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Why did individual stocks become more volatile?
Zhang, Chu; Zhang, Chu - In: The journal of business : B 79 (2006) 1, pp. 259-292
Persistent link: https://www.econbiz.de/10003301999
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On the explanatory power of firm-specific variables in cross-sections of expected returns
Zhang, Chu - In: Journal of empirical finance 16 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10003839331
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Testing the APT with the maximum Sharpe ratio of extracted factors
Zhang, Chu - In: Management science : journal of the Institute for … 55 (2009) 7, pp. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
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A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
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Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
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Beyond segmentation : the case of China's repo markets
Fan, Longzhen; Zhang, Chu - In: Journal of banking & finance 31 (2007) 3, pp. 939-954
Persistent link: https://www.econbiz.de/10003429854
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Bankruptcy prediction : the case of Japanese listed companies
Xu, Ming; Zhang, Chu - In: Review of accounting studies 14 (2009) 4, pp. 534-558
Persistent link: https://www.econbiz.de/10003908560
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The Chinese interbank repo market : an analysis of term premiums
Fan, Longzhen; Zhang, Chu - In: The journal of futures markets 26 (2006) 2, pp. 153-167
Persistent link: https://www.econbiz.de/10003303875
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Why are derivative warrants more expensive than options? : an empirical study
Li, Gang; Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 275-297
Persistent link: https://www.econbiz.de/10008991250
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An empirical evaluation of China's monetary policies
Fan, Longzhen; Yu, Yihong; Zhang, Chu - In: Journal of macroeconomics 33 (2011) 2, pp. 358-371
Persistent link: https://www.econbiz.de/10009248394