Dr Jacky (Qi) Zhang

Position:

Lecturer in Accounting and Finance

Email:Q.Zhang@leeds.ac.uk
Telephone:+44 (0)113 343 4486
Location:2.03b
Category:Academic, Accounting and Finance

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).