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Professor Zhang's research focuses on empirical capital market researches, including stock anomalies, fundamental analysis, investor and analyst behavior, management incentives, and corporate financial reporting. He is interested in both rational and behavioral approaches in studying stock anomalies and cross-sectional variations in stock returns.

Education

  • PhD, University of Chicago, 2006
  • MBA, University of Chicago, 2005
  • BS, Nankai University, 1993

Selected Works

Articles

Meet, beat, and pollute
J. Thomas, W. Yao, X. F. Zhang, and W. Zhu,
Review of Accounting Studies
Forthcoming

Using economic links between firms to detect accounting fraud
C. Li, N. Li, and X. F. Zhang
The Accounting Review
Forthcoming

Measuring the information content of disclosures: The role of return noise
J. Thomas, X. F. Zhang, and W. Zhu
The Accounting Review
Forthcoming

Dark trading and post earnings announcement drift
J. Thomas, X. F. Zhang, and W. Zhu
Management Science
2021

The power of firm fundamentals in explaining stock returns
S. Shao, R. Stoumbos, and X. F. Zhang
Review of Accounting Studies
2021