Qunzi Zhang
Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Name (Simplified Chinese):张群姿
Name (English):Qunzi Zhang
E-Mail:
Date of Employment:2014-09
School/Department:Department of Finance, School of Economics
Education Level:With Certificate of Graduation for Doctorate Study
Gender:Female
Contact Information:
Degree:Doctor
Academic Titles:Professor in Finance
Alma Mater:University of Lausanne and Swiss Finance Institute
College:School of Economics
Discipline:Quantitative Economics
Finance
Investment Economics
Finance
Honor
2025 国家一流课程
山东省国资系统年度优秀研究成果评选一等奖
2021 山东省软科学优秀科技成果二等奖
2020 山东省第七届“超星杯”高校青年教师教学比赛优秀奖
2020 山东省一流本科课程《公司金融》负责人
2016 中国金融学年会优秀论文二等奖
2014 瑞士沃州优秀博士论文奖
2018 山东省统计科学技术优秀成果二等奖
2013 世界商业研究院授予的最佳GFEJ论文奖
2018 山东大学第十一届“青年教学能手”
Hits:
Risk and Uncertainty
• Average Skewness Matters (with Jondeau and Zhu), Journal of Financial Economics, 2019.
• When Are Stocks Less Volatile in the Long Run? (with Jondeau and Zhu), Journal of Financial and Quantitative Analysis, 2021.
• Golobal Disaster Risk Matters (with Chen, Yao and Zhu), Management Science, 2023.
• Carbon Risk and Corporate Maturity Mismatch (with Huang, Wang and Wang), Journal of International Money and Finance, 2024.
• 企业标准化建设与股票流动性研究, 张群姿 刘茵伟 耿春晓《金融研究》2025.
• Narrative Ambiguity Matters (with Wei), Management Science, 2026.
Commodity
• Oil Strikes Back: Trend Factors and Exchange Rates (with Han, Xu and Zhu), Journal of Money, Credit and Banking, 2026.
• Commodity sentiment in predicting index futures returns (Single Author), Journal of Financial Markets, 2025
• ChatGPT and Commodity Return (with Gao, Wang and Wang), Journal of Futures Markets, 2025.
• Asymmetric Commodity Tails and Index Futures Returns (with Wang and Wei), Journal of Futures Markets, 2025.
• Fear in Commodity Return Prediction (with Cao, Han and Wei), Finance Research Letters, 2022.
• Stock Return Predictability in China: Power of Oil (with Cao, and Han), Finance Research Letters, 2021.
Derivatives and Behavior
• Analyst Ratings Matter for Index Futures (with Han, Wei and Yan), Journal of Futures Markets, 2022.
• One Hundred Years of Rare Disaster Concerns and Commodity Prices (Solo-Authored), Journal of Futures Markets, 2021.
• Skewness and Index Futures Return (with Jondeau, Wang, and Yan), Journal of Futures Markets, 2020.
• Trading Against the Grain: When Insiders Buy High and Sell Low (with Li, Wang, and Yan), Journal of Portfolio Management, 2019.
• Investor Attention and Stock Market Under‐reaction to Earnings Announcements: Evidence from the Options Market (with Wang, Yan, and Gao), Journal of Futures Markets, 2018.
• 应充分发挥股指期货稳定现货市场的作用, 张群姿 赵志桦 《中国证券报》2016 年 9 月 19 日
