Anqi Zhong

Contact categoryResearcher (past)

Research outputs

A Better Model? An Empirical Investigation of the Fama-French Five-factor Model in Australia
Chiah, Mardy, Chai, Daniel, Zhong, Anqi and Li, Song. (2016). A Better Model? An Empirical Investigation of the Fama-French Five-factor Model in Australia. International Review of Finance. https://doi.org/10.1111/irfi.12099

Journal article

The MAX effect: An exploration of risk and mispricing explanations
Zhong, Anqi and Gray, Philip. (2016). The MAX effect: An exploration of risk and mispricing explanations. Journal of Banking and Finance. 65, pp. 76 - 90. https://doi.org/10.1016/j.jbankfin.2016.01.007

Journal article

Anomalies, risk adjustment and seasonality: Australian evidence
Zhong, Anqi, Limkriangkrai, Manapon and Gray, Philip. (2014). Anomalies, risk adjustment and seasonality: Australian evidence. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2014.09.004

Journal article

Seasonality in momentum profitability
Zhong, Anqi, Limkriangkrai, Manapon and Gray, Philip. (2014). Seasonality in momentum profitability. Journal of the Australian Society of Security Analysts.

Journal article

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