Overview
Background
Min is an Associate Professor in Finance at UQ Business School. Her overarching research interests include asset management, empirical asset pricing and fintech. Min has published in well-regarded international journals including Journal of Financial Economics, Biometrika, Critical Finance Review, Journal of Business Finance & Accounting, Journal of Financial Econometrics, and Journal of Empirical Finance. Min has received several prestigous awards including Best Paper in Financial Management 2018 Spring Issue (2018), Vice Chancellor’s Performance Award in Research (2017), CSIRO Award for Paper with Most Literary Merit (2016), and Chinese Government Award for Outstanding Doctoral Students Abroad (2012).
Min has established a wide research network with multi-disciplinary experts. The list of her co-authors includes scholars in finance, economics and data science from both national and international research organisations. She has close ties with research leaders who are internationally recognized in their respective fields. Min’s research has been presented at leading international and domestic conferences including American Finance Association Conference (AFA), China International Conference in Finance (CICF), European Finance Association (EFA), Financial Research Network (FIRN) Conference, Australasian Finance and Banking Conference, and Accounting & Finance Association of Australia and New Zealand (AFAANZ) Conference.
As evidence of the international and national recognition of the quality and impact of her research, Min regularly referees manuscripts submitted to a number of academic journals including Journal of Finance, ournal of Financial Economics, Review of Finance, Journal of Banking & Finance, and Journal of Empirical Finance.
Min also has close links with the asset management industry. Her research in quantitative portfolio management has been met with great interest by industry practitioners. In particular, the portfolio construction and risk management framework she developed together with her co-researchers has been incorporated into day-to-day portfolio management processes of the Quantitative Equity Products Investment Team at Schroders since 2010.
Availability
- Associate Professor Min Zhu is:
- Available for supervision
- Media expert
Qualifications
- Masters (Research) of Statistics, National University of Singapore
- Doctor of Philosophy, University of Sydney
Works
Search Professor Min Zhu’s works on UQ eSpace
2024
Journal Article
Are Bitcoin option traders speculative or informed?
Wei, Wang Chun, Koutmos, Dimitrios and Zhu, Min (2024). Are Bitcoin option traders speculative or informed?. Finance Research Letters, 67 105739, 105739. doi: 10.1016/j.frl.2024.105739
2024
Journal Article
Scale diseconomies and capacity in fund management: variation across equity markets
O’Neill, Michael, Sun, Jie (Felix), Warren, Geoffrey and Zhu, Min (2024). Scale diseconomies and capacity in fund management: variation across equity markets. Journal of Accounting Literature, ahead-of-print (ahead-of-print). doi: 10.1108/JAL-05-2024-0094
2023
Other Outputs
Evaluating the efficacy of multiple testing adjustments in empirical asset pricing
Zhu, Min (2023). Evaluating the efficacy of multiple testing adjustments in empirical asset pricing. doi: 10.2139/ssrn.4396035
2022
Journal Article
Diseconomies of scale in active management: robust evidence
Pastor, Lubos, Stambaugh, Robert F., Taylor, Lucian A. and Zhu, Min (2022). Diseconomies of scale in active management: robust evidence. Critical Finance Review, 11 (3-4), 593-611. doi: 10.1561/104.00000121
2022
Other Outputs
Detecting accounting fraud with noisy labels
Ahfock, Daniel, McLachlan, Geoffrey, Yang, Liu and Zhu, Min (2022). Detecting accounting fraud with noisy labels. UQ Business School.
