Zhi Da
University of Notre Dame
H-index: 32
North America-United States
Top articles of Zhi Da
Financialization and commodity markets serial dependence
Management Science, forthcoming
2022/7/14
The information in industry-neutral self-financed trades
Journal of Financial and Quantitative Analysis
2024/3
Zhi Da
H-Index: 26
Digesting FOREXS: Information Transmission Across Asset Classes and Return Predictability
Management Science
2024/3
Zhi Da
H-Index: 26
Uncovering the Liquidity Premium in Stock Returns Using Sub-Penny Trade Executions
Available at SSRN 4057713
2022/3/15
Dan Bernhardt
H-Index: 23
Zhi Da
H-Index: 26
Extrapolation Bias and Short-Horizon Return Predictability
Kelley School of Business Research Paper
2023/7/14
Market returns and a tale of two types of attention
Available at SSRN 3551662
2023/4/27
Zhi Da
H-Index: 26
Jian Hua
H-Index: 4
The Drivers and Implications of Retail Margin Trading
2023
Presidential economic approval rating and the cross-section of stock returns
Journal of Financial Economics
2023/1/1
Zhi Da
H-Index: 26
Dashan Huang
H-Index: 11
Security Analysis and the Collection of Hard and Soft Information
2023/12/11
Pension fund flows, exchange rates, and covered interest rate parity
Available at SSRN
2023/11/7
Zhi Da
H-Index: 26
Borja Larrain
H-Index: 12
All in a day’s work: What do we learn from Analysts’ Bloomberg Usage?
Available at SSRN 4056506
2022/9/12
Do hedge funds strategically misreport their holdings? Evidence from 13F restatements
Evidence from 13F Restatements (September 12, 2022)
2022/9/12
Who pays attention to SEC Form 8-K?
The Accounting Review
2022/9/1
Internalized retail order imbalances and institutional liquidity demand
Available at SSRN 3966059
2021/11/18
Dan Bernhardt
H-Index: 23
Zhi Da
H-Index: 26
Retail order flow imbalances: Informed trading or liquidity provision
2022/2/21
Zhi Da
H-Index: 26
Co-Authors
