Details about Xintong Zhan

Access statistics for papers by Xintong Zhan.

Last updated 2026-07-20. Update your information in the RePEc Author Service.

Short-id: pzh1271

Working Papers

2024

1. Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2021

2. Unlocking ESG Premium from Options
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)

2020

3. ESG Preference, Institutional Trading, and Stock Return Patterns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   See also Journal Article ESG Preference, Institutional Trading, and Stock Return Patterns, Journal of Financial and Quantitative Analysis, Cambridge University Press (2023) View citations (24) (2023)

2019

4. Option Trading and Stock Price Informativeness
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
   See also Journal Article Options Trading and Stock Price Informativeness, Journal of Financial and Quantitative Analysis, Cambridge University Press (2024) View citations (7) (2024)

Journal Articles

2026

1. Beyond Green: Impacts of Green Bond Issuance on Conventional Bonds in China
   Asian Economic Policy Review, 2026, 21, (1), 72-82 View citations (1)
2. Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds
   Management Science, 2026, 72, (3), 1959-1986
3. Greenness in the Eye of Bond Short Sellers
   International Review of Finance, 2026, 26, (2)

2025

4. Smart beta, “smarter” flows
   Journal of Empirical Finance, 2025, 81, (C)

2024

5. Options Trading and Stock Price Informativeness
   Journal of Financial and Quantitative Analysis, 2024, 59, (4), 1516-1540 View citations (7)
   See also Working Paper Option Trading and Stock Price Informativeness, Swiss Finance Institute Research Paper Series (2019) View citations (3) (2019)

2023

6. ESG Preference, Institutional Trading, and Stock Return Patterns
   Journal of Financial and Quantitative Analysis, 2023, 58, (5), 1843-1877 View citations (24)
   See also Working Paper ESG Preference, Institutional Trading, and Stock Return Patterns, NBER Working Papers (2020) View citations (9) (2020)
7. Implied Volatility Changes and Corporate Bond Returns
   Management Science, 2023, 69, (3), 1375-1397 View citations (8)
8. Option price implied information and REIT returns
   Journal of Empirical Finance, 2023, 71, (C), 13-28 View citations (4)
9. The return predictability of carbon emissions: Evidence from Hong Kong and Singapore
   Pacific-Basin Finance Journal, 2023, 82, (C) View citations (3)
10. Why Does Volatility Uncertainty Predict Equity Option Returns?
    Quarterly Journal of Finance (QJF), 2023, 13, (01), 1-35 View citations (4)

2022

11. Patent quality, firm value, and investor underreaction: Evidence from patent examiner busyness
    Journal of Financial Economics, 2022, 143, (3), 1043-1069 View citations (15)

2021

12. The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?
    Management Science, 2021, 67, (12), 7866-7887 View citations (5)

2019

13. Does Change in the Information Environment Affect Financing Choices?
    Management Science, 2019, 65, (12), 5676-5696 View citations (36)
14. Peer Effects of Corporate Social Responsibility
    Management Science, 2019, 65, (12), 5487-5503 View citations (182)
15. Product Market Threats and Stock Crash Risk
    Management Science, 2019, 65, (9), 4011-4031 View citations (64)