Journal Articles
He, Z., Xue, W., and Yun, X. The Effect of Mutual Fund Herding on Stock Mispricing, Pacific Basin Finance Journal, Volume 93, July, 2025.
He, Z., Xue, W., and Wang, F. MD&A Tone and Stock Returns, Journal of Contemporary Accounting and Economics, Volume 20, Number 3, December, 2024.
He, Z., Gong, Y., and Xue, W. EPU Spillovers and Exchange Rate Volatility, International Review of Financial Analysis, Volume 97, November, 2024.
He, Z., Lin, Q., Li, B., and Liu, Z. Firm Performance, Ownership, and Securitization: Evidence from Non-financial Firms in China, Review of Quantitative Finance and Accounting, August, 2024.
He, Z., Gong, Y., and Xue, W. EPU Spillovers and Sovereign CDS Spreads: A cross-country study, Journal of Futures Markets, August, 2023.
He, Z. A Gradient-based reinforcement learning model of market equilibration, Journal of Economic Dynamics and Control, Volume 152, July, 2023.
He, Z., Xue, W., and Y., H. The destabilizing effect of mutual fund herding: Evidence from China, International Review of Financial Analysis, Volume 88, 2023.
He, Z., Gong, Y., and Xue, W. EPU spillovers and stock return predictability: A cross-country study, Journal of International Financial Markets, Institutions & Money, Volume 78, May, 2022.
He, Z. and Xue, W. Idiosyncratic Volatility Puzzle Exists at Country Level, North American Journal of Economics and Finance, 2022.
He, Z., Xue, W., and Hu, Y. The Stabilizing Effects of Pension Funds vs. Mutual Funds on Country-Specific Market Risk, Journal of Multinational Financial Management, Volume 60, June, 2021.
Dunn, P., He, Z., Trabelsi, S., and Yu, J. Executive Compensation and Compensation Risk: Evidence from Technology Firms, Managerial Auditing Journal, Volume 34, Number 3, 2019.
He, Z., Kusy, M., Si, D., and Trabelsi, S. Should We Trust Fund Managers: A Close Look at the Canadian Mutual Fund Governance, Advances in Financial Economics, Volume 20, 2019.
He, Z., He, X., and Zhu, X. Editorial Notes for Special Issue on Applied Financial Economics, Economic Modelling, Volume 71, April, 2018.
Ben Omrane, W., He, C., He, Z., and Trabelsi, S. Forecasting the Yield Curve of Government Bonds: A Dynamic Factor Approach, Managerial Finance, Volume 43, Number 7, June, 2017.
He, Z., E., J., Kusy, M., and Trabelsi, S. Volume-Synchronized Probability of Informed Trading (VPIN) on the Chinese Index Futures: A Comparative Approach, China Accounting and Finance Review, Volume 18, Number 2, June, 2016.
He, Z., Zhu, Jie, and Zhu, Xiaoneng Multi-factor Volatility and Stock Returns, Journal of Banking and Finance, Volume 61, Number 2, December, 2015.
Trabelsi, S., He, Roc, He, Z., and Kusy, M. A Comparison of Bayesian, Hazard, and Mixed Logit Model of Bankruptcy Prediction, Computational Management Science, Volume 12, Number 1, 2015.
He, Z., Zhu, Jie, and Zhu, Xiaoneng Dynamic Factors and Asset Pricing: International and Further US Evidence, Pacific Basin Finance Journal, Volume 32, Number 1, 2015.
Chiraz, B., He, Z., and Trabelsi, S. Analyst Following, Ownership Structure and Stock Liquidity, Journal of Theoretical Accounting Research, Volume 9, Number 1, Fall, 2013.
Kira, A. and He, Z. The Impact of Firm Characteristics in Access of Financing by Small and Medium-sized Enterprises in Tanzania, International Journal of Business and Management, Volume 7, Number 24, 2012.
He, Z., Huh, S., and Lee, B. Dynamic Factors and Asset Pricing, Journal of Financial and Quantitative Analysis, Volume 45, Number 3, 2010.
He, Z. and Su, D. Price Manipulation and Industry Momentum: Evidence from the Chinese Stock Market, China Finance Review, Volume 3, Number 4, Winter, 2009.
He, Z. and Kryzanowski, L. Dynamic Betas for Canadian Sector Portfolios, International Review of Financial Analysis, Volume 17, Number 3, 2008.
He, Z. Incorporating Alpha Uncertainty into Portfolio Decisions: A Bayesian Revisit of the Treynor-Black Model, Journal of Asset Management, Volume 8, Number 3, September, 2007.
