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张群姿
-
教授
博士生导师
硕士生导师
- 主要任职：Professor in Finance
- 性别：女
- 毕业院校：瑞士洛桑大学和瑞士金融学院
- 学历：博士研究生毕业
- 学位：博士
- 在职信息：在职
- 所在单位：经济学院
- 入职时间： 2014-09-10
- 学科：数量经济学
金融
投资经济学
金融学
- 联系方式：qunzi.zhang@sdu.edu.cn
- 电子邮箱：qunzi.zhang@sdu.edu.cn
访问量：
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[1]
.
Fear in commodity return prediction.
金融研究通信,
46,
2022.
-
[2]
张群姿.
Anger in predicting the index futures returns.
Journal of Futures Markets,
2022.
-
[3]
张群姿.
Stock Return Predictability in China: Power of Oil.
FINANCE RESEARCH LETTERS,
2022.
-
[4]
张群姿.
Fear in Commodity Return Prediction.
FINANCE RESEARCH LETTERS,
2022.
-
[5]
张群姿.
Investor attention and stock market under‐reaction to earnings announcements: Evidence from the opt.
Journal of Futures Markets ,
2018.
-
[6]
张群姿.
One hundred years of rare disaster concerns and commodity prices.
Journal of Futures Markets,
1891,
2021.
-
[7]
张群姿.
Analyst Rating and Index Futures Return.
Journal of Futures Markets ,
2084,
2022.
-
[8]
张群姿.
Golobal Disaster Risk Matters.
MANAGEMENT SCIENCE,
2022.
-
[9]
张群姿 and Eric Jondeau.
Average Skewness Matters.
Journal of Financial Economics,
134,
29,
2019.
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[10]
张群姿.
When Are Stocks Less Volatile in the Long Run?.
Journal of Financial and Quantitative Analysis,
2021.
-
[11]
张群姿.
One hundred years of rare disaster concerns and commodity prices.
Journal of Futures Markets ,
2021.
-
[12]
张群姿 and Ruihai Li.
Trading against the Grain: When Insiders Buy High and Sell Low.
Journal of Portfolio Management,
November 2019, 46 (1) ,
139,
2019.
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[13]
张群姿.
Skewness and Index Futures Return.
Journal of Futures Markets,
2020.
-
[14]
张群姿 and Wang, Xuewu Wesley.
Investor attention and stock market under-reaction to earnings announcements: Evidence from the opti.
Journal of Futures Markets,
38,
478,
2018.
