Dr Liping Zou staff profile picture

Contact details +64 (09) 414 0800  ext. 43165

Dr Liping Zou BSc, MBS, PhD

Senior Lecturer

School of Economics and Finance

 

I have been working at Massey Albany since 2003. Currently, I am teaching second year Business Finance and Advanced International Finance at Master's level. My research areas include Financial Market Microstructure, Corporate Finance and Portfolio Strategies. I also look after the international programme for the School of Economics and Finance at Albany campus. On top of those, I spend the rest of my time with my family, playing my favourite sports and enjoying my life.

 

Professional

Contact details

  • Ph: 64 9 4140800 ext 43165
    Location: 2.51, Quad Block B
    Campus: Albany

Qualifications

  • Bachelor of Science - Shandong University (1988)
  • Master of Business Studies - Massey University (2002)
  • Doctor of Philosophy - Massey University (2004)

Research Expertise

Research Interests

Financial Market Microstructure

Corporate Finance

Portfolio Strategies

Area of Expertise

Field of research codes
Banking, Finance and Investment (150200): Commerce, Management, Tourism And Services (150000): Finance (150201): Investment and Risk Management (150205)

Keywords

Financial Market Microstrucutre

Corporate Finance

Portfolio Strategies

International Financial Management

Research Outputs

Journal

Zou, L., Zheng, B., & Li, X. (2017). The Commodity Price and Exchange Rate Dynamics. Theoretical Economics Letters. 7(6)
[Journal article]Authored by: Zou, L.
Zou, L., & Wilson, W. (2017). How Important Are Earnings Announcements in China?. Pacific Accounting Review. 29(3), 380-396
[Journal article]Authored by: Wilson, W., Zou, L.
Zou, L., & Wilson, W. (2017). How important are earnings announcements in China?. : SSRN.COM
[Internet publication]Authored by: Wilson, W., Zou, L.
Zou, L., Wilson, W., & Jia, S. (2017). Do qualified foreign institutional investors improve information efficiency: a test of stock price synchronicity in china?. Asian Economic and Financial Review. 7(5), 456-469 Retrieved from http://www.aessweb.com/journals/5002
[Journal article]Authored by: Wilson, W., Zou, L.
Zou, L., & Chen, R. (2017). Earnings surprises, investors sentiments and contrarian strategies. International Journal of Economics and Financial Issues. 7(1), 133-143 Retrieved from http://www.econjournals.com/index.php/ijefi/about
[Journal article]Authored by: Zou, L.
Zou, L., Tang, T., & Li, X. (2016). The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China. Journal of Multinational Financial Management. 37-38, 12-28
[Journal article]Authored by: Li, X., Zou, L.
Gregory-Allen, R., Zou, L., & Li, Y. (2015). Style consistency, fund flow and performance: A study on U.S. mutual funds. : Social Science Research Network
[Internet publication]Authored by: Gregory-Allen, R., Zou, L.
Zou, L., & Chen, C. (2014). Contrarian strategies investor expectations and sentiments: The U.S. evidence. : Social Science Research Network
[Internet publication]Authored by: Zou, L.
Tang, T., Zou, L., & Li, J. (2013). The high-volume return premium: Evidence from the Australian equity market. Journal of Accounting and Finance. 13(5), 74-93 Retrieved from http://www.na-businesspress.com/jafopen.html
[Journal article]Authored by: Zou, L.
Li, X., Stork, P., & Zou, L. (2013). An Empirical Note on US Stock Split Announcements, 2000 - 2009. International Journal of Economic Perspectives. 7(2), 63-73 Retrieved from http://www.econ-society.org/journals/ijep/2013/stork7.2.htm
[Journal article]Authored by: Zou, L.
Li, X., Stork, P., & Zou, L. (2011). An empirical note on the US stock split announcements, 2000-2009. : Social Science Research Network
[Internet publication]Authored by: Zou, L.
Berkman, H., Nguyen, N., & Zou, L. (2011). The value impact of name changes evidence from Chinese firms during the technology boom. Journal of Chinese Economic and Business Studies. 9(1), 85-96
[Journal article]Authored by: Zou, L.
Berkman, H., Zou, L., & Geng, S. (2009). Corporate governance, profit manipulation and stock return. Journal of International Business and Economics. 9(2), 132-145 Retrieved from http://www.freepatentsonline.com/article/Journal-International-Business-Economics/208535040.html
[Journal article]Authored by: Zou, L.
Li, X., & Zou, L. (2009). A dynamic conditional correlation analysis for emerging market integration and portfolio correlation. Journal of International Finance and Economics. 9(2), 116-128
[Journal article]Authored by: Li, X., Zou, L.
Li, X., & Zou, L. (2008). How do policy and information shocks impact co-moverments of China's T-Bond and stock markets. Journal of Banking and Finance. 32(3), 347-359 Retrieved from http://www.sciencedirect.com/science/article/pii/S0378426607002142
[Journal article]Authored by: Li, X., Zou, L.
Li, X., & Zou, L. (2007). Forecasting performance of CBOE implied volatility indices. Journal of Accounting and Finance. 6, 99-122
[Journal article]Authored by: Li, X., Zou, L.
Zou, L., & Li, X. (2007). Intra-night T-bond futures trading for US Macroeconomic news releases: Australian Evidence. Journal of Accounting and Finance. 6, 57-71
[Journal article]Authored by: Li, X., Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2007). Asymmetric information impacts: Evidence from the Australian treasury-bond futures market. Pacific Economic Review. 12(5), 665-681
[Journal article]Authored by: Zou, L.
Li, X., & Zou, L. (2006). How do policy and information shocks impact co-movements of China's T-bond and stock markets?. : Massey University, Department of Commerce
[Internet publication]Authored by: Li, X., Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2006). Intra-night trading behaviour of Australian treasury-bond futures overnight options. International Review of Financial Analysis. 15(4-5), 415-433
[Journal article]Authored by: Zou, L.

