龙怀钢｜浙江财经大学｜学者主页

期刊论文

2025

Digital intelligence and low-carbon transition risk: Evidence from China

Jiazhen Wang, Youpeng Han, Huaigang Long, Xinyu Zhang

Finance Research Letters，Vol. 86

DOI

2025

Does green bond issuance reduce the cost of bank loans? Evidence from China

Congcong Wang, Chong Wang, Huaigang Long, Adam Zaremba

Journal Of Corporate Finance，Vol. 94

DOI

2025

Visible hands versus invisible hands: Default risk and stock price crashes in China

Huaigang Long, Cuixia Tao, Zhongwei Yao, Yanjian Zhu

Pacific-Basin Finance Journal，Vol. 91

DOI

2025

The gap between you and your peers matters: The net peer momentum effect in China

Huaigang Long, R. Zhu, Cong-Cong Wang, Zhongwei Yao, Adam Zaremba

Modern Finance

DOI

2024

Common investor coverage and excess return comovement: Evidence from Seeking Alpha

Hanyu Zhang, Hang Zhou, Huaigang Long, Wenyu Zhou, Adam Zaremba

International Review Of Economics & Finance，Vol. 96

DOI

2024

Green bond credit spreads and bank loans in China

Congcong Wang, Chong Wang, Huaigang Long, Adam Zaremba, Wenyu Zhou

International Review Of Financial Analysis，Vol. 94

DOI

2024

Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China

Wenyu Zhou, Yujun Zhou, Adam Zaremba, Huaigang Long

Journal Of Behavioral And Experimental Finance，Vol. 42

DOI

2024

ESG investing in good and bad times: An international study

Huaigang Long, Mardy Chiah, Nusret Cakici, Adam Zaremba, Mehmet Huseyin Bilgin

Journal Of International Financial Markets Institutions & Money，Vol. 91

DOI

2024

Changes in shares outstanding and country stock returns around the world

Huaigang Long, Mardy Chiah, Adam Zaremba, Zaghum Umar

Journal Of International Financial Markets Institutions & Money，Vol. 90

DOI

2023

Composite equity issuance and the cross-section of country and industry returns

Huaigang Long, Mardy Chiah, Adam Zaremba, Zaghum Umar

Applied Economics，Vol. 550, No. 56

DOI

2023

Does realized skewness predict the cross-section of Chinese stock returns?

Yiming Dai, Yuexiang Jiang, Huaigang Long, Hui Wang, Adam Zaremba

Finance Research Letters，Vol. 58

DOI

2023

International commodity-market tail risk and stock volatility

Juandan Zhong, Huaigang Long, Feng Ma, Jiqian Wang

Applied Economics，Vol. 550, No. 49

DOI

2023

Trade competitiveness and the aggregate returns in global stock markets

Mardy Chiah, Huaigang Long, Adam Zaremba, Zaghum Umar

Journal Of Economic Dynamics & Control，Vol. 1480

DOI

2023

Interest rate changes and the cross-section of global equity returns

Adam Zaremba, Nusret Cakici, Robert J. Bianchi, Huaigang Long

Journal Of Economic Dynamics & Control，Vol. 147

DOI

2023

Forecasting the equity premium: Do deep neural network models work?

Xianzheng Zhou, Hui Zhou, Huaigang Long

Modern Finance

DOI

2023

Extreme risk spillovers between China and major international stock markets

Lingling Qian, Yuexiang Jiang, Huaigang Long

Modern Finance

DOI

2023

Relative Signal Jump Variance, Investor Attention, and the Cross-Section of Chinese Stock Returns

Yiming Dai, Huaigang Long, Adam Zaremba, Yan-Jian Zhu

Social Science Research Network

DOI

2023

What drives the dependence between the Chinese and global stock markets?

Lingling Qian, Yuexiang Jiang, Huaigang Long

Modern Finance

DOI

2022

Is tail risk priced in the cross-section of Chinese mutual fund returns?

Liuyong Yang, Yijia Long, Huaigang Long, Adam Zaremba, Wenyu Zhou

Finance Research Letters，Vol. 50

DOI

2022

Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns

Huaigang Long, Adam Zaremba, Wenyu Zhou, Elie Bouri

Journal Of Financial Markets，Vol. 61

DOI

2022

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Huaigang Long, Ender Demir, Barbara Bedowska-Sojka, Adam Zaremba, Syed Jawad Hussain Shahzad

Finance Research Letters，Vol. 49

DOI

2022

Real estate climate index and aggregate stock returns: Evidence from China

Yuexiang Jiang, Tao Fu, Huaigang Long, Adam Zaremba, Wenyu Zhou

Pacific-Basin Finance Journal，Vol. 75

DOI

2022

When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns

Adam Zaremba, Nusret Cakici, Ender Demir, Huaigang Long

Journal Of Financial Stability，Vol. 58

DOI

2022

资本监管、银行规模与小微信贷激励

王俊豪，王慧，龙怀钢

《经济学家》，No. 8

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2021

Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets

Adam Zaremba, Mehmet Huseyin Bilgin, Huaigang Long, Aleksander Mercik, Jan J. Szczygielski

