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Zhanhui Chen
Zhanhui Chen
Associate Professor of Finance, Hong Kong University of Science and Technology
Verified email at ust.hk - Homepage
Title
Cited by
Cited by
Year
Does idiosyncratic volatility proxy for risk exposure?
Z Chen, R Petkova
The Review of Financial Studies 25 (9), 2745-2787, 2012
2742012
In search of preference shock risks: Evidence from longevity risks and momentum profits
Z Chen, B Yang
Journal of Financial Economics 133 (1), 225-249, 2019
232019
Time-to-produce, inventory, and asset prices
Z Chen
Journal of Financial Economics 120 (2), 330-345, 2016
222016
Inferring stock duration around fomc surprises: Estimates and implications
Z Chen
Journal of Financial and Quantitative Analysis 57 (2), 669-703, 2022
132022
Managing weather risk with a neural network-based index insurance
Z Chen, Y Lu, J Zhang, W Zhu
Management Science, 2023
122023
Risk aversion sensitive real business cycles
Z Chen, I Cooper, P Ehling, C Xiouros
Management Science 67 (4), 2483-2499, 2021
112021
Back to the Beginning: Does Investor Diversification Affect the Firm's Cost of Equity?
Z Chen, L Zhang
Available at SSRN 2538386, 2015
102015
Does Idiosyncratic Volatility Proxy for Risk Exposure, 25 Rev. Fin
Z Chen, R Petkova
Stud, 2745-2787, 0
5
Decoding the pricing of uncertainty shocks
Z Chen, MF Gallmeyer, BC Kim
Available at SSRN 3678380, 2020
42020
Fundamental Risk Sources and Pricing Factors
Z Chen, BC Kim
Available at SSRN 3320370, 2020
32020
A Theory of Conversations in Financial Markets
Z Chen, J Luo, C Xia
Document de travail, Nanyang Business School, 2015
32015
Local gender imbalance and corporate risk-taking
Z Chen, X Huang, L Zhang
Journal of Economic Behavior & Organization 198, 650-672, 2022
22022
Life expectancy and corporate debt markets
Z Chen, VK Goyal, P Lou, W Zhu
HKUST Business School Research Paper, 21-35, 2023
12023
Duration-hedging trades, return momentum and reversal
Z Chen, P Lou, W Zhu
Nanyang Business School Research Paper, 2019
12019
Does idiosyncratic volatility proxy for risk exposure?
R Petkova, Z Chen
12012
Debt Market Responses to Longevity Shocks
Z Chen, V Goyal, P Luo, W Zhu
2021
Liquidity and Mispricing: Decomposing Disagreement
H Chen, Z Chen, RW Hua, W Kuo
2019
Why are Momentum Profits Procyclical?
Z Chen, R Petkova
Available at SSRN 1572775, 2010
2010
Duration-Hedging Trades and Return Momentum: An Examination of Long-Term Strategic Investors
Z Chen, P Lou, W Zhu
Internet Appendix to “Time-to-Produce, Inventory, and Asset Prices”
Z Chen
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Articles 1–20