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Chu Zhang

Why Did Individual Stocks Become More Volatile?*
2006 · Steven X. Wei, Chu Zhang · The Journal of Business · 381
Two‐Pass Tests of Asset Pricing Models with Useless Factors
1999 · Raymond Kan, Chu Zhang · The Journal of Finance · 330
Bankruptcy prediction: the case of Japanese listed companies
2008 · Ming Xu, Chu Zhang · Review of Accounting Studies · 113
GMM tests of stochastic discount factor models with useless factors
1999 · Raymond Kan, Chu Zhang · Journal of Financial Economics · 109
Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
2005 · S WEI, C ZHANG · Journal of Banking & Finance · 96
A Reexamination of the Causes of Time-Varying Stock Return Volatilities
2010 · Chu Zhang · Journal of Financial and Quantitative Analysis · 90
Is information risk priced? Evidence from abnormal idiosyncratic volatility
2019 · Yung Chiang Yang, Bohui Zhang, et al. · Journal of Financial Economics · 89
An empirical evaluation of China’s monetary policies
2010 · Longzhen Fan, Yihong Yu, et al. · Journal of Macroeconomics · 67
Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model
1996 · JIA HE, RAYMOND KAN, et al. · The Journal of Finance · 60
The explanatory power of R&D for the cross-section of stock returns: Japan 1985–2000
2003 · Ming Xu, Chu Zhang · Pacific-Basin Finance Journal · 47
Why Are Derivative Warrants More Expensive Than Options? An Empirical Study
2010 · Gang Li, Chu Zhang · Journal of Financial and Quantitative Analysis · 42
On the Number of State Variables in Options Pricing
2010 · Gang Li, Chu Zhang · Management Science · 39
Beyond segmentation: The case of China’s repo markets
2006 · Longzhen Fan, Chu Zhang · Journal of Banking & Finance · 35
Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
2011 · Longzhen Fan, Shu Tian, et al. · Journal of Banking & Finance · 29
Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
2004 · Steven X. Wei, Chu Zhang · Journal of Banking & Finance · 27
Statistical and economic significance of stock return predictability: a mean–variance analysis
2003 · Steven X. Wei, Chu Zhang · Journal of Multinational Financial Management · 23
Counterparty credit risk and derivatives pricing
2019 · Gang Li, Chu Zhang · Journal of Financial Economics · 18
On the explanatory power of firm-specific variables in cross-sections of expected returns
2008 · Chu Zhang · Journal of Empirical Finance · 16
Corporate Payout Policy and Credit Risk: Evidence from Credit Default Swap Markets
2020 · Chengzhu Sun, Shujing Wang, et al. · Management Science · 13
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Why Did the Investment–Cash Flow Sensitivity Decline over Time?
2020 · Zhen Wang, Chu Zhang · Journal of Financial and Quantitative Analysis · 13
Diagnosing affine models of options pricing: Evidence from VIX
2012 · Gang Li, Chu Zhang · Journal of Financial Economics · 13
Forward-Looking Tail Risk Measures
2017 · Markus Huggenberger, Chu Zhang, et al. · SSRN Electronic Journal · 12
Asset Pricing Specification Errors and Performance Evaluation
1999 · Jia He, Lilian Ng, et al. · European Finance Review · 11
The Chinese interbank repo market: An analysis of term premiums
2005 · Longzhen Fan, Chu Zhang · Journal of Futures Markets · 10
The macroeconomic announcement premium and information environment
2023 · Chu Zhang, Shen Zhao · Journal of Monetary Economics · 8
Works count: 70
Citation count: 1,729
H-index: 17
I10-index: 24
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