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University of Notre Dame Mendoza College of Business
FACULTY PROFILE
  Zhi Da
Assistant Professor
Viola D. Hank Associate Professor of Finance
Dept: Finance
Office: 239 Mendoza College of Business
Notre Dame, Indiana 46556-5646
Phone: (574) 631-0354
E-Mail zda@nd.edu
Education: Ph D, Northwestern University
MS, National University of Singapore
BBA, National University of Singapore
Homepage: http://www.nd.edu/~zda
Bio:
Expertise: Empirical Asset Pricing
Investment
FACULTY PUBLICATIONS

PUBLICATIONS

  "What Drives Stock Price Movement," (with Long Chen, Xinlei Zhao), Review of Financial Studies, 26, 2013, 841-876.
  "CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence," (with Re-jin Guo, Ravi Jagannathan), Journal of Financial Economics, 103, 2012, 204-220.
  "Dividend Smoothing and Predictability," (with Long Chen, Richard Priestley), Management Science, 58, 2012, 1834-1855.
  "Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds," (with Pengjie Gao, Ravi Jagannathan), Review of Financial Studies, 24, 2011, 675-720.
  "In Search of Attention," (with Joey Engelberg, Pengjie Gao), Journal of Finance, 66, 2011, 1461-1499.
  "Relative Valuation and Analyst Target Price Forecasts," (with Ernst Schaumburg), Journal of Financial Markets, 14, 2011, 161-192.
  "The Disparity between Long-term and Short-term Forecasted Earnings Growth," (with Mitch Warachka), Journal of Financial Economics, 100, 2011, 424-442.
  "Clientele Change, Liquidity Shock and the Return on Financially Distressed Stocks," (with Pengjie Gao), Journal of Financial and Quantitative Analysis, 45, 2010, 27-48.
  "Cashflow risk, systematic earnings revisions, and the cross-section of stock returns," (with Mitch Warachka), Journal of Financial Economics, 94, 2009, 448-468.
  "Cash Flow, Consumption Risk and Cross Section of Stock Returns," Journal of Finance, 64, April (2nd Quarter/Spring), 2009, 923-956.
  "Pricing Options using Implied Trees: Evidence from FTSE-100 Options," (with Kiam Guan Lim), Journal of Futures Markets, 22, 2002, 601-626.


RECENT TEACHING
 
• Debt Instruments


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