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Tenure-track faculty member——Zhang, Huiping
发布时间:2011-11-17 来源:本站原创  


张会平 Zhang, Huiping

Assistant Professor of Finance

Email: Zhang.huiping@mail.shufe.edu.cn

PhD in Finance, National University of Singapore, 2011

Research Areas

Empirical asset pricing, market microstructure and international financial markets

Publications:

1. The illiquidity premium: International Evidence, 2014, with Yakov Amihud, Allaudeen Hameed, and Wenjin Kang, Journal of Financial Economics, forthcoming.

2. Measuring Liquidity in Emerging Markets, 2014, with Wenjin Kang, Pacific-Basin Finance Journal, 27, 49-71.

3. Limit order book and commonality in liquidity, 2013, with Wenjin Kang, the Financial Review, 48, 97-122.

 

Working Papers:

1. Out of the limelight but in play: Trading and liquidity of media and off-media stocks, with Lily Fang and Jun “QJ” Qian, 2014

§  SSRN’s Top Ten download list for emerging markets

§  Presented at Fudan University, INSEAD, Tsinghua University, China International Conference in Finance (2012), NBER Chinese Economy Working Group meeting (2012) and Summer Institute in Finance (2012)

2. The pricing of liquidity and limits to arbitrage, with Wenjin Kang, and Nan Li, 2014

§  Presented at Asian-FA (2013)

 

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