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Zhiwu Chen
Zhiwu Chen
Verified email at yale.edu
Title
Cited by
Cited by
Year
Empirical performance of alternative option pricing models
G Bakshi, C Cao, Z Chen
The Journal of finance 52 (5), 2003-2049, 1997
35361997
Baby boom, population aging, and capital markets
GS Bakshi, Z Chen
Journal of business, 165-202, 1994
6561994
Informational content of option volume prior to takeovers
C Cao, Z Chen, JM Griffin
The Journal of Business 78 (3), 1073-1109, 2005
5802005
The spirit of capitalism and stock-market prices
GS Bakshi, Z Chen
The American Economic Review, 133-157, 1996
5751996
Portfolio performance measurement: Theory and applications
Z Chen, PJ Knez
The Review of Financial Studies 9 (2), 511-555, 1996
4541996
Pricing and hedging long-term options
G Bakshi, C Cao, Z Chen
Journal of econometrics 94 (1-2), 277-318, 2000
3582000
Measurement of market integration and arbitrage
Z Chen, PJ Knez
The Review of Financial Studies 8 (2), 287-325, 1995
3381995
Inflation, asset prices, and the term structure of interest rates in monetary economics
GS Bakshi, Z Chen
The Review of Financial Studies 9 (1), 241-275, 1996
2801996
Do call prices and the underlying stock always move in the same direction?
G Bakshi, C Cao, Z Chen
The Review of Financial Studies 13 (3), 549-584, 2000
2662000
Discounts on illiquid stocks: Evidence from China
Z Chen, P Xiong
Available at SSRN 286169, 2001
2452001
An alternative valuation model for contingent claims
GS Bakshi, Z Chen
Journal of Financial Economics 44 (1), 123-165, 1997
2161997
Stock valuation in dynamic economies
G Bakshi, Z Chen
Journal of Financial Markets 8 (2), 111-151, 2005
1782005
Capital markets and legal development: The China case
C Zhiwu
China Economic Review 14 (4), 451-472, 2003
1782003
Equilibrium valuation of foreign exchange claims
GS Bakshi, Z Chen
The Journal of Finance 52 (2), 799-826, 1997
1601997
Liquidity as an investment style
RG Ibbotson, Z Chen, DYJ Kim, WY Hu
Financial Analysts Journal 69 (3), 30-44, 2013
1502013
Financial innovation and arbitrage pricing in frictional economies
Z Chen
Journal of Economic Theory 65 (1), 117-135, 1995
1001995
Price impact costs and the limit of arbitrage
Z Chen, W Stanzl, M Watanabe
EFA 2002 Berlin Meetings Presented Paper, 00-66, 2002
972002
The illiquidity discount in China
Z Chen, P Xiong
International Center for Financial Research, Yale University, 2002
842002
Banking on the Confucian clan: why China developed financial markets so late
Z Chen, C Ma, AJ Sinclair
The Economic Journal 132 (644), 1378-1413, 2022
672022
Social norms and household savings rates in China
YJ Chen, Z Chen, S He
Review of Finance 23 (5), 961-991, 2019
472019
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Articles 1–20