Dr Hanxiong Zhang

Journal articles

• Hudson R, Urquhart A & Zhang H (2020) Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets. European Economic Review. View this article in WRRO
• Su C, Zhang H & Hudson R (2020) The time-varying performance of UK analyst recommendation revisions: Do market conditions matter?. Financial Markets, Institutions and Instruments, 29(2), 65-89. View this article in WRRO
• Zhang H & Urquhart A (2020) Do momentum and reversal strategies work in commodity futures? A comprehensive study. Review of Behavioral Finance. View this article in WRRO
• Ergün HO, Yalaman A, Manahov V & Zhang H (2020) Stock market manipulation in an emerging market of Turkey: How do market participants select stocks for manipulation?. Applied Economics Letters. View this article in WRRO
• Su C, Zhang H, Bangassa K & Joseph NL (2019) On the investment value of sell-side analyst recommendation revisions in the UK. Review of Quantitative Finance and Accounting, 53(1), 257-293. View this article in WRRO
• Urquhart A & Zhang H (2019) The performance of technical trading rules in socially responsible investments. International Review of Economics and Finance. View this article in WRRO
• Urquhart A & Zhang H (2019) Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. International Review of Financial Analysis, 63, 49-57. View this article in WRRO
• Zhang H & Urquhart A (2019) Pairs trading across Mainland China and Hong Kong stock markets. International Journal of Finance & Economics, 24(2), 698-726. View this article in WRRO
• Manahov V & Zhang H (2019) Forecasting Financial Markets Using High-Frequency Trading Data: Examination with Strongly Typed Genetic Programming. International Journal of Electronic Commerce, 23(1), 12-32. View this article in WRRO
• Hettihewa S, Saha S & Zhang H (2018) Does an aging population influence stock markets? Evidence from New Zealand. Economic Modelling, 75, 142-158. View this article in WRRO
• Zhang H, Auer BR & Vortelinos DI (2018) Performance ranking (dis)similarities in commodity markets. Global Finance Journal, 35, 115-137. View this article in WRRO
• Zhang H, Hudson R, Metcalf H & Manahov V (2017) Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models. Empirical Economics, 53(2), 617-640. View this article in WRRO
• Zhang H, Manahov V, Hudson R & Metcalf H (2015) Do house prices overreact to relevant information? New evidence from the UK housing market. Investment Management and Financial Innovations, 12(3), 33-46. View this article in WRRO
• Zhang H, Hudson R, Metcalf H & Manahov V (2015) Identification of house price bubbles using user cost in a state space model. Applied Economics, 47(56), 6088-6101. View this article in WRRO
• Su C, Zhang H & Joseph N () The performance persistence of analyst recommendation revisions: Does brokerage house reputation matter?. International Journal of Finance and Economics.
• Schopohl L, Urquhart A & Zhang H () Female CFOs, Leverage and the Moderating Role of Board Diversity and CEO Power. Journal of Corporate Finance. View this article in WRRO

Chapters

• Su C & Zhang H (2020) A Time-Series Bootstrapping Simulation Method to Distinguish Sell-Side Analysts’ Skill from Luck, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (pp. 2011-2052). WORLD SCIENTIFIC