International Review Of Financial Analysis，Vol. 78

DOI

2021

U.S. TRADE POLICY UNCERTAINTY AND EXPECTED STOCK RETURNS OF CHINESE LISTED COMPANIES

Yue-Xiang Jiang, Yiming Dai, Huaigang Long, Yan-Jian Zhu

Singapore Economic Review

DOI

2020

Business sentiment and the cross-section of global equity returns

Adam Zaremba, Adam Szyszka, Huaigang Long, Dariusz Zawadka

Pacific-Basin Finance Journal，Vol. 61

DOI

2020

Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China

Huaigang Long, Adam Zaremba, Yue-Xiang Jiang

Economic Research-Ekonomska Istraživanja

DOI

2020

THE ROLES OF ECONOMIC POLICY UNCERTAINTY AND THE COVID-19 PANDEMIC IN THE CORRELATION BETWEEN CRYPTOCURRENCY AND STOCK MARKETS

Lingling Qian, Yue-Xiang Jiang, Huaigang Long, Ruoyi Song

DOI

2020

Seasonality in the Cross-Section of Cryptocurrency Returns

Huaigang Long, Adam Zaremba, Ender Demir, J. Szczygielski, Mikhail Vasenin

Finance Research Letters

DOI

2019

Exchange rates change, asset-denominated currency difference and stock price fluctuation

Luyuan Zheng, Yuexiang Jiang, Huaigang Long

Applied Economics，Vol. 510, No. 60

DOI

2019

Short-term momentum (almost) everywhere

Adam Zaremba, Huaigang Long, Andreas Karathanasopoulos

Journal Of International Financial Markets Institutions & Money，Vol. 63

DOI

2019

Beware of the crash risk: Tail beta and the cross-section of stock returns in China

Huaigang Long, Adam Zaremba, Yuexiang Jiang

Applied Economics，Vol. 510, No. 44

DOI

2019

Tail risk and expected stock returns around the world

Huaigang Long, Yanjian Zhu, Lifang Chen, Yuexiang Jiang

Pacific-Basin Finance Journal，Vol. 56

DOI

2019

Momentum Spillover from Government Bonds to Equity Markets

Adam Zaremba, R. Bianchi, Huaigang Long

Social Science Research Network

DOI

2018

Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets

Huaigang Long, Yuexiang Jiang, Yanjian Zhu

Finance Research Letters，Vol. 24

DOI

2016

中国股指期货存在交割日效应吗？——基于指数和个股视角的研究

蒋岳祥，宫蕾，龙怀钢

《浙江大学学报(人文社会科学版)》，No. 4

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预印本

2025

Extrapolative Expectations and Asset Returns: Evidence from Chinese Mutual Funds

Huaigang Long, Zhongwei Yao, Adam Zaremba

SSRN Electronic Journal

DOI

精选作品

期刊论文

Digital intelligence and low-carbon transition risk: Evidence from China

Does green bond issuance reduce the cost of bank loans? Evidence from China

Visible hands versus invisible hands: Default risk and stock price crashes in China

The gap between you and your peers matters: The net peer momentum effect in China

Common investor coverage and excess return comovement: Evidence from Seeking Alpha

Green bond credit spreads and bank loans in China

Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China

ESG investing in good and bad times: An international study

Changes in shares outstanding and country stock returns around the world

Composite equity issuance and the cross-section of country and industry returns

Does realized skewness predict the cross-section of Chinese stock returns?

International commodity-market tail risk and stock volatility

Trade competitiveness and the aggregate returns in global stock markets

Interest rate changes and the cross-section of global equity returns

Forecasting the equity premium: Do deep neural network models work?

Extreme risk spillovers between China and major international stock markets

Relative Signal Jump Variance, Investor Attention, and the Cross-Section of Chinese Stock Returns

What drives the dependence between the Chinese and global stock markets?

Is tail risk priced in the cross-section of Chinese mutual fund returns?

Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Real estate climate index and aggregate stock returns: Evidence from China

When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns

资本监管、银行规模与小微信贷激励

Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets

U.S. TRADE POLICY UNCERTAINTY AND EXPECTED STOCK RETURNS OF CHINESE LISTED COMPANIES

Business sentiment and the cross-section of global equity returns

Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China

THE ROLES OF ECONOMIC POLICY UNCERTAINTY AND THE COVID-19 PANDEMIC IN THE CORRELATION BETWEEN CRYPTOCURRENCY AND STOCK MARKETS

Seasonality in the Cross-Section of Cryptocurrency Returns

Exchange rates change, asset-denominated currency difference and stock price fluctuation

Short-term momentum (almost) everywhere

Beware of the crash risk: Tail beta and the cross-section of stock returns in China

Tail risk and expected stock returns around the world

Momentum Spillover from Government Bonds to Equity Markets

Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets

中国股指期货存在交割日效应吗？——基于指数和个股视角的研究

预印本

Extrapolative Expectations and Asset Returns: Evidence from Chinese Mutual Funds

研究方向