Zhongzhi (lawrence) He
Associate Professor
Goodman School of Business
Brock University
Canada
Biography
Dr. He joined the Faculty of Business in 2003. He holds a Ph.D. in Finance from Concordia University, a M.Eng. and a B.Eng. from Tianjin University (China). Prior to joining Brock, he worked as a Quantitative Financial Analyst at Lehman Brothers in New York (2000 - 2003). Dr. He teaches Corporate Finance and Portfolio Management at undergraduate and MBA levels, and Research Methodology in Finance at the M.Sc. program.
Research Interest
My research interests focus on empirical asset pricing, active portfolio management, corporate governance, and risk management.
Publications
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He, Z. and Kryzanowski, L.. Dynamic Betas for Canadian Sector Portfolios, International Review of Financial Analysis. Volume 17, Number 3, 2008.
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He, Z. and Su, D.. Price Manipulation and Industry Momentum: Evidence from the Chinese Stock Market, China Finance Review. Volume 3, Number 4, Winter, 2009.
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He, Z., Huh, S. and Lee, B.. Dynamic Factors and Asset Pricing, Journal of Financial and Quantitative Analysis. Volume 45, Number 3, 2010.
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Ben Ali, C., He, Z. and Trabelsi, S.. Analyst Following, Ownership Structure and Stock Liquidity, Journal of Theoretical Accounting Research. Volume 9, Number 1, Fall, 2013.
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He, Z., Zhu, Jie and Zhu, Xiaoneng. Dynamic Factors and Asset Pricing: International and Further US Evidence, Pacific Basin Finance Journal. Volume 32, Number 1, 2015.
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Trabelsi, S., He, Roc, He, Z. and Kusy, M.. A Comparison of Bayesian, Hazard, and Mixed Logit Model of Bankruptcy Prediction, Computational Management Science. Volume 12, Number 1, 2015.
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Ben Omrane, W., He, C., He, Z. and Trabelsi, S.. Forecasting the Yield Curve of Government Bonds: A Dynamic Factor Approach, Managerial Finance. Volume 43, Number 7, June, 2017.
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He, Z., Zhu, Jie and Zhu, Xiaoneng. Multi-factor Volatility and Stock Returns, Journal of Banking and Finance. Forthcoming.