Thesis

Zou, L. (2004). A market microstructure examination of Australian treasury bond futures overnight options. (Doctoral Thesis, Massey University)
[Doctoral Thesis]Authored by: Zou, L.

Conference

Zou, L., Cao, K., & Wang, Y.(2017). Media coverage and the gross-section of stock returns: Chinese evidence.
[Conference Paper]Authored by: Zou, L.
Zou, L., Tang, AT., & Li, X-M.Tale of two styles: Do qualified foreign institutional investors have an edge over domestic funds managers in China. . Bankok, Thailand
[Conference Paper]Authored by: Li, X., Zou, L.
Zou, L., & Chen, R. (2015). Contrarian strategies investor expectations and sentiments: The U.S. evidence. (pp. 20 - 20). , Asian Finance Association 2015 Annual Conference
[Conference Abstract]Authored by: Zou, L.
Li, X., Zou, L., & Bai, M. (2014). Exploring a shortability-augmented asset pricing model. (pp. 140 - 141). , Multinational Finance Society 21st Annual Conference
[Conference Abstract]Authored by: Zou, L.
Li, Y., Gregory-Allen, R., & Zou, L. (2014). Style consistency fund flow and performance: A study on US mutual funds. (pp. 134 - 134). , Multinational Finance Society 21st Annual Conference
[Conference Abstract]Authored by: Zou, L.
Zou, L., & Tang, T. (2013). The high volume return premium: Evidence from the Australian equity market. In World Finance Conference 2013, World Finance Conference 2013 Annual Conference
[Conference Abstract]Authored by: Zou, L.
Li, X., Zou, L., & Zhu, H. (2012). Commodity price and exchange rate dynamics: Australia and New Zealand evidences. , World Finance & Banking Symposium
[Conference Abstract]Authored by: Zou, L.
Li, X., Zou, L., & Zhu, H. (2012). Commodity price and exchange rate dynamics: Australian and New Zealand evidences. , Financial Management Association
[Conference Abstract]Authored by: Zou, L.
Stork, P., Li, X., & Zou, L.(2011). An empirical note on the US stock split announcements, 2000-2009. . Rome, Italy
[Conference Paper]Authored by: Zou, L.
Berkman, H., Nguyen, N., & Zou, L.(2010). The value impact of name changes: Evidence from Chinese firms during the technology boom. . Hong Kong, China
[Conference Paper]Authored by: Zou, L.
Visaltanachoti, N., Zou, L., & Zheng, Q.(2009). The performance of "Sin" firms in China. . Brisbane, Australia
[Conference Paper]Authored by: Visaltanachoti, N., Zou, L.
Li, X., & Zou, L.(2008). Market integration, portfolio correlation: A DCC analysis for seven Asian emerging markets. . Brisbane, Australia
[Conference Paper]Authored by: Li, X., Zou, L.
Berkman, H., Nguyen, N., & Zou, L.(2007). What is in a name? Evidence from Chinese firms during the technology boom. . Orlando, FL
[Conference Paper]Authored by: Zou, L.
Berkman, H., Nguyen, NH., & Zou, L.(2007). What is in a name? Evidence from Chinese firms during the technology boom. . Orlando, FL
[Conference Paper]Authored by: Zou, L.
Berkman, H., Geng, S., & Zou, L.(2007). Accounting frauds, corporate governance and stock return: China evidence. . Orlando, FL
[Conference Paper]Authored by: Zou, L.
Berkman, H., Nguyen, N., & Zou, L. (2007). What is in a name?: Evidence from Chinese firms during the technology boom. In M-H. Liu, & A. Tourani Rad (Eds.) Proceedings of the 11th New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Zou, L.
Li, X., & Zou, L.(2006). How do policy and information shocks impact co-movements of China's T-bond and stock markets?. . Kaohsuing
[Conference Paper]Authored by: Zou, L.
Rose, LC., Zou, L., Wilson, WR., & Pinfold, JF.(2006). A rolling hedge gathers little loss: Optimum hedge ratios for bank bill futures. . RMIT University, Melbourne, VIC
[Conference Paper]Authored by: Wilson, W., Zou, L.
Zou, L., & Zhang, Y. (2006). Trading for news: An examination of intraday trading behaviour of Australian treasury-bond futures markets. In JS. Chaput (Ed.) Proceedings of the 10th Annual New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Zou, L.
Li, X., & Zou, L. (2006). Intra-night trading for US macroeconomic news releases: Australian evidence. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Li, X., Zou, L.
Li, X., & Zou, L.(2006). Correlation between Chinese T-bond and equity markets: An asymmetric DCC Approach. . Salt Lake City, UT
[Conference Paper]Authored by: Li, X., Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2005, October). Australian Treasury bond futures volatility: News impact curve and asymmetric GARCH models. Presented at Academy of Financial Services Annual Meeting. Chicago, IL, USA.
[Conference Oral Presentation]Authored by: Zou, L.
Pinfold, JF., Rose, LC., & Zou, L. (2005, December). Good news, bad news: Evidence from Australian treasury-bond futures market. Presented at 18th Australasian Finance and Banking Conference. Sydney, NSW.
[Conference Oral Presentation]Authored by: Zou, L.
Zou, L., Rose, LC., Pinfold, JF., & Berkman, H. (2005). The impact of overnight options introduction: Evidence from the Sydney futures exchange. In ML. Ed (Ed.) 9th New Zealand Finance Colloquium Proceedings. (pp. Unpaged). Wellington, NZ: 9th New Zealand Finance Collquium
[Conference Paper in Published Proceedings]Authored by: Zou, L.
