个人简介
祝赵波博士现为深圳大学金融科技学院和法国南特高等商学院金融学长聘副教授。美国欧道明大学金融学博士（2016）、美国肯特州立大学经济学硕士（2012）、美国路易斯安娜州立大学MBA（2011）。主要研究领域为实证资产定价、行为金融、宏观金融、金融科技。在Journal of Financial and Quantitative Analysis, Financial Management, Journal of Corporate Finance, Journal of Economic Dynamics and Control, Journal of Empirical Finance等国际高水平学术期刊上发表论文三十篇。多篇论文在国际学术会议上获得最佳论文奖。深圳市海外高层次人才。
研究方向
实证资产定价、行为金融、宏观金融、金融科技。
教育背景
2012–2016 金融学博士, 欧道明大学, 美国
2011–2012 经济学硕士, 肯特州立大学, 美国
2009–2011 工商管理硕士, 路易斯安娜州立大学, 美国
2003–2007 英语学士, 中国石油大学（华东）
论文发表
1. Machine Forecast Disagreement in the Cryptocurrency Market
Gang Chu, Dehua Shen, Zhaobo Zhu*
Journal of Financial and Quantitative Analysis
2. Law, Politics, and Trade Credit in China
Miao, Senlin, Zhaobo Zhu*, Xiaohu Deng, and Fenghua Wen
Journal of Corporate Finance 88, October 2024, 102643.
3. Economic Policy Uncertainty and Short-Term Reversals
Zhu, Zhaobo*, and Licheng Sun
Journal of Financial Research 47 (3), Fall 2024, 877-899.
4. Oil Price Shocks and Bank Risk around the World
Jin, Yi, Pengxiang Zhai, and Zhaobo Zhu*
Energy Journal 43 (SI1), August 2022, 89-116.
─ Best Paper Award in 2021 International Conference on Energy Finance
5. Oil Price Shocks and Stock Market Anomalies
Zhu, Zhaobo*, Licheng Sun, Jun Tu, and Qiang Ji
Financial Management 51 (2), Summer 2022, 573-612.
─ Top Download Article in Wiley 2022
─ Best Paper Award in 2019 International Conference on Energy Finance
6. Price Anchors and Short-Term Reversals
Zhu, Zhaobo*, Licheng Sun, and Chris Stiver
Financial Management 50 (2), Summer 2021, 425-454.
─ Semi-Finalist for the Best Paper Award in Investments at 2018 FMA Annual Meeting
7. Limited Investor Attention, Relative Fundamental Strength, and the Cross-Section of Stock Returns
Zhu, Zhaobo*, Licheng Sun, Kenneth Yung, and Min Chen
British Accounting Review 52 (4), July 2020, 100859.
8. Momentum and Reversal: The Role of Short Selling
Zhu, Zhaobo*, Xinrui Duan, Licheng Sun, and Jun Tu
Journal of Economic Dynamics and Control 104, July 2019, 95-110.
─ Semi-Finalist for the Best Paper Award in Investments at 2017 FMA Annual Meeting in Boston
9. Fundamental Strength and Short-Term Return Reversal
Zhu, Zhaobo*, Licheng Sun, and Min Chen
Journal of Empirical Finance 52, June 2019, 22-39.
10. Relative Strength over Investment Horizons and Stock Returns
Zhu, Zhaobo*, Xinrui Duan, and Jun Tu
Journal of Portfolio Management 46 (1), November 2019, 91-105.
11. The Interaction of Short-Term Reversal and Momentum Strategies
Zhu, Zhaobo*, and Kenneth Yung
Journal of Portfolio Management 42 (4), Summer 2016, 96-107.
12. Carbon Emissions and Bank Risk around the World
Jin, Yi, Saiying Deng, Xiaoling Pu, and Zhaobo Zhu*, 2025
British Accounting Review, Forthcoming.
