Clara Zhou

Associate Professor, PhD in Finance, Associate Professor

20142020
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Research Outputs 2014 2019

2019

On the pricing of the persistence of earnings components in China

Wu, X., Tian, G., Li, Y. & Zhou, Q., Feb 2019, In : Pacific Basin Finance Journal. 53, p. 112-132 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Earnings components
China
Pricing
Persistence
Mispricing

The impact of climate change on the Australian sugarcane industry

Linnenluecke, M. K., Zhou, C., Smith, T., Thompson, N. & Nucifora, N., 23 Oct 2019, In : Journal of Cleaner Production. 118974.

Research output: Contribution to journalArticleResearchpeer-review

Climate change
climate change
industry
Industry
Fertilizers
2018

A hybrid information approach to predict corporate credit risk

Bu, D., Kelly, S., Liao, Y. & Zhou, Q., Sep 2018, In : The Journal of Futures Markets. 38, 9, p. 1062-1078 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Reduced-form model
Credit risk
Maturity
Prediction error
Prediction

Improving equity premium forecasts by incorporating structural break uncertainty

Tian, J. & Zhou, Q., Nov 2018, In : Accounting and Finance. 58, S1, p. 619-656 38 p.

Research output: Contribution to journalArticleResearchpeer-review

Structural breaks
Equity premium
Uncertainty
Forecast combination
Predictive regressions

Predicting carbon market risk using information from macroeconomic fundamentals

Jiao, L., Liao, Y. & Zhou, Q., 18 Jun 2018, In : Energy Economics. 73, p. 212-227 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Carbon
Economics
Market risk
Carbon markets
Macroeconomic fundamentals
2017

Asset pricing model uncertainty: a tradeoff between bias and variance

Zhou, Q., 2017, In : International Review of Finance. 17, 2, p. 289-324 36 p.

Research output: Contribution to journalArticleResearchpeer-review

Trade-offs
Model uncertainty
Asset pricing models
Pricing
Modern portfolio theory

Does internal control over financial reporting really alleviate agency conflicts?

Qi, B., Li, L., Zhou, Q. & Sun, J., 2017, In : Accounting and Finance. 57, 4, p. 1101-1125 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Resources
Financial reporting
Agency conflict
Internal control
Financial reporting quality

Investment- cash flow sensitivity measures investment thirst, but not financial constraint

Deng, K., Ding, Z., Zhu, Y. & Zhou, Q., 2017, In : Accounting and Finance. 57, 1, p. 165-197 33 p.

Research output: Contribution to journalArticleResearchpeer-review

Investment-cash flow sensitivity
Financial constraints
Cash
China
Correlates

The complementary role of cross-sectional and time-series information in forecasting stock returns

Zhou, Q. & Faff, R., 2017, In : Australian Journal of Management. 42, 1, p. 113-139 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock returns
Time series models
Technical analysis
Market data
Momentum
2016

Deviation from target capital structure, cost of equity and speed of adjustment

Zhou, Q., Tan, K. J. K., Faff, R. & Zhu, Y., Aug 2016, In : Journal of Corporate Finance. 39, p. 99-120 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Speed of adjustment
Cost of equity
Capital structure
Leverage
Deviation
2014

Bias correction in the estimation of dynamic panel models in corporate finance

Zhou, Q., Faff, R. & Alpert, K., Apr 2014, In : Journal of Corporate Finance. 25, p. 494-513 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Bias correction
Dynamic panel model
Corporate finance
Minimum variance
Inference