Xintong Zhan

Department of Finance, School of Management, Fudan University

Li-Dasan Endowed Chair Professor of Finance

No. 670, Guoshun Road

No.670 Guoshun Road

Shanghai, 200433

China

http://sites.google.com/view/xintongzhan

SCHOLARLY PAPERS

17

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Top 3,244

in Total Papers Downloads

16,213

SSRN CITATIONS

47

CROSSREF CITATIONS

46

Scholarly Papers (17)

1.

Option Return Predictability

Review of Financial Studies, Vol. 35, 2022, 27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 78 Posted: 06 Dec 2015 Last Revised: 01 Mar 2022
Xintong Zhan, Bing Han, Jie Cao and Qing Tong
Department of Finance, School of Management, Fudan University, University of Toronto, Rotman School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Shanghai LiLi Technology Co.,Ltd.
Downloads 3,330 (4,767)
Citation 15

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Cross-section of equity options; delta-hedged options; return predictability; stock characteristics; option factor model

2.
Downloads 2,086 ( 13,557)
Citation 2

Peer Effects of Corporate Social Responsibility

Management Science, Vol. 65, 2019
Number of pages: 57 Posted: 23 Jul 2015 Last Revised: 24 Jul 2020
Jie Cao, Hao Liang and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Singapore Management University - Lee Kong Chian School of Business and Department of Finance, School of Management, Fudan University
Downloads 1,752 (13,331)
Citation 2

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Corporate social responsibility; peer effects; product markets; shareholder proposal; regression discontinuity

Peer Effects of Corporate Social Responsibility

Accepted by Management Science, Forthcoming
Number of pages: 57 Posted: 31 Aug 2016 Last Revised: 23 Jul 2020
Jie Cao, Hao Liang and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Singapore Management University - Lee Kong Chian School of Business and Department of Finance, School of Management, Fudan University
Downloads 334 (110,069)
Citation 13

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Corporate social responsibility, peer effects, shareholder proposal, regression discontinuity design

ESG Preference, Institutional Trading, and Stock Return Patterns

Number of pages: 59 Posted: 09 Apr 2019 Last Revised: 26 Aug 2021
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Texas at Austin - Department of Finance, Department of Finance, School of Management, Fudan University and The Chinese University of Hong Kong (CUHK)
Downloads 1,802 (12,749)
Citation 9

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ESG preference; institutional trading; stock mispricing; stock return patterns

ESG Preference, Institutional Trading, and Stock Return Patterns

NBER Working Paper No. w28156
Number of pages: 53 Posted: 01 Dec 2020 Last Revised: 08 Dec 2021
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Texas at Austin, Department of Finance, School of Management, Fudan University and The Chinese University of Hong Kong (CUHK)
Downloads 17 (732,909)
Citation 3
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4.

Smart Beta, 'Smarter' Flows

Number of pages: 61 Posted: 03 May 2017 Last Revised: 18 Oct 2021
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Research AffiliatesRayliant Global Advisors, The Chinese University of Hong Kong (CUHK) - CUHK Business School, The University of British Columbia and Department of Finance, School of Management, Fudan University
Downloads 1,087 (27,815)
Citation 2

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Smart beta ETFs; financial innovation; asset pricing models; mutual fund flows; investor behavior

5.

Product Market Threats and Stock Crash Risk

Number of pages: 58 Posted: 01 Aug 2014 Last Revised: 22 Nov 2017
Si Li and Xintong Zhan
Wilfrid Laurier University - School of Business & Economics and Department of Finance, School of Management, Fudan University
Downloads 938 (34,312)
Citation 9

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Market competition; Product market threats; Stock crash risk; Tail risk; Bad news withholding

6.

Does Competition Affect Earnings Management? Evidence from a Natural Experiment

Number of pages: 59 Posted: 21 Nov 2013 Last Revised: 08 Dec 2016
Chen Lin, Micah S. Officer and Xintong Zhan
The University of Hong Kong - Faculty of Business and Economics, Loyola Marymount University - Department of Finance and Department of Finance, School of Management, Fudan University
Downloads 897 (36,456)
Citation 5

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earnings management, foreign competition, trade liberalization

7.

Patent Quality, Firm Value, and Investor Underreaction: Evidence from Patent Examiner Busyness

PBCSF-NIFR Research Paper
Number of pages: 64 Posted: 11 Mar 2018 Last Revised: 04 Aug 2021
Tao Shu, Xuan Tian and Xintong Zhan
The Chinese University of Hong Kong, Shenzhen, Tsinghua University - PBC School of Finance and Department of Finance, School of Management, Fudan University
Downloads 852 (39,188)

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patent quality, examiner busyness, stock returns, investor underreaction.