He, Z. and Kryzanowski, L. Cost of Equity for Canadian and U.S. Sectors, North American Journal of Economics and Finance, Volume 18, Number 2, August, 2007.
He, Z. and Kryzanowski, Lawrence A Characteristic Examination of Beta, Size and Liquidity for the Canadian Stock Market, International Journal of Finance and Economics, Volume 4, Number 1, 2006.
He, Z. and Kryzanowski, L. A Reformulated Asset Pricing Model Based on Contrarian Strategies, Studies in Economics and Finance, Volume 23, Number 3, 2006.
He, Z. and Kryzanowski, L. The Cross Section of Expected Returns and Amortized Spreads, Review of Pacific Basin Financial Markets and Policies, Volume 9, Number 4, 2006.
Gopalakrishnan, M., Mohan, S., and He, Z. A tabu search heuristic for preventive maintenance scheduling, Journal of Computers and Industrial Engineering, Volume 40, Number 1-2, 2001.
He, Z., Khalifa, M., Kusy, M., and Zhao, T. A Survey Study of the Current IS Usage in the Chinese Manufacturing Industry, Journal of Information and Management, Volume 34, Number 5, 1998.
He, Z., Khalifa, M., Kusy, M., and Zhao, T. A MRP II Survey Study of the Chinese Manufacturing Industry, International Journal of Computer and Engineering Management, Volume 5, Number 2, 1997.
Conference Proceedings and Presentations
He, Z., Kusy, M., Singh, D., and Trabelsi, S. Mutual Fund Fees, Performance, and Governance Structure in Canada - Canadian Academic Accounting Association, Montreal, Quebec, 2013.
He, Z. and Su, D. Price Manipulation and Industry Momentum: Evidence from the Chinese Stock Market - China International Conference of Finance, Guangzhou, China, July, 2009.
He, Z. and Su, D. Price Manipulation and Industry Momentum: Evidence from the Chinese Stock Market - Financial Management Association (FMA) Asia Conference, Xiamen, China, May, 2009.
He, Z., Trabelsi, S., and Ben Ali, C. Unrevealing the Relation Between Disclosure Quality, Ownership Structure, and Stock Liquidity - European Financial Management Association 2008 Annual Meeting, Athens, Greece, June, 2008.
He, Z. Incorporating Alpha Uncertainty into Active Management: A Bayesian Revisit of the Treynor-Black Model - The Second International Workshop on Intelligent Finance (IWIF- II), Cheng Du, China, July, 2007.
He, Z. and Su, D. Price Manipulation and Industry Momentum: Evidence from the Chinese Stock Market - National Taiwan University (NTU) International Conference of Economics, Finance and Accounting (IEFA), Taipei, Taiwan, May, 2007.
He, Z. and Kryzanowski, Lawrence Dynamic Betas for the Canadian Sector Portfolios - French Finance Association, Poitier, France, June, 2006.
He, Z. and Kryzanowski, Lawrence Dynamic Betas for the Canadian Sector Portfolios - Multinational Finance Society, Edinburgh, Scotland, June, 2006.
He, Z. and Kryzanowski, Lawrence Dynamic Betas for the Canadian Sector Portfolios - Optimization Day, Montreal, Quebec, May, 2006.
He, Z. Identifying the Fama-French Three Factors within a Dynamic Factor Model - Northern Finance Association, Vancouver, British Columbia, September, 2005.
He, Z. and Kryzanowski, Lawrence The Cross Section of Expected Returns and Amortized Spreads - McMaster Finance Symposium, Hamilton, Ontario, December, 2004.
He, Z. and Kryzanowski, L. The Cross Section of Expected Returns and Amortized Spreads - Northern Finance Association, St. John\\'s, Newfoundland, September, 2004.
He, Z. and Kryzanowski, L. A Reformulated Asset Pricing Model of Risk, Liquidity, and Return - Midwest Finance Association, Chicago, Illinois, March, 2004.
He, Z. and Kryzanowski, L. A Reformulated Asset Pricing Model of Risk, Liquidity, and Return - Financial Management Association, San Antonio, Texas, October, 2002.
He, Z. and Kryzanowski, L. An Ex-post Examination of a Characteristics-Based Model in the Canadian Market - Northern Finance Association, Banff, Alberta, September, 2002.
Other Publications and Presentations
Trabelsi, S. and He, Z. Take a Hard Look at Mutual Funds, The Bottom Line, June, 2008.