13. Economic Policy Uncertainty and Analyst Behaviors: Evidence from China
Chen, Min*, Jiaxin Chang, Zhaobo Zhu*, and Yuanhong Zhang, 2025
Annals of Economics and Finance, Forthcoming.
14. Managerial Myopia and Capital Structure in China
Zhu, Zhaobo, Jiaxin Chang, and Yulong Wang, 2025
Review of Quantitative Finance and Accounting 66 (2), February 2026, 635-658.
15. Investor Sentiment, Limits to Arbitrage, and Hard-to-Value Stocks
Zhu, Zhaobo, and Dehua Shen
Review of Quantitative Finance and Accounting 65 (2), August 2025, 573-597.
16. When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis
Zhu, Zhaobo*, and Licheng Sun
Accounting & Finance 64 (3), September 2024, 2699-2734.
17. Herding towards carbon neutrality: The role of investor attention
Shi, Guiqiang, Dehua Shen, and Zhaobo Zhu
International Review of Financial Analysis 91, January 2024, 103049.
18. Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach
Zhu, Zhaobo, Wenjie Ding, Yi Jin, and Dehua Shen
Research in International Business and Finance 66, October 2023, 102085.
19. A Note on Disclosure of Participation in Innovation Contests: A Dominant Result
Chen, Bo, Emilios Galariotis, Lijun Ma, Zijia Wang, Zhaobo Zhu
Annals of Operations Research 328 (2), September 2023, 1615-1629.
20. Familiarity Bias and Economic Decisions: Evidence from A Survey Experiment
Zhu, Zhaobo*, Zhenyan Qi, and Yi Jin
Economics Letters 229, August 2023, 111197.
21. Fundamental Strength and the 52-Week High Anchoring Effect
Zhu, Zhaobo, Licheng Sun, and Min Chen
Review of Quantitative Finance and Accounting 60 (4), May 2023, 1515–1542.
22. The Spillover Effect of Economic Policy Uncertainty: Evidence from Analyst Behaviors in Hong Kong
Zhu, Zhaobo, Hang Lin, Min Chen, and Peiwen Han
Finance Research Letters 52, March 2023, 103570.
23. Economic Policy Uncertainty and Analyst Behaviors: Evidence from the United Kingdom
Chen, Min, Zhaobo Zhu*, Peiwen Han, Bo Chen, and Jia Liu
International Review of Financial Analysis 79, January 2022, 101906.
24. Earnings Momentum Meets Short-Term Return Reversal
Zhu, Zhaobo, Licheng Sun, and Jun Tu
Accounting and Finance 61, April 2021, 2379-2405.
25. Fundamental Strength Strategy: The Role of Investor Sentiment versus Limits to Arbitrage
Zhu, Zhaobo*, Licheng Sun, and Kenneth Yung
International Review of Financial Analysis 71, October 2020, 101452.
26. Oil Price Shocks, Investor Sentiment, and Stock Market Anomalies in the Oil and Gas Industry
Zhu, Zhaobo, Qiang Ji, Licheng Sun, and Pengxiang Zhai
International Review of Financial Analysis 70, July 2020, 101516.
27. Preference for Lottery Features in Real Estate Investment Trusts
Zhu, Zhaobo*, David Harrison, and Michael Seiler
International Review of Economics and Finance 69, September 2020, 599-613.
28. Macro Uncertainty, Analyst Performance, and Managerial Ability
Chen, Min, Lufei Ruan, Zhaobo Zhu*, and Fangjun Sang
Eurasian Business Review 10, September 2020, 333–353.
29. Disclosure Policies in All-pay Auctions with Bid Caps and Stochastic Entry
Chen, Bo, Lijun Ma, Zhaobo Zhu, and Yu Zhou
Economics Letters 186, January 2020, 108805.
30. The Trend in Short Selling and the Cross Section of Stock Returns
Zhu, Zhaobo, Xinrui Duan, and Jun Tu
Annals of Economics and Finance 20 (2), November 2019, 565-586.
* 通讯作者
