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Article

Gan, Liu and Xia, Xin and Zhang, Hai (2024) Option compensation, dynamic investment and capital structure. European Financial Management. 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

Wang, Yao and Zhang, Hai and Zhao, Zhiming (2021) SME investment and financing under asymmetric information. European Financial Management, 28 (5). pp. 1347-1375. ISSN 1354-7798

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.

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.