Dr. Ying Zhang
Associate Professor of Finance
o: Dolan School of Business Rm 1115
“Stock Message Boards: A Quantitative Approach to Measuring Investor Sentiment.” (2014), Palgrave Macmillan, New York, USA. ISBN-13:9781137374172. ISBN-10:1137374179 (295 pages).
Real Estate Investments:
- "Industry Concentration and U.S. REIT Returns" (2019) With J. Andrew Hansz. Real Estate Economics, Forthcoming.
- "Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S." (2018) With John Glascock, Wikrom Prombutr, and Tingyu Zhou. Journal of Real Estate Finance and Economics, 56(2), 274-302.
- "An Investigation into the Substitutability of Equity and Mortgage REITs in Real Estate Portfolios" (2017) With J. Andrew Hansz and Tingyu Zhou, Journal of Real Estate Finance and Economics, 54: 338–364.
- “Structuring Global Property Portfolios: A Cointegration Approach” (2013) With John G. Gallo and Larry Lockwood, Journal of Real Estate Research, 35: 53-81.
- "Global Property Market Diversification” (2010) With John G. Gallo, Journal of Real Estate Finance and Economics, 41: 458-485.
- “Investor Response to Online Value Line Rank Changes: Foreign versus Local Stocks”, (2016) With Jimmy Lockwood, Steven V. Le, and Wikrom Prombutr, Global Finance Journal, 30:10-26.
- What Explains the Investment Growth Anomaly?”(2012) With Chanwit Phengpis and Wikrom Prombutr, Journal of Banking & Finance, 36: 2532-2542.
- "Yes, The Value Line Enigma Is Still Alive: Evidence From Online Timeliness Rank Changes” (2010) With Steven V. Le, and Giao X. Nguyen,The Financial Review, 45: 355-373.
- “Measuring Effects on Stock Returns of Sentiment Indexes Created from Stock Message Boards” (2012) With Peggy E. Swanson and Wikrom Prombutr, Journal of Financial Research, 35: 79-114.
- "Do Internet stock message boards influence trading? Evidence from heavily discussed stocks with no fundamental news”, (2011) With Sanjiv Sabherwal and Salil K. Sarkar, Journal of Business Finance and Accounting, 38: 1209-1237.
- "Adverse Selection and Reputation in a World of Cheap Talk”, (2010) With C raig A. Depken, Quarterly Review of Economics and Finance, 50: 548-558.