Zhuo Chen
Zhuo Chen
Associate Professor of Finance, PBC School of Finance, Tsinghua University
Email verificata su pbcsf.tsinghua.edu.cn - Home page
Citata da
Citata da
The financing of local government in China: Stimulus loan wanes and shadow banking waxes
Z Chen, Z He, C Liu
Journal of Financial Economics 137 (1), 42-71, 2020
Empirical investigation of an equity pairs trading strategy
H Chen, S Chen, Z Chen, F Li
Management Science 65 (1), 370-389, 2019
A market-based funding liquidity measure
Z Chen, A Lu
Review of Asset Pricing Studies 9 (2), 356-393, 2019
Pledgeability and asset prices: evidence from the Chinese corporate bond markets
H Chen, Z Chen, Z He, J Liu, R Xie
National Bureau of Economic Research Working Paper Series, 2019
Slow diffusion of information and price momentum in stocks: Evidence from options markets
Z Chen, A Lu
Journal of Banking & Finance 75, 98-108, 2017
Growing pains: international instability and equity market returns
Z Chen, AY Lu, Z Yang
Financial Management 46 (1), 59-87, 2017
Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk
Z Chen, A Lu
Review of Finance 22 (3), 977-1009, 2018
Characteristics-based factors
Z Chen, B Liu, H Wang, Z Wang, J Yu
Available at SSRN 3112835, 2020
Carbon Dioxide and Asset Pricing: Evidence from International Stock Markets
Z Chen, J Liu, A Lu, L Tao
Available at SSRN 3507147, 2019
A Performance Comparison of Large-n Factor Estimators
Z Chen, G Connor, RA Korajczyk
The Review of Asset Pricing Studies 8 (1), 153-182, 2018
Assessing and Addressing the Coronavirus-Induced Economic Crisis: Evidence From 1.5 Billion Business Transactions in China
Z Chen, P Li, L Liao, Z Wang
Available at SSRN 3661014, 2020
Leverage and Information: Are Short Sellers and Margin Traders Twin Sisters or Stepsisters?
Z Chen, P Li, Z Wang, B Zhang
Available at SSRN 3776995, 2021
Local Political-Turnover-Induced Uncertainty and Bond Market Pricing
Z Chen, A Lu, H Xiao, X Zhu
Investor Sentiment and the Pricing of Characteristics-Based Factors
Z Chen, B Liu, H Wang, Z Wang, J Yu
Available at SSRN, 2020
Investor Sentiment and the Pricing of Macro Risks for Hedge Funds
Z Chen, A Lu, X Zhu
Available at SSRN 3330968, 2019
Essays on Asset Pricing
Z Chen
Northwestern University, 2014
Decoding Leveraged Trading
Z Chen, P Li, Z Wang, B Zhang
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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