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Professor of Finance, Jindal School of Management, University of Texas at
Dallas, 2005-present
Associate Professor of Finance, Kenan-Flagler Business School, University
of North Carolina at Chapel Hill, 2000-2005
Assistant Professor of Economics, Graduate School of Industrial
Administration, Carnegie Mellon University, 1994-2000
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- Neglected
Risks in the Communication of Residential Mortgage-backed Securities Offering,
(Harold H. Zhang, Feng Zhao, Xiaofei Zhao), Journal
of Finance, forthcoming.
- “Operating Hedge
and Gross Profitability Premium,”
(Leonid Kogan, Jun Li, and Harold H. Zhang), Journal
of Finance, forthcoming.
- “Investment
income taxes and private equity acquisition activity,”
(Alex Holcomb, Paul Mason, and Harold H. Zhang), Journal
of Empirical Finance, 59, 25-51, 2020.
- “Short-run
and Long-run Consumption Risks, Dividend Processes and Asset Returns,”
(Jun Li and Harold H. Zhang), Review
of Financial Studies, 30, 588-630, 2017.
- “Subprime
Mortgage Defaults and Credit Default Swaps,” (Eric Arentsen, David
Mauer, Brian Rosenlund, Harold Zhang, and Feng Zhao), Journal of Finance, 70, 689-731,
2015.
- “Does Financial
Constraint Affect Shareholder Taxes and the Cost of Equity Capital?”
(Zhonglan Dai, Douglas Shackelford, Harold H. Zhang, and Chongyang
Chen), The Accounting Review,
88, 1603-1627, 2013.
- “Capital
Gains Taxes and Stock Return Volatility,” (Zhonglan Dai, Doug
Shackelford and Harold H. Zhang), Journal
of American Taxation Association, 2013.
- “Financial
Networks and Trading in Emerging Bond Markets,” (Geoffrey Booth,
Umit Gurun and Harold H. Zhang), Journal
of Financial Markets, 2013.
- “Fear of the Unknown: Familiarity and
Economic Decisions,” (H. Henry Cao, Bing Han, David Hirshleifer and
Harold H. Zhang), Review of
Finance, 15, 173-206, 2011.
- “Stock Returns and Volatility of
Liquidity,” (Joao Pedro Pereira and Harold H. Zhang), Journal of Financial and Quantitative Analysis, 45,
1077-1110, 2010.
- “Capital Gains Taxes and Asset
Prices: Capitalization or Lock-in?” (Zhonglan Dai, Edward Maydew,
Doug Shackelford, and Harold H. Zhang), Journal of Finance, 63, 709-742, 2008.
- “Model
Uncertainty, Limited Market Participation and Asset Prices,” (H.
Henry Cao, Tan Wang and Harold H. Zhang), Review of Financial Studies, 18, 1219-1251, 2005.
- “External Habit
and the Cyclicality of Expected Stock Returns,” (Thomas Tallarini,
Jr. and Harold H. Zhang), Journal
of Business, 78, 1023-1048, 2005.
- “Optimal
Consumption and Portfolio Choices with Risky Housing and Borrowing
Constraints,” (Rui Yao and Harold H. Zhang), Review of Financial Studies, 18, 197-239, 2005.
- Maximizing
Long-Term Wealth Accumulation: It’s not just about “What” but also about
“Where” to Make Them, (Robert Dammon, James Poterba, Chester Spatt,
Harold H. Zhang), Research
Dialogue 85, 2005.
- Comment
on ‘Household Portfolio Choices in Taxable and Tax-Deferred Accounts:
Another Puzzle?’ (Harold H. Zhang), European Finance Review 7, 583-586, 2004.
- “Optimal
Asset Location and Allocation with Taxable and Tax-Deferred Investing,”
(Robert Dammon, Chester Spatt and Harold H. Zhang), Journal of Finance 59, 2004. This
paper is nominated for the 2004 Smith Breeden prize.
- “Capital
Gains Taxes and Portfolio Rebalancing,” (Robert M. Dammon, Chester
S. Spatt and Harold H. Zhang), Research
Dialogue, 75,
2003.
- “Upstream
Intergenerational Transfers,” (Frank A. Sloan, Harold H. Zhang and
Jingshu Wang), Southern Economic
Journal, 69,
363-380, 2002.
- “Optimal
Consumption and Investment with Capital Gains Taxes,” (Robert M. Dammon,
Chester S. Spatt and Harold H. Zhang), Review of Financial Studies, 14, 583-616, 2001 (lead article).
- “Explaining Bond Returns in Heterogeneous
Agents Models: The Importance of Higher Order Moments,” (Harold H.
Zhang), Journal of Economic
Dynamics and Control, 24, 1381-1404, 2000 (lead article).
- “Fixed Costs and Asset
Market Participation,” (Amir Yaron and Harold H. Zhang), Revista De Analisis Economico, 15, 89-109, 2000.
- “An
Investigation of the Risk and Return Relation at Long Horizons,”
(Paul Harrison and Harold H. Zhang), Review
of Economics and Statistics, 81, 399-408, 1999.
- “Overparameterization in
Seminonparametric Density Estimation,” (Ming Liu and Harold H. Zhang),
Economics Letters, 60, 11-18, 1998.
- “Endogenous Borrowing Constraints with
Incomplete Markets,” (Harold H. Zhang), Journal
of Finance, 52, 2187-2209, 1997.
- “Endogenous Short Sale Constraint, Stock Prices and
Output Cycles,” (Harold H. Zhang), Macroeconomic Dynamics, 1, 228-254, 1997 (inaugural issue).
- “Tort Liability and
Obstetrician’s Care Levels,” (Frank Sloan, Stephen Entman, Bridget
Reilly, Cheryl Glass, Gerald Hickson and Harold H. Zhang), International Review of Law and
Economics, 17, 245-260, 1997.
- “Volume, Volatility, and Leverage: A Dynamic
Analysis,” (George Tauchen, Harold Zhang, and Ming Liu), Journal of Econometrics, 74,
177-208, 1996.
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