Associate Professor Min Zhu
Associate Professor

Min Zhu

Email: 
Phone: 
+61 7 334 68147

Background

Min is an Associate Professor of Finance at the UQ Business School. She holds a Bachelor of Science from the University of Science and Technology of China, a Master’s degree in Statistics from the National University of Singapore, and a PhD in Finance from the University of Sydney. Her research focuses on investments, household finance and digital finance. She has published in leading international journals such as the Journal of Financial Economics, The Accounting Review, and the Journal of Financial Econometrics.

Min has led and participated in grant projects attracting over $1 million dollars in public and industry funding, including as lead investigator on an ARC Discovery Project.

Availability

Associate Professor Min Zhu is:
Available for supervision
Media expert

Qualifications

  • Bachelor, University of Science and Technology of China
  • Masters (Research) of Statistics, National University of Singapore
  • Doctor of Philosophy, University of Sydney

Search Professor Min Zhu’s works on UQ eSpace

35 works between 0202 and 2024
All (35) Journal Article (30) Other Outputs (4) Book Chapter (1)

21 - 35 of 35 works

2013

Journal Article

Jackknife for bias reduction in predictive regressions

Zhu, Min (2013). Jackknife for bias reduction in predictive regressions. Journal of Financial Econometrics, 11 (1) nbs011, 193-220. doi: 10.1093/jjfinec/nbs011

Jackknife for bias reduction in predictive regressions

2013

Journal Article

Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children

Leung, Denis Heng-Yan, Small, Dylan S., Qin, Jing and Zhu, Min (2013). Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children. Biometrics, 69 (3), 624-632. doi: 10.1111/biom.12039

Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children

2013

Journal Article

Return distribution predictability and its implications for portfolio selection

Zhu, Min (2013). Return distribution predictability and its implications for portfolio selection. International Review of Economics and Finance, 27, 209-223. doi: 10.1016/j.iref.2012.10.002

Return distribution predictability and its implications for portfolio selection

2012

Journal Article

The benefits of tree-based models for stock selection

Zhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). The benefits of tree-based models for stock selection. Journal of Asset Management, 13 (6), 437-448. doi: 10.1057/jam.2012.17

The benefits of tree-based models for stock selection

2012

Book Chapter

Classification and regression trees and their use in financial modeling

Zhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). Classification and regression trees and their use in financial modeling. Encyclopedia of financial models. (pp. 375-382) edited by Frank J. Fabozzi. -: John Wiley & Sons. doi: 10.1002/9781118182635.efm0063

Classification and regression trees and their use in financial modeling

2011

Journal Article

A hybrid approach to combining CART and logistic regression for stock ranking

Zhu, Min, Philpotts, David, Sparks, Ross and J. Stevenson, Maxwell (2011). A hybrid approach to combining CART and logistic regression for stock ranking. The Journal of Portfolio Management, 38 (1), 100-109. doi: 10.3905/jpm.2011.38.1.100

A hybrid approach to combining CART and logistic regression for stock ranking

2009

Journal Article

Quantile regression without the curse of unsmoothness

Wang, You-Gan, Shao, Quanxi and Zhu, Min (2009). Quantile regression without the curse of unsmoothness. Computational Statistics & Data Analysis, 53 (10), 3696-3705. doi: 10.1016/j.csda.2009.03.012

Quantile regression without the curse of unsmoothness

2009

Journal Article

Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method

Leung, Dennis H. Y., Wang, You-Gan and Zhu, Min (2009). Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method. Biostatistics, 10 (3), 436-445. doi: 10.1093/biostatistics/kxp002

Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method

2008

Journal Article

Testing Intergroup Concordance in Ranking Experiments With Two Groups of Judges

Dekle, Dawn J., Leung, Denis H.Y. and Zhu, Min (2008). Testing Intergroup Concordance in Ranking Experiments With Two Groups of Judges. Psychological Methods, 13 (1), 58-71. doi: 10.1037/1082-989X.13.1.58

Testing Intergroup Concordance in Ranking Experiments With Two Groups of Judges

2007

Journal Article

Robust estimation using the Huber function with a data-dependent tuning constant

Wang, You-Gan, Lin, Xu, Zhu, Min and Bai, Zhidong (2007). Robust estimation using the Huber function with a data-dependent tuning constant. Journal of Computational and Graphical Statistics, 16 (2), 468-481. doi: 10.1198/106186007x180156

Robust estimation using the Huber function with a data-dependent tuning constant

2006

Journal Article

Rank-based regression for analysis of repeated measures

Wang, You-Gan and Zhu, Min (2006). Rank-based regression for analysis of repeated measures. Biometrika, 93 (2), 459-464. doi: 10.1093/biomet/93.2.459

Rank-based regression for analysis of repeated measures

2005

Journal Article

Quantile estimation from ranked set sampling data

Zhu, Min and Wang, You-Gan (2005). Quantile estimation from ranked set sampling data. Sankhya: The Indian Journal of Statistics, 67 (2), 295-304.

Quantile estimation from ranked set sampling data

2005

Journal Article

Robust estimating functions and bias correction for longitudinal data analysis

Wang, You-Gan, Lin, Xu and Zhu, Min (2005). Robust estimating functions and bias correction for longitudinal data analysis. Biometrics, 61 (3), 684-691. doi: 10.1111/j.1541-0420.2005.00354.x

Robust estimating functions and bias correction for longitudinal data analysis

2005

Journal Article

Optimal sign tests for data from ranked set samples

Wang, You-Gan and Zhu, Min (2005). Optimal sign tests for data from ranked set samples. Statistics and Probability Letters, 72 (1), 13-22. doi: 10.1016/j.spl.2004.11.014

Optimal sign tests for data from ranked set samples

0202

Journal Article

Informational content of options around analyst recommendations

Wang, Qingxia, Faff, Robert and Zhu, Min (0202). Informational content of options around analyst recommendations. International Journal of Managerial Finance, 18 (3), 445-465. doi: 10.1108/ijmf-04-2021-0168

Informational content of options around analyst recommendations

Current funding

  • 2024 - 2027
    Limiting False Positives in Empirical Asset Pricing Tests
    ARC Discovery Projects
    Open grant

Past funding

  • 2021 - 2022
    QIC Investment Management Research Proposal
    QIC Limited
    Open grant
  • 2020 - 2021
    Fund Liquidity Management and its Connection to Market Fragility Risks
    UQ Early Career Researcher
    Open grant

Availability

Associate Professor Min Zhu is:
Available for supervision

Looking for a supervisor? Read our advice on how to choose a supervisor.

Supervision history

Current supervision

  • Doctor Philosophy

    Manager Characteristics and Performance

    Principal Advisor

    Other advisors: Dr Eric Tan

  • Doctor Philosophy

    Big data challenge in Finance

    Principal Advisor

  • Doctor Philosophy

    Big data challenge in Finance

    Principal Advisor

  • 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

  • Doctor Philosophy

    Earning Management and Media News Sentiment

    Associate Advisor

    Other advisors: Associate Professor Xin Yu

Completed supervision

Enquiries

Contact Associate Professor Min Zhu directly for media enquiries about:

  • Financial innovation
  • Financial markets
  • Investment bias

Need help?

For help with finding experts, story ideas and media enquiries, contact our Media team:

communications@uq.edu.au