Huacheng Zhang Headshot

Senior Lecturer in Finance

Background

Dr. Huacheng Zhang has been an Associate Professor of Finance at the Accounting and Finance Division of the University of Edinburgh Business School since August 2023. His research interests cover empirical asset pricing, institutional investment, and international finance. His papers were presented at the annual conferences of the American Finance Association (AFA), European Finance Association (EFA), SFS Cavalcade Asian-Pacific, Miami Behavioral Finance Conference, and China International Conference in Finance (CICF),  and published in Management Science, Review of Asset Pricing StudiesJournal of Banking and Finance, and Journal of Empirical Finance. His research findings in paper 'Twin momentum: Fundamental trends matter' are adopted by financial industry practitioners(link).

Before joining the University of Edinburgh, he was an Assistant/Associate Professor of Finance at the Nottingham University Business School (UK) and the Institute of Financial Studies of Southwestern University of Finance and Economics (China). He obtained a Ph.D. degree in Finance from the University of Arizona (USA), a Master's degree in Economics from the Southern Illinois University Edwardsville (USA), and an MBA degree and a bachelor's degree in ME from Chongqing University (China).

He teaches Foundations of Econometrics (Fall, Doctoral), Research in Corporate Finance (Spring, Master), and Introduction to Corporate Finance (Spring, Undergraduate). 

Research Interests

    Empirical Asset Pricing;   Financial Institution;    International Finance;    Machine-learning;   Sustainable Finance 

Selected Publications

     Nominal Price, Retail Investor Participation, and Return Momentum, with Jun Du, Dashan Huang, Jane Liu, Yushui Shi, and Avanidhar Subrahmayam.  

          Management Science, forthcoming

           Featured in VoxChina(26 October 2022)

      An empirical assessment of characteristics and optimal portfolios, with Christopher Lamoureux. Review of Asset Pricing Studies, 2024. 

      Hedge fund manager skill and style-shifting, with George Jiang and Bing Liang. Management Science, 2022.

      Stock selection timing, with George Jiang and Gulnara Zaynutdinov. Journal of Banking and Finance, 2021.

Selected Working Papers

     That is not my dog: Why doesn't the log dividend-price ratio seem to predict the future log returns or log dividend growths?

          with Philip Dybvig.(Laureate of the Nobel Memorial Prize in Economic Science, 2022)

          AFA 2019; SFS Cavalcade Asian-Pacific 2017

     Fundamental extrapolation and stock returns, with Dashan Huang, Guofu Zhou, and Yingzhi Zhu

          EFA 2020; AFA 2021 

      Narrative Risk and the Aggregated Stock Market Return, with Hong Liu, Lingchao Meng, and Guofu Zhou

          CICF  2026(scheduled); EcoMod 2026 (scheduled)

      Investor Skill, Local Bias, and Fund Performance, with Sergei Sarkissian

Complete list of working and published papers can be found below:

SSRN

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