Zhi Da
37 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-2815-1516
Mendoza College of Business, University of Notre Dame, Notre Dame, Indiana 46556
Publications
- The Drivers and Implications of Retail Margin Trading — The Journal of Finance 2026
- Uncovering the Hidden Effort Problem — The Journal of Finance 2025
- Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross Section of Stock Returns — Journal of Financial and Quantitative Analysis 2025
- Pension fund flows, exchange rates, and covered interest rate parity — Journal of Financial Economics 2025
- Fractional Trading — The Review of Financial Studies 2025
- Market Returns and a Tale of Two Types of Attention — Management Science 2025
- Digesting FOREXS: Information Transmission Across Asset Classes and Return Predictability — Management Science 2024
- The Information in Industry-Neutral Self-Financed Trades — Journal of Financial and Quantitative Analysis 2024
- Financialization and Commodity Markets Serial Dependence — Management Science 2024
- Presidential economic approval rating and the cross-section of stock returns — Journal of Financial Economics 2023
- Short selling efficiency✰ — Journal of Financial Economics 2022
- Who Pays Attention to SEC Form 8-K? — The Accounting Review 2022 (name-matched, not ORCID-linked)
- Investment in a Smaller World: The Implications of Air Travel for Investors and Firms — Management Science 2021
- Hedging demand and market intraday momentum — Journal of Financial Economics 2021
- Extrapolative beliefs in the cross-section: What can we learn from the crowds? — Journal of Financial Economics 2021
- Information Consumption and Asset Pricing — The Journal of Finance 2021
- Harnessing the Wisdom of Crowds — Management Science 2020
- Indexing and stock market serial dependence around the world — Journal of Financial Economics 2019
- Arbitrage Trading: The Long and the Short of It — The Review of Financial Studies 2019
- Destabilizing Financial Advice: Evidence from Pension Fund Reallocations — The Review of Financial Studies 2018
- Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from U.S. States — Journal of Financial and Quantitative Analysis 2018
- It Depends on Where You Search: Institutional Investor Attention and Underreaction to News — The Review of Financial Studies 2017
- Industrial Electricity Usage and Stock Returns — Journal of Financial and Quantitative Analysis 2017
- Household Production and Asset Prices — Management Science 2016
- The Sum of All FEARS Investor Sentiment and Asset Prices — The Review of Financial Studies 2015
- A Closer Look at the Short-Term Return Reversal — Management Science 2014
- Frog in the Pan: Continuous Information and Momentum — The Review of Financial Studies 2014
- What Drives Stock Price Movements? — The Review of Financial Studies 2013
- CAPM for estimating the cost of equity capital: Interpreting the empirical evidence — Journal of Financial Economics 2012
- Dividend Smoothing and Predictability — Management Science 2012
- In Search of Attention — The Journal of Finance 2011
- The disparity between long-term and short-term forecasted earnings growth — Journal of Financial Economics 2011
- Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds — The Review of Financial Studies 2011
- Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks — Journal of Financial and Quantitative Analysis 2010
- Cashflow risk, systematic earnings revisions, and the cross-section of stock returns — Journal of Financial Economics 2009
- Cash Flow, Consumption Risk, and the Cross-section of Stock Returns — The Journal of Finance 2009
- Do Hedge Funds Strategically Misreport Their Holdings? Evidence from 13F Restatements — Management Science