• Zhu Qi

    Associate Profe

    Finance

    Add: Guoshun Road Siyuan Building Room 207, Siyuan Building

    Tel: 25011081(TEL)

    E-mail: qizhu@fudan.edu.cn

    Research Field: Empirical Asset Pricing, Applied Financial Econometrics, Capital Market & Investment, International Macro

    Website:

    Teacher information
    Achievements in scientific research
    Academic activities and community service

    Doctor Degree,Economics,Emory University, USA

    Master Degree,Economics & Finance,Southern Illinois University, USA

    Bachelor Degree,Economics,East China Normal University


    Journal Papers


    1.Christine Jiang , Yiyin Wu and John Qi Zhu2025A revisit to the IPO spillover effect: On the importance of technological proximityJournal of Banking & Finance 181(2025) 1-23.  



    2.Haigang Zhou and John Qi Zhu2019Firm characteristics and jump dynamics in stock prices around earnings announcementsThe North American Journal of Economics and Finance 50 1-23.  



    3.Kevin X. D. Huang, Zheng Liu, and John Qi Zhu2015Temptation and self-control: some evidence and applicationsJournal of Money, Credit and Banking 47(4) 581-615.  



    4.Jun Wu, Yingli Pan, and Qi Zhu2014The conditions and potential of RMB as an international reserve currency: The empirical evidences from the history of eight major international reserve currenciesChina Finance Review International 4(2) 103-123.  



    5.Haigang Zhou and John Qi Zhu2013Asset pricing, jump risk, and China's B-share discount puzzleInternational Journal of Financial Service Management 6(4) 352-366.  



    6.Zhou, Haigang and John Qi Zhu2012An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond marketsPacific-Basin Finance Journal 20(5) 857-880.  



    7.Zhou, Haigang and John Qi Zhu2012Jump on the post-earnings announcement driftFinancial Analysts Journal 68(3) 63-80.  



    8.Zhou, Haigang and John Qi Zhu2011Jump risk and cross section of stock returns: Evidence from China's stock marketJournal of Economics and Finance 35(3) 309-331.  



    9.Huaqing Wang, Liangsong Li, Zhiguo Li, Qisong Hou, and Qi Zhu2019An investigative report on the development and regulation of P2P businesses in ChinaTSINGHUA Financial Review (2) 101-106(in Chinese) 


    Papers in Books

    Yingli Pan, Jeffery David SACHS, Wing Thye Woo, and Qi Zhu.Mobilising the financial sector efficiently and safely for sustaining the transformation of the Chinese economy.In .Financial Systems at the Cross Road: Lessons for China's Choice.中国金融出版社,2013

    Chapters in Books

    Qi Zhu. 2014. The rise and fall of Sterling. In: Yingli Pan (Eds.), The Prospects of International Monetary Sustem and RMB Internationalization. Truth & Wisdom Press, pp. 49-86

    Yingli Pan, Jeffrey David Sachs, Wing Thye Woo and John Qi Zhu, 2014. Mobilizing China's Financial Sector Efficiently and Safely for Sustaining Economic Transformation and Strengthening Global Financial Stability. In: Wing Thye Woo, Yingli Pan, Jeffrey David Sachs, Junhui Qian (Eds.), Financial Systems at the Crossroads: Lessons for China. World Scientific Publishing Co. Pte. Ltd., Singapore, pp. 3-51

    Research Projects

    2019.09—2022.12Principal InvestigatorAn Investigation of Mechanism to Prevent the Cross-border Spillover of Systemic Risk from China's Derivatives Market in its ongoing InternationalizationShanghai Planning Office of Philosophy and Social Science

    2016.11—2018.11Principal InvestigatorFoF Investment Strategy and Performance Evaluation SystemsGF Securities Asset Management Guangdong Co. Ltd.

    2016.07—2016.10MemberThe Development Strategy for MSP/DrilexMSP/DRILEX International

    2016.01—2018.12MemberPersonalized Value Discovery and Risk Measurement of Internet Finance Based on Multi-source Data FusionNational Natural Science Foundation of China

    2015.09—2016.05MemberThe Innovation in Business Model and Strategic Breakthrough in the New NormalZhejiang Cathaya Apparel Co., Ltd.

    2011.01—2013.12Principal InvestigatorAn Empirical Examination on the Dynamics and Causes of Jump Risks in China's Securities Makets Based on High Frequency Financial DataNational Natural Science Foundation of China


    Academic Posts

    2011.01—,Fellow,Warton Financial Institutions Center

    Academic Conferences

    2015.062015 Asia Finance Association Annual MeetingChangsha