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Xinlei Shelly Zhao

18 works· latest 2021· 2 institutionscluster: provisionalORCID 0000-0002-6709-2961

h-index17

i1017

Citations1,989

Works here18

Most cited in this library

Asymmetric Information and Dividend Policy2008 · 282 citations
Return Decomposition2009 · 261 citations
What Drives Stock Price Movements?2013 · 260 citations
On the relation between the market-to-book ratio, growth opportunity, and leverage ratio2006 · 209 citations
Comparison of modeling methods for Loss Given Default2011 · 151 citations

Works

18 shown

Machine learning loss given default for corporate debt

Journal of Empirical Finance·2021·3 authors

18citations

Predicting mortgage early delinquency with machine learning methods

European Journal of Operational Research·2020·1 author

62citations

Unobserved systematic risk factor and default prediction

Journal of Banking & Finance·2014·3 authors

24citations

What Drives Stock Price Movements?

Review of Financial Studies·2013·3 authors

260citations

Correlation in credit risk changes

Journal of Banking & Finance·2011·2 authors

31citations

Comparison of modeling methods for Loss Given Default

Journal of Banking & Finance·2011·2 authors

151citations

Technological Innovation and Acquisitions

Management Science·2009·1 author

133citations

Return Decomposition

Review of Financial Studies·2009·2 authors·Open access

261citations

Asymmetric Information and Dividend Policy

Financial Management·2008·2 authors·Open access

282citations

Do Voting Rights Affect Institutional Investment Decisions? Evidence from Dual‐Class Firms

Financial Management·2008·3 authors·Open access

80citations

Corporate boards and the leverage and debt maturity choices

International Journal of Corporate Governance·2008·3 authors·Open access

135citations

What Drives Stock Price Movement?

SSRN Electronic Journal·2008·3 authors·preprint·Open access

46citations

Mechanical mean reversion of leverage ratios

Economics Letters·2007·2 authors

89citations

Role models in finance: Lessons from life cycle productivity of prolific scholars

Review of Quantitative Finance and Accounting·2006·3 authors·Open access

9citations

The leverage–value relationship puzzle: An industry effects resolution

Journal of Economics and Business·2006·2 authors

43citations

On the relation between the market-to-book ratio, growth opportunity, and leverage ratio

Finance research letters·2006·1 author·Open access

209citations

Propensity score matching and abnormal performance after seasoned equity offerings

Journal of Empirical Finance·2006·2 authors·Open access

112citations

Profitability, Mean Reversion of Leverage Ratios, and Capital Structure Choices

SSRN Electronic Journal·2004·2 authors·preprint·Open access

44citations