Chu Zhang

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5469-906X

Shanghai University SILC Business School

Publications

• Why Did the Investment–Cash Flow Sensitivity Decline over Time? — Journal of Financial and Quantitative Analysis 2021
• Counterparty credit risk and derivatives pricing — Journal of Financial Economics 2019
• Diagnosing affine models of options pricing: Evidence from VIX — Journal of Financial Economics 2013
• Why Are Derivative Warrants More Expensive Than Options? An Empirical Study — Journal of Financial and Quantitative Analysis 2011
• On the Number of State Variables in Options Pricing — Management Science 2010
• A Reexamination of the Causes of Time-Varying Stock Return Volatilities — Journal of Financial and Quantitative Analysis 2010
• Bankruptcy prediction: the case of Japanese listed companies — Review of Accounting Studies 2009
• Testing the APT with the Maximum Sharpe Ratio of Extracted Factors — Management Science 2009
• Asset Pricing Specification Errors and Performance Evaluation — Review of Finance 1999
• GMM tests of stochastic discount factor models with useless factors — Journal of Financial Economics 1999
• Two-Pass Tests of Asset Pricing Models with Useless Factors — The Journal of Finance 1999
• Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model — The Journal of Finance 1996