Da's perspective
Ordered by how strongly the researchers Zhi Da trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Common risk factors in the returns on stocks and bonds
- The Cross‐Section of Expected Stock Returns
- The Cross-Section of Volatility and Expected Returns
- The Theory and Practice of Corporate Finance: Evidence from the Field
- The Cross Section of Expected Stock Returns
- The Value Premium
- Differences of Opinion and the Cross Section of Stock Returns
- MODELING AND FORECASTING REALIZED VOLATILITY
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
Their papers
- The Sum of All FEARS: Investor Sentiment and Asset Prices (2015) — 1,265 citations
- Extrapolative beliefs in the cross-section: What can we learn from the crowds? (2020) — 113 citations
- It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017) — 544 citations
- Exchange Traded Funds and Asset Return Correlations (2013) — 203 citations
- Relative valuation and analyst target price forecasts (2011) — 114 citations
- Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks (2010) — 124 citations
- In Search of Attention (2009) — 2,795 citations
- CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence (2009) — 202 citations