8.

Implied Volatility Changes and Corporate Bond Returns

Management Science accepted, Swiss Finance Institute Research Paper No. 19-75
Number of pages: 70 Posted: 18 Jun 2019 Last Revised: 03 Jun 2021
Jie Cao, Amit Goyal, Xiao Xiao and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, University of Amsterdam - Amsterdam Business School and Department of Finance, School of Management, Fudan University
Downloads 782 (44,233)
Citation 3

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Corporate bonds, implied volatility changes, default risk, information diffusion

9.

Options Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74
Number of pages: 67 Posted: 18 Jun 2019 Last Revised: 15 Mar 2022
Jie Cao, Amit Goyal, Sai Ke and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, University of Houston - C.T. Bauer College of Business and Department of Finance, School of Management, Fudan University
Downloads 745 (47,088)
Citation 1

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option trading, price informativeness, stock synchronicity, information acquisition and production

10.

Unlocking ESG Premium from Options

Swiss Finance Institute Research Paper No. 21-39
Number of pages: 69 Posted: 08 Jul 2021 Last Revised: 29 Apr 2022
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, Department of Finance, School of Management, Fudan University and The Chinese University of Hong Kong (CUHK)
Downloads 683 (52,842)

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ESG, implied volatility, delta-hedged option return

11.

Why Does Volatility Uncertainty Predict Equity Option Returns?

Number of pages: 61 Posted: 25 May 2018 Last Revised: 17 Mar 2022
Jie Cao, Aurelio Vasquez, Xiao Xiao and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Amsterdam - Amsterdam Business School and Department of Finance, School of Management, Fudan University
Downloads 584 (64,384)
Citation 7

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Delta-hedged option returns, volatility uncertainty, volatility-of-volatility, model risk, gambling preference

12.

Stock Analysts and Corporate Social Responsibility

Number of pages: 47 Posted: 07 Sep 2015 Last Revised: 11 Mar 2018
Hui Dong, Chen Lin and Xintong Zhan
Shanghai University of Finance and Economics - School of Accountancy, The University of Hong Kong - Faculty of Business and Economics and Department of Finance, School of Management, Fudan University
Downloads 564 (67,333)
Citation 3

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Analyst coverage; Information production; Corporate social responsibility

13.

Does the Change in the Information Environment Affect the Choice between Bank Debt and Public Debt?

Number of pages: 53 Posted: 01 Dec 2014 Last Revised: 18 Apr 2018
Xu Li, Chen Lin and Xintong Zhan
The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and Department of Finance, School of Management, Fudan University
Downloads 530 (72,807)
Citation 1

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Information Environment, Choice between bank debt and public debt, Analyst coverage

14.

The Calendar Effects of the Idiosyncratic-Volatility Puzzle: A Tale of Two Days?

Management Science, Vol.67, 2021
Number of pages: 59 Posted: 14 Oct 2020 Last Revised: 31 Jan 2022
Jie Cao, Tarun Chordia and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Emory University - Department of Finance and Department of Finance, School of Management, Fudan University
Downloads 445 (89,832)

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Idiosyncratic volatility, calendar effects, option expiration

15.

Options Trading and Corporate Debt Structure

Number of pages: 60 Posted: 10 Feb 2020 Last Revised: 07 Mar 2022
Jie Cao, Michael G. Hertzel, Jie Xu and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Arizona State University (ASU) - Finance Department, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Department of Finance, School of Management, Fudan University
Downloads 377 (108,777)

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Debt structure; options trading; new debt choice; information asymmetry

16.

Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds

Number of pages: 58 Posted: 08 Jul 2021 Last Revised: 04 Apr 2022
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Board of Governors of the Federal Reserve System, Department of Finance, School of Management, Fudan University, The Chinese University of Hong Kong (CUHK) and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 271 (154,581)

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Carbon emissions, corporate bonds, mutual funds, herding, redemption risks, liquidity

17.

Option Price Implied Information and REIT Returns

Rotman School of Management Working Paper No. 3788744
Number of pages: 50 Posted: 23 Feb 2021 Last Revised: 23 Mar 2022
Jie Cao, Bing Han, Linjia Song and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Toronto, Rotman School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Department of Finance, School of Management, Fudan University
Downloads 223 (186,794)

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informed trading in options; stock return predictability; real estate investment trusts