Browse by Author or creator

Article

Gan, Liu and Xia, Xin and Xu, Wenyang and Zhang, Hai (2024) Convertible bond maturity and debt overhang. International Review of Financial Analysis, 95 (Pt. B). 103410. ISSN 1057-5219

Gan, Liu and Xia, Xin and Zhang, Hai (2024) Option compensation, dynamic investment and capital structure. European Financial Management, 30 (4). pp. 2422-2445. ISSN 1354-7798

Wang, Yao and Zhang, Hai and Zhao, Zhiming (2022) SME investment and financing under asymmetric information. European Financial Management, 28 (5). pp. 1347-1375. ISSN 1354-7798

Gan, Liu and Xia, Xin and Zhang, Hai (2022) Debt structure and debt overhang. Journal of Corporate Finance, 74. pp. 1-46. 102200. ISSN 0929-1199

Song, Pengcheng and Zhang, Hai and Zhao, Qin (2021) Innovative credit guarantee schemes with equity-for-guarantee swaps. International Review of Financial Analysis, 77. 101809. ISSN 1057-5219

Chen, Ze and Chen, Bingzheng and Hu, Yi and Zhang, Hai (2021) Hedge inflation risk of specific purpose guarantee funds. European Financial Management, 28 (4). pp. 1104-1136. ISSN 1354-7798

Darby, Julia and Zhang, Hai and Zhang, Jinkai (2020) Institutional trading in volatile markets : evidence from Chinese stock markets. Pacific-Basin Finance Journal. 101484. ISSN 0927-538X

Ha, Youngmin and Zhang, Hai (2020) Algorithmic trading for online portfolio selection under limited market liquidity. European Journal of Operational Research, 286 (3). pp. 1033-1051. ISSN 0377-2217

Xu, Sa and Du, Ziqing and Zhang, Hai (2020) Can crude oil serve as a hedging asset for underlying securities? - Research on the heterogenous correlation between crude oil and stock index. Energies, 13 (12). 3139. ISSN 1996-1073

Ha, Youngmin and Zhang, Hai (2019) Fast multi-output relevance vector regression. Economic Modelling, 81. pp. 217-230. ISSN 0264-9993

Feng, Yun and Huang, Binghua and Zhang, Hai (2019) Hedge fund seeding with fees-for-guarantee swaps. European Journal of Finance, 25 (1). pp. 16-34. ISSN 1351-847X

Ewald, Christian-Oliver and Zhang, Hai (2016) Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk. Journal of Economic Dynamics and Control, 71. pp. 45-59. ISSN 0165-1889

Conference or Workshop Item

Darby, Julia and Zhang, Hai and Zhang, Jinkai (2019) The idiosyncratic risk in Chinese stock market. In: 22nd Dynamic Econometrics Conference in Nuffield College Oxford, UK., 2019-09-09 - 2019-09-10.

Chen, Ze and Chen, Bingzheng and Hu, Yi and Zhang, Hai (2019) Three-fund constant proportion portfolio insurance strategy. In: European Financial Management Association 2019 Annual Meeting, 2019-06-26 - 2019-06-29.

Darby, Julia and Zhang, Hai and Zhang, Jinkai (2019) Institutional trading in volatile markets : evidence from Chinese stock markets. In: The 6th Young Finance Scholars' Conference, 2019-06-14 - 2019-06-14, University of Sussex.

Ha, Youngmin and Zhang, Hai (2018) Liquidity risks, transaction costs and online portfolio selection. In: 30th Anniversary of CEA (1988-2018) 29th CEA (UK) & 10th CEA (Europe) Annual Conference, 2018-06-22 - 2018-06-23, 29 Buccleuch Place,Edinburgh, EH8 9JS, UK. (In Press)

Monograph

Gan, Liu and Xia, Xin and Zhang, Hai (2020) Dynamic investment, debt structure and debt overhang. Preprint / Working Paper. University of Strathclyde, Glasgow.

Song, Pengcheng and Zhang, Hai and Zhao, Qin (2020) Innovative Credit Guarantee Schemes with Equity-for-Guarantee Swaps. Preprint / Working Paper. University of Strathclyde, Glasgow.

Darby, Julia and Zhang, Hai and Zhang, Jinkai (2019) Institutional Trading in Volatile Markets : Evidence from Chinese Stock Markets. Discussion paper. University of Strathclyde, Glasgow.

Wang, Yao and Zhang, Hai and Zhao, Zhiming (2019) SMEs investment and financing under asymmetric information. Preprint / Working Paper. University of Strathclyde, Glasgow.

Ha, Youngmin and Zhang, Hai (2018) Algorithmic Trading for Online Portfolio Selection under Limited Market Liquidity. Preprint / Working Paper. University of Strathclyde, Glasgow.