Zou, L., & Wilson, WR. (2005, December). A rolling hedge gathers little loss. Presented at 18th Australasian Finance and Banking conference. Sydney, NSW.
[Conference Oral Presentation]Authored by: Wilson, W., Zou, L.
Zou, L., Rose, LC., & Pinfold, JF.(2005). The news impact curve and the choice of an optimal time-varying model for Australian treasury bond features volatility. Paper presented at the meeting of Asian Finance Association Annual Conference 2005. Kuala Lumpur, Malaysia
[Conference Paper]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2005, July). The news impact curve and the choice of an optimal time-varying model for Australian treasury bond futures volatility. Presented at The 16th Asian Finance Association Conference. Kuala Lumpur, Malaysia.
[Conference Oral Presentation]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2005). The news impact curve and the choice of an optimal time-varying model for Australian Treasury Bond futures volatility. (pp. unpaged). , The 16th Asian Finance Association Annual Conference Kuala Lumpur, Malaysia: Asian Finance Association/TFA/FMA
[Conference Abstract]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2004, October). Implied, forecasted and realised volatility of Australian T-Bond futures. Presented at 18th Annual Meeting of the Academy of Financial Services. Royal Sonesta, New Orleans, LA.
[Conference Oral Presentation]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2004). Implied, forecasted and realized volatility of Australian T-Bond Futures Overnight Options. (pp. 2 - 3). , 18th Annual Meeting of the Academy of Financial Services New Orleans, LA: Academy of Financial Services
[Conference Abstract]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2004). Implied, forecasted and realised volatility of Australian Treasury bond futures overnight options. Presented at 8th New Zealand Finance Colloquium. University of Waikato, Hamilton, NZ.
[Conference Oral Presentation]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF.(2003). The trading behaviour of Australian treasury bond futures overnight options & the impact of their introduction. . Denver, United States
[Conference Paper]Authored by: Zou, L.
Zou, L., & Rose, LC. (2003). Volatility forecasting of overnight options using GARCH models. 17th Academy of Financial Services Conferences. (pp. unpaged). Denver, CO
[Conference Paper in Published Proceedings]Authored by: Zou, L.
Zou, L., & Rose, LC. (2003, October). Volatility forecasting of overnight options using GARCH models. Presented at 17th Academy of Financial Services Conference. Denver, CO.
[Conference Oral Presentation]Authored by: Zou, L.
Eagle, LC., Chamberlain, K., & Zou, L. (2003). DTC: Not just a doctor's dilemma: Diverse perceptions from medical professionals. (pp. 555 - 559). , World Marketing Congress Perth, WA: Academy of Marketing Science
[Conference Abstract]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF.(2003). The trading behaviour of Australian treasury bond futures overnight options and the impact of their introduction. Paper presented at the meeting of Academy of Financial Services Annual Conference 2003. Denver, CO, USA
[Conference Paper]Authored by: Zou, L.
Rose, LC., Pinfold, JF., & Zou, L. (2003). The trading behaviour of Australian treasury bond futures overnight options and the impact of their introduction. In WR. Wilson, CB. Malone, & JGP. Eds (Eds.) New Zealand Finance Colloquium. Palmerston North, NZ: 7th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2002). Trading behaviour of the 3-year Australian treasury bond futures overnight option and the impact in association with its introduction: An empiracal investigation. (pp. 54 - 54). , 16th Annual Meeting of the Academy of Financial Services San Antonio, TX, USA: Academy of Financial Services
[Conference Abstract]Authored by: Zou, L.
Elayan, FA., Meyer, TO., Courtenay, S., & Zou, L. (2002, May). Terminated merger transactions: Information or synergy effect?. Presented at 9th Annual Global Finance Conference. Beijing, China.
[Conference Oral Presentation]Authored by: Zou, L.
Zou, L., Pinfold, JF., & Wilson, WR. (2002, May). Can naive kiwi hedgers shelter the others?: An empirical study of NZSE10 index, futures and TeNZ. Presented at 9th Annual Global Finance Conference. Beijing, China.
[Conference Oral Presentation]Authored by: Wilson, W., Zou, L.
Elayan, FA., Meyer, TO., Courtney, SM., & Zou, L. (2002, May). Terminated merger transactions: Information or synergy effect?. Presented at 9th Annual Global Finance Conference
[Conference Oral Presentation]Authored by: Zou, L.
Zou, L., Wilson, WR., & Pinfold, JF. (2002). How high a hedge is high enough?: An empirical test of NZSE10 futures. In LC. Rose, & WRE. Wilson (Eds.) New Zealand Finance Colloquium. (pp. Unpaged). Auckland, NZ: 6th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Wilson, W., Zou, L.
Zou, L., Rose, LC., & Pinfold, JF. (2002, October). Trading behaviour of the 3-year Australian treasury bond futures overnight option and the impact in association with it's introduction: An empirical investigation. Presented at 16th Annual Meeting of the Academy of Financial Services. San Antonio, TX.
[Conference Oral Presentation]Authored by: Zou, L.

