Lee Kong Chian School of Business
LKCSB
Joe ZHANG
Joe ZHANG
(On Leave)
Full-time Faculty
Associate Professor of Finance
Education
2004 | Ph.D., University of Iowa |
1999 | M.Sc., National University of Singapore |
1997 | B.E., Tsinghua University |
Current Position(s) Held
2012 - Now | Associate Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
2004 - 2012 | Assistant Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
Awards, Recognition and Honors
- The Lee Foundation Research Fellow
- Singapore Management University , 2005 - 2006
- University of Iowa Ponder Fellowship, 2001 - 2003
- University of Iowa Graduate College Fellowship, 2000 - 2002
- Sanwa Bank Research Fellowship
- National University of Singapore , 1999
- National University of Singapore Research Scholarship, 1997 - 1999
Research Interests
- Empirical Asset Pricing, Market Efficiency
- Mutual funds, Institutional Investment
Selected Journal Articles (Refereed)
- The Information in Asset Fire sales, by RINGGENBERG, Matthew; HUANG, Sheng; ZHANG, Zhe. (2022), Management Science, forthcoming.
- Trading regularity and fund performance, by BUSSE, Jeffrey A.; TONG, Lin; TONG, Qing; ZHANG, Zhe. (2019), Review of Financial Studies, 32 (1), 374-422.
- Leverage change, debt overhang, and stock prices, by Cai, Jie; ZHANG, Zhe. (2011). Journal of Corporate Finance, 17 (3), 391-402.
- International diversification with factor funds, by EUN, Cheol S.; LAI, Sandy; DE ROON, Frans; ZHANG, Zhe. (2010). Management Science, 56 (9), 1500-1518.
- Expected volatility, unexpected volatility, and the cross-section of stock returns, by CHUA, Choong Tze; GOH, Jeremy; ZHANG, Zhe. (2010). Journal of Financial Research, 33 (2), 103-123.
- Institutional investors and equity returns: Are short-term institutions better informed?, by YAN, Xuemin (Sterling); ZHANG, Zhe. (2009). Review of Financial Studies, 22 (2), 893-924
- A non-lattice pricing model of American options under stochastic volatility, by ZHANG, Zhe; LIM, Kian Guan. (2006). Journal of Futures Markets, 26 (5), 417-448.
- Does idiosyncratic risk really matter?, by BALI, Turan G.; CAKICI, Nusret; YAN, Xuemin; ZHANG, Zhe. (2005). Journal of Finance, 60 (2), 905-929.
Research Advisor/ Co-research Advisor to
- SANG Bo, PhD in Business (Finance)