S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Chu Zhang · Study
Home
/
Author
Chu Zhang
15 works
· latest 2019
· 3 institutions
cluster: provisional
ORCID 0000-0002-5469-906X
Follow
Suggest an ORCID correction
h-index
15
i10
15
Citations
1,554
Works here
15
96
99
03
04
05
06
08
10
11
19
Most cited in this library
Why Did Individual Stocks Become More Volatile?*
2006 · 381 citations
Two‐Pass Tests of Asset Pricing Models with Useless Factors
1999 · 330 citations
Bankruptcy prediction: the case of Japanese listed companies
2008 · 113 citations
GMM tests of stochastic discount factor models with useless factors
1999 · 109 citations
Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
2005 · 96 citations
Works
15 shown
Is information risk priced? Evidence from abnormal idiosyncratic volatility
Journal of Financial Economics
·
2019
·
3 authors
·
Open access
89
citations
Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
Journal of Banking & Finance
·
2011
·
3 authors
29
citations
An empirical evaluation of China’s monetary policies
Journal of Macroeconomics
·
2010
·
3 authors
67
citations
Why Are Derivative Warrants More Expensive Than Options? An Empirical Study
Journal of Financial and Quantitative Analysis
·
2010
·
2 authors
42
citations
On the Number of State Variables in Options Pricing
Management Science
·
2010
·
2 authors
39
citations
A Reexamination of the Causes of Time-Varying Stock Return Volatilities
Journal of Financial and Quantitative Analysis
·
2010
·
1 author
·
Open access
90
citations
Bankruptcy prediction: the case of Japanese listed companies
Review of Accounting Studies
·
2008
·
2 authors
113
citations
Beyond segmentation: The case of China’s repo markets
Journal of Banking & Finance
·
2006
·
2 authors
35
citations
Why Did Individual Stocks Become More Volatile?*
The Journal of Business
·
2006
·
2 authors
·
Open access
381
citations
Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
Journal of Banking & Finance
·
2005
·
2 authors
96
citations
Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
Journal of Banking & Finance
·
2004
·
2 authors
27
citations
The explanatory power of R&D for the cross-section of stock returns: Japan 1985–2000
Pacific-Basin Finance Journal
·
2003
·
2 authors
47
citations
GMM tests of stochastic discount factor models with useless factors
Journal of Financial Economics
·
1999
·
2 authors
109
citations
Two‐Pass Tests of Asset Pricing Models with Useless Factors
The Journal of Finance
·
1999
·
2 authors
330
citations
Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model
The Journal of Finance
·
1996
·
4 authors
60
citations