Location:   Faculty & Research > Faculty > Finance > ZHANG Hong
ZHANG Hong  张弘
 

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  • Visiting Assistant Professor of Finance
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  • PhD, Yale University
  • Research Areas: mutual funds and asset pricing

Introduction

Zhang Hong is a visiting assistant professor of finance at CKGSB and an assistant professor of finance at INSEAD. He received a M.Sc. in Physics at New York University in 1999 and Ph.D. in Finance from Yale University in 2004.

Selected Publications
  • "Improved Forecasting of Mutual Fund Alphas and Betas," 2007, co-authored with Harry Mamaysky and Matt Spiegel, Review of Finance 11: 359-400 (the lead article of the issue).
  • "Estimating the Dynamics of Mutual Fund Alphas and Betas," 2008, co-authored with Harry Mamaysky and Matt Spiegel, Review of Financial Studies, 21(1):233-264.

Working Papers
  • [1] "Firm-Level Investment Opportunity, Corporate Policy, and Asset Return," working paper 2006.
  • [2] "Productivity, Asset Return, and International Momentum," co-authored with Zhiwu Chen and Yangru Wu, working paper 2008.
  • [3] "Can Rational Investors Overreact – Evidence from Multiplicative risk and Asset Pricing Puzzles," working paper 2008.
  • [4] "Mutual Fund Risk and Market Share Adjusted Fund Flows", co-authored with Matt Spiegel, working paper 2010.
  • [5] "On Hedge Fund Startups," co-authored with Charles Cao, ongoing research project, 2009.
  • [6] "Currency Management and Fund Performance", co-authored with Massimo Massa and Yanbo Wang, working paper 2010.
  • [7] "Mutual Fund Flow Timing and External Growth", co-authored with Matt Spiegel, ongoing research project, 2010.
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