2022
Journal Article
Realized moments and the cross-sectional stock returns around earnings announcements
Wang, Qingxia, Faff, Robert and Zhu, Min (2022). Realized moments and the cross-sectional stock returns around earnings announcements. International Review of Economics and Finance, 79, 408-427. doi: 10.1016/j.iref.2022.02.036
2021
Journal Article
Informational content of options around analyst recommendations
Wang, Qingxia, Faff, Robert and Zhu, Min (2021). Informational content of options around analyst recommendations. International Journal of Managerial Finance, ahead-of-print (ahead-of-print), 445-465. doi: 10.1108/ijmf-04-2021-0168
2021
Journal Article
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L., Wang, You-Gan and Zhu, Min (2021). Predictive regression with p-lags and order-q autoregressive predictors. Journal of Empirical Finance, 62, 282-293. doi: 10.1016/j.jempfin.2021.04.006
2021
Journal Article
De‐risking through equity holdings: bank and insurer behavior under capital requirements
Yang, Liu, Zhou, Qing and Zhu, Min (2021). De‐risking through equity holdings: bank and insurer behavior under capital requirements. Journal of Business Finance & Accounting, 48 (9-10) jbfa.12526, 1889-1917. doi: 10.1111/jbfa.12526
2020
Journal Article
Multi-horizon accommodation demand forecasting: a New Zealand case study
Zhu, Min, Wu, Jinran and Wang, You-Gan (2020). Multi-horizon accommodation demand forecasting: a New Zealand case study. International Journal of Tourism Research, 23 (3), 442-453. doi: 10.1002/jtr.2416
2020
Journal Article
Rejoinder to “Comment on ‘Wang et al . (2005), Robust estimating functions and bias correction for longitudinal data analysis’ by Nicola Lunardon and Giovanna Menardi”
Wang, You‐Gan, Lin, Xu and Zhu, Min (2020). Rejoinder to “Comment on ‘Wang et al . (2005), Robust estimating functions and bias correction for longitudinal data analysis’ by Nicola Lunardon and Giovanna Menardi”. Biometrics, 76 (3) biom.13262, 1043-1044. doi: 10.1111/biom.13262
2020
Other Outputs
Crowding: evidence from fund managerial structure
Harvey, Campbell R., Liu, Yan, Tan, Eric K. M. and Zhu, Min (2020). Crowding: evidence from fund managerial structure. doi: 10.2139/ssrn.3554636
2020
Other Outputs
Does corporate exposure to weather affect bond yield spread?
Zhang, Lei and Zhu, Min (2020). Does corporate exposure to weather affect bond yield spread?. doi: 10.2139/ssrn.3547895
2018
Journal Article
Informative fund size, managerial skill, and investor rationality
Zhu, Min (2018). Informative fund size, managerial skill, and investor rationality. Journal of Financial Economics, 130 (1), 114-134. doi: 10.1016/j.jfineco.2018.06.002
2018
Journal Article
Mutual fund managers' prior work experience and their investment skill
Chen, Rui, Gao, Zhennan, Zhang, Xueyong and Zhu, Min (2018). Mutual fund managers' prior work experience and their investment skill. Financial Management, 47 (1), 3-24. doi: 10.1111/fima.12180
2017
Journal Article
The impact of flood dynamics on property values
Rajapaksa, Darshana, Zhu, Min, Lee, Boon, Viet-Ngu Hoang,, Wilson, Clevo and Managi, Shunsuke (2017). The impact of flood dynamics on property values. Land Use Policy, 69, 317-325. doi: 10.1016/j.landusepol.2017.08.038
2017
Journal Article
Dividend growth and equity premium predictability
Zhu, Min, Chen, Rui, Du, Ke and Wang, You-Gan (2017). Dividend growth and equity premium predictability. International Review of Economics and Finance, 56, 125-137. doi: 10.1016/j.iref.2017.10.020
2017
Journal Article
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert and Zhu, Min (2017). On estimating long-run effects in models with lagged dependent variables. Economic Modelling, 64, 302-311. doi: 10.1016/j.econmod.2017.04.006
2016
Journal Article
A comment on Koh’s “The optimal design of fallible organizations: invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”
Zhu, Min, Liu, Chang and Wang, You-Gan (2016). A comment on Koh’s “The optimal design of fallible organizations: invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”. Social Choice and Welfare, 48 (2), 1-8. doi: 10.1007/s00355-016-1009-5
2016
Journal Article
Chinese stock market return predictability: adaptive complete subset regressions
Chen, Keqi, Chen, Rui, Zhang, Xueyong and Zhu, Min (2016). Chinese stock market return predictability: adaptive complete subset regressions. Asia-Pacific Journal of Financial Studies, 45 (5), 779-804. doi: 10.1111/ajfs.12152
Supervision
Availability
- Associate Professor Min Zhu is:
- Available for supervision
Before you email them, read our advice on how to contact a supervisor.
Supervision history
Current supervision
-
Doctor Philosophy
Big data challenge in Finance
Principal Advisor
-
Doctor Philosophy
Manager Characteristics and Performance
Principal Advisor
Other advisors: Dr Eric Tan
-
Doctor Philosophy
Portfolio Managerial Ownership and Mutual Fund Investment Behaviours
Associate Advisor
Other advisors: Dr Eric Tan
-
Doctor Philosophy
Financial Market Sentiment and Asset Pricing
Associate Advisor
Other advisors: Professor Shaun Bond
Completed supervision
Media
Enquiries
Contact Associate Professor Min Zhu directly for media enquiries about:
- Financial innovation
- Financial markets
- Investment bias
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