Staff profile - Xinwei Zheng
Dr Xinwei Zheng
|Faculty or Division:||Faculty of Business and Law|
|Department:||BL Deakin Business School|
|Campus:||Melbourne Burwood Campus|
|Phone:||+61 3 925 17654 +61 3 925 17654|
Investment and Portfolio Management, Financial Intermediation, Financial Market, Market Microstructure
Subjects and units currently teaching
- Investment and Portfolio Management (MAF707)
- Financial markets (MAF702)
- Financial Intermediation (MAF454/767)
- Equities and investment analysis (MAF307)
-Fundamental finance (MAF101)
1.Susan Sharma, PhD student, 2010 -2011, "Commonality in volatility".
2. Xianan Zhang, PhD student,2014-, "Can 'home bias' in security selection be explained by investor sentiment?".
Awards and prizes
School of Accounting, Economics and Finance, Excellence in Research of Finance Discipline in 2010
Market Microstructure, Asset Pricing and Investment, Fund Management
1. Zheng, X., Initiation of trades on the Chinese stock market, Review of Pacific Basin Financial Markets and Policies. (ABDC Rank=B, forthcoming).
2. Narayan, P.K., Zhang, Z., Zheng, X., Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market, Emerging Markets Finance and Trade. (ABDC Rank=B, forthcoming).
3. Sharma, S.S., Narayan, P.K., Zheng, X., (2014). An analysis of firm and market volatility. Economic Systems, 38, 205-220. (ABDC Rank=B).
4. Narayan, P.K. and Zheng, X., (2012) Asymmetric information and market collapse: Evidence from the Chinese market, Review of Pacific Basin Financial Markets and Policies, 15, 1-17. (ABDC Rank=B)
5. Narayan, P.K. and Zheng, X., (2011) The relationship between liquidity and returns on the Chinese stock market, Journal of Asian Economics, 22, 259-266. (ERA Rank=A)
6. Li, L., Narayan, P.K., Zheng, X., (2010) Inflation and stock returns, Journal of International Financial Markets, Institutions and Money, 20, 519-532. (ABDC Rank=A and ERA Rank=A)
7. Narayan, P.K. and Zheng, X., (2010) Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market, Pacific Basin Finance Journal, 18, 509-520. (ABDC Rank=A)
8. Narayan, P.K., Narayan, S., Zheng, X., (2010) Gold and oil futures markets: Are markets efficient? Applied Energy, 87, 3299-3303. (ERA Rank=A)
9. Zheng, X., (2008) Sources of liquidity commonality, asymmetric information and ownership structure in emerging markets: Evidence from the Chinese Stock Market, Corporate Ownership and Control, 5, 233-239. (ABDC Rank=B)