Dr Jacky (Qi) Zhang
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Profile
Qualifications
PhD, Finance, The University of Leeds
MA (Econ), Tsinghua University, China
BA (Econ), Tsinghua University, China
Research
Research interests include Behavioural Finance, Financial Econometrics, Microstructure of Financial Markets, Asset Pricing, Computational Finance and Emerging Markets.
Teaching
Modules:
LUBS5011M Applied Finance
LUBS5018M Research Method in Finance
Publications
Refereed Articles
The Pricing Dynamics of Cross-Listed Securities: The Case of Chinese A and H Shares, forthcoming, Journal of Banking and Finance, (with Charlie X. Cai and Paul B. McGuinness).
Forecasting Using High-Frequency Data: A Comparison of Asymmetric Financial Duration Models, 2009, Journal of Forecasting 28, 371-386, (with Charlie X. Cai and Kevin Keasey).