Does idiosyncratic volatility proxy for risk exposure? Z Chen, R Petkova The Review of Financial Studies 25 (9), 2745-2787, 2012 | 275 | 2012 |
Time-to-produce, inventory, and asset prices Z Chen Journal of Financial Economics 120 (2), 330-345, 2016 | 23 | 2016 |
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 | 22 | 2019 |
Inferring stock duration around FOMC surprises: estimates and implications Z Chen Journal of Financial and Quantitative Analysis 57 (2), 669-703, 2022 | 16 | 2022 |
Managing weather risk with a neural network-based index insurance Z Chen, Y Lu, J Zhang, W Zhu Management Science 70 (7), 4306-4327, 2024 | 15 | 2024 |
Risk aversion sensitive real business cycles Z Chen, I Cooper, P Ehling, C Xiouros Management Science 67 (4), 2483-2499, 2021 | 15 | 2021 |
Back to the Beginning: Does Investor Diversification Affect the Firm's Cost of Equity? Z Chen, L Zhang Available at SSRN 2538386, 2015 | 9 | 2015 |
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 | 4 | 2020 |
Local gender imbalance and corporate risk-taking Z Chen, X Huang, L Zhang Journal of Economic Behavior & Organization 198, 650-672, 2022 | 3 | 2022 |
Fundamental Risk Sources and Pricing Factors Z Chen, BC Kim Available at SSRN 3320370, 2020 | 3 | 2020 |
A Theory of Conversations in Financial Markets Z Chen, J Luo, C Xia Document de travail, Nanyang Business School, 2015 | 3 | 2015 |
Longevity Shocks and Corporate Debt Markets Z Chen, VK Goyal, P Lou, W Zhu HKUST Business School Research Paper, Nanyang Business School Research Paper, 2024 | 1 | 2024 |
Duration-hedging trades, return momentum and reversal Z Chen, P Lou, W Zhu Nanyang Business School Research Paper, 2019 | 1 | 2019 |
Does idiosyncratic volatility proxy for risk exposure? R Petkova, Z Chen | 1 | 2012 |
Transition Risk under Capital Misallocation: The Deployment of Solar Power Plants in China Z Chen, Z Chu | | 2024 |
Learning the Stochastic Discount Factor Z Chen, Y Ding, Y Li, X Zheng | | 2024 |
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 |