Xintong (Eunice) ZHAN 
 Assistant Professor of Finance 
 Erasmus School of Economics
 Erasmus University Rotterdam
 Tel: (+31) 10 4082923

 Email: zhanxintong1221@gmail.com                        
 Curriculum Vitae: [PDF]
 LinkedIn

Employment: Assistant Professor of Finance (tenure-track), Erasmus University Rotterdam, Sept 2016 - present


Refereed Publications:

  1. Product Market Threats and Stock Crash Risk (with Si Li), accepted at Management Science, November 2017.
  2. Does Change in Information Environment Affect the Choice between Bank Debt and Public Debt? (with Xu Li and Chen Lin), accepted at Management Science, February 2018.
  3. Peer Effects of Corporate Social Responsibility (with Jie Cao and Hao Liang), accepted at Management Science, March 2018.

Selected Working Papers:

  1. Option Return Predictability (with Jie Cao, Bing Han, and Qing Tong), Revise & Resubmit at Review of Financial Studies
  2. Smart Beta, "Smarter" Flows (with Jason HsuJie Cao, and Zhanbing Xiao) 
  3. Busy Patent Examiners and Stock Returns (with Tao Shu)
  4. Volatility Uncertainty and the Cross-Section of Option Returns (with Jie Cao, Aurelio Vasquez, and Xiao Xiao)
  5. The Calendar Effects of the Idiosyncratic-Volatility Puzzle: A Tale of Two Days? (with Jie Cao and Tarun Chordia)

Selected Honors & Awards:

  • ETF Research Academy Award of the Paris-Dauphine House of Finance and Lyxor Asset Management, 2018.
  • Third Prize, Chicago Quantitative Alliance (CQA)  Academic Competition, Chicago, 2017.
  • Montreal Institute of Structured Finance and Derivatives (IFSID) Research Grant (x2), 2016-2018, CA$50,000.
  • Second Prize,  Chicago Quantitative Alliance Asia (CQAsia)  Academic Competition, Hong Kong, 2016.
  • Zephyr Prize, Best Paper in Corporate Finance, The 28th Australian Finance & Banking Conference, 2015 
  • General Research Fund (Co-Investigator), 2015-2017, Hong Kong Research Grant Council, HK$413,500 (US$53,000)
  • AFA Student Travel Grant, 2015
  • Outstanding Paper Award, The 9th International Conference on Asia-Pacific Financial Market, 2014
  • Best Paper Award, The 22nd Conference on the Theories and Practices of Securities and Financial Markets, 2014 
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