Zhongling (Danny) Qin
Assistant Professor of Finance
Contact Information:
Department of Finance
313 Lowder Hall
Raymond J. Harbert College of Business
Auburn University
Auburn, AL 36849
Email: zzq0018@auburn.edu
Office: (334) 844‐3013
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Research Interests
Empirical Asset Pricing
Investments
Institutional Investors
Financial Accounting
About
Welcome to my website! I am interested in empirical asset pricing, investments, institutional investors, and financial accounting. My work has been published in the Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Journal of the American Statistical Association. My teaching includes undergraduate courses in corporate finance and financial modeling.
Publications
Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall, with Liang Peng, Gengsheng Qin, and Qihui Su 2020.
Journal of the American Statistical Association, Volume 116, Issue 536, 2041-2052.
Leveraged Funds and the Shadow Cost of Leverage Constraints, with Zhongjin Lu, 2021.
Journal of Finance, Volume 76, Issue 3, 1295-1338.
Delegated Monitoring, Institutional Ownership, and Corporate Misconduct Spillovers, with Ugur Lel and Gerald Martin, 2022.
Journal of Financial and Quantitative Analysis, Volume 58, Issue 4, 1547-1581.
Heterogeneous Liquidity Providers and Night-minus-day Return Predictability, with Zhongjin Lu and Steve Malliaris, 2023.
Journal of Financial Economics, Volume 148, Issue 3, 175-200.
Testing for Zero Skill in Stock Picking or Market Timing, with Lei Jiang, Liang Peng, and Qingsong Shan, 2025.
Statistica Sinica, Volume 35, 273-291.
Endogeneity And Moments In Time Series Momentum’s Predictability Test, with Lei Jiang, Liang Peng, and Bingduo Yang, 2025.
Annals of Applied Statistics, Volume 19, Issue 1, 701-719.
Dual Class Shares and Firm Valuation: Market-wide Evidence from Regulatory Events, Ugur Lel, Jeff Netter, and Annette Poulsen, 2025.
The Financial Review, Volume 60, Issue 4, 1251-1275.
Select Working Papers
Propagation of Climate Disasters through Ownership Networks, with Matthew Gustafson, Ai He, and Ugur Lel
Conferences: Weinberg Center Corporate Governance Symposium, AFA, Bretton Woods Ski Conference, CSFN Conference on Governance and Sustainability, CICF, Texas A&M Young Scholars Finance Consortium, FIRS, JCF SI in Helsinki, AFFECT AFA Mentoring Workshop, WAPFIN@ Stern, FMA, CEIBS Finance & Accounting Academic Symposium
When Regulation Falls Short: Evidence from “Other Events” Disclosures, with Sean Cao and Tao Shu
Conferences: NBER Summer Institute, CICF, MFA, SARAC, Fraud and Manipulation in Financial Markets Conference, HK Conference for Fintech, AI, and Big Data, CAPANA, EasternFA, CFEA
Foreign Geopolitical Risk and U.S. Firm Productivity: The Role of Immigrant Labor, with Miao Ben Zhang
Conferences: NBER-TCER-CEPR TRIO Conference
Inefficient IPO Pricing? Evidence from Insiders’ Trades at Rival Firms, with David Cicero and Mingzhi (Mike) Du
Conferences: MFA, FMA, SFA
A One-factor Model for Expected Night-minus-day Stock Returns, with Zhongjin Lu
Conferences: EasternFA, SWFA, Australasian Finance and Banking Conference
Teaching
Auburn University
Advanced Business Finance (undergraduate), 2020-Present
University of Georgia
Financial Modeling (undergraduate), Summer 2016, Spring 2017, Fall 2017, and Fall 2018
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