Xiaozhou Zhou

Academic Position

Associate Professor, Department of Finance, ESG UQAM, Canada         June 2019 - present

    Assistant  Professor, Department of Finance, ESG UQAM, Canada           June 2015 - June 2019

Education

Ph.D. in Finance, HEC Montreal             2009-2015

Master in Economics, University of Montreal, Canada                                     2007-2009

Master in Management, Harbin Institute of Technology, China                           2004-2007

Bachelor in Management, Harbin Institute of Technology, China                      2000-2004

Publications  

• Capital Market Resilience and Technological Innovation, Journal of Quantitative & Technical Economics, forthcoming (with J.Wen and L.Li) 

• Impacts of Epidemics on Innovation: An Empirical Analysis. Technovation, 2023, Vol. 119 (with S. Wang, J. Wen, and X. Yang)

• A Taxonomy of Individual Liquidity Provision: Evidence from the Taiwan Stock Exchange. Finance Research Letters, 2022, Vol. 50 (with C. Chan and K. Chiou)  

• Asymmetric effects of the limit order book on price dynamics. Journal of Empirical Finance, 2022, Vol. 65, pp.77-98 (with T. Cenesizoglu and G. Dionne)

• The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis. Quantitative Finance, 2020, Vol. 20, No. 4, pp. 593-617 (with G. Dionne)

• IPO flipping activity in China and its implications. Pacific-Basin Finance Journal, 2020, Vol. 61 (with M. Kooli)

• Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse. Journal of Banking and Finance, 2015 Vol. 59 pp. 202-219 (with G. Dionne and M. Pacurar)

Working Papers

• Interday Cross-Sectional Momentum and Trades Concentration: Global Evidence, with S. Schlie

• How Does Foreign Economic Policy Uncertainty Affect Domestic Analyst Earnings Forecasts? with J. Song

• High Price Impact Trades in Different Information Environments: Implication for Volatility and Price Efficiency, with G. Dionne  

• Insiders and M&A Announcements: What are Those Insiders Up To? with Y. Gao, J. Song, and J. Wen 

• Impacts of Sanctions on Innovation, with S. Wang and J. Wen

• ESG and Firms' Innovation: Evidence From the U.S., with Y. Gao, J. Wen, and S. Zhang

• How Retail Investors Affect Stock Market? with C. Chan and F. Zhan

• Social Media Sentiment and Bitcoin Trading, with H. Jiang, P. Liu, and A. Roch 

• Social Media Sentiment Measurement, with P. Liu, and F. Zhan 

• Price Discovery and Market Making Activities in Cryptocurrency Markets: An Artificial Intelligence Perspective, with H. Jiang

Grants and Funding

• Quebec's FinTech Grant (principal investigator), La Chaire Fintech AMF – Finance Montréal, 2023

• National Natural Science Foundation of China (NSFC), Government of China (co-investigator), 2023-2026

• Ministry of Science and Technology, Government of China (principal-investigator), 2022-2024

• SSHRC Insight Development Grant (co-investigator), Government of Canada, 2022-2024

• SSHRC Insight Development Grant (principal investigator), Government of Canada, 2021-2023 

• Quebec's FinTech Grant (principal investigator), La Chaire Fintech AMF – Finance Montréal, 2020-2022              

• FQRSC Research Support for New Academics (principal investigator), Government of Quebec, 2018-2023

• PAFARC, ESG UQAM, 2016-2018

• International Scholarships Program (principal investigator), Global Affairs Canada, 2016

• FQRSC Doctoral Research Scholarships, Government of Quebec, 2011-2014

Ad-Hoc Journal Reviewer

Journal of Empirical Finance, Finance Research Letters, Research in International Business and Finance, Accounting & Finance, British Accounting Review, Journal of Behavioral and Experimental Finance, Internatioinal Review of Financial Analysis, North American Journal of Economics and Finance, Journal of Risk