Other

Zou, L., Pinfold, JF., & Rose, LC. (2005). Intra-night trading behaviour of the Australian treasury-bond futures overnight options. In Working Paper Series: Department of Commerce, Massey University
[Working Paper]Authored by: Zou, L.
Rose, LC., Zou, L., Pinfold, JF., & Wilson, WR. (2005). Optimum hedge ratio for bank bill futures. In Working Paper Series (Massey University. Dept. of Commerce): Department of Commerce, Massey University
[Working Paper]Authored by: Wilson, W., Zou, L.
Eagle, LC., Chamberlain, KP., & Zou, L. (2002). Practice Nurses: - Practically neglected in the DTC promotion of drugs debate. In Working Paper Series (Massey University Dept. of Commerce): Department of commerce, Massey University
[Working Paper]Authored by: Chamberlain, K., Zou, L.
Eagle, LC., Chamberlain, KP., & Zou, L. (2002). Direct to the consumer promotion of medication and retail pharmacists: A missing link in the debate. In Working Paper Series (Massey University Dept. of Commerce): Department of Commerce, Massey University
[Working Paper]Authored by: Chamberlain, K., Zou, L.
Pinfold, JF., & Zou, L. (2001). Price functions between NZSE10 index, index futures and TENZ: A co-intergration approach and error correction model. In Department of Commerce Working Paper Series: Department of Commerce, Massey University
[Working Paper]Authored by: Zou, L.

Supervision and Teaching

Summary of Doctoral Supervision

Position Current Completed
CoSupervisor 1 1

Current Doctoral Supervision

CoSupervisor of:

Completed Doctoral Supervision

CoSupervisor of:

  • 2013 - Min Bai - PhD
    Short-sales constraints and asset pricing

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