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Chen, Zhiwu
 SSRN Author Rank: 547 by Downloads
 Professor of Finance
 

Yale University - International Center for Finance


 Box 208200
 New Haven, CT 06520-8200
 United States
 203-432-5948 (Phone)
 203-432-6970 (Fax)
 email address
 

Zebra Capital Management, LLC


 612 Wheelers Farms Road
 Milford, CT 06461
 United States
 email address

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. Chen, Zhiwu's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,887		 Total
Citations
219
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Stock Valuation and Investment Strategies | Show Abstract | Download |
Yale ICF Working Paper No. 00-46
Working Paper Series
Dong, Ming
York University - Schulich School of Business
Chen, Zhiwu
Yale University - International Center for Finance
Posted:
26 Jul 01
7,633
(249) 		5
2.  
A Valuation Study of Stock-Market Seasonality and Firm Size | Show Abstract | Download |
Journalof Portfolio Management, Vol. 36, 2010, Yale ICF Working Paper No. 00-37
Working Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Jindra, Jan
Ohio State University - Fisher College of Business
Posted:
12 Jun 01
Last Revised:
11 Mar 13
2,469
(1,959) 		5
3.  
Discounts On Illiquid Stocks: Evidence From China | Show Abstract | Download |
Yale ICF Working Paper No. 00-56
Working Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Xiong, Peng
Beijing University
Posted:
14 Oct 01
2,005
(2,806) 		36
4.  
Stock Valuation in Dynamic Economics | Show Abstract | Download |
Yale ICF Working Paper No. 00-36
Working Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
12 Jun 01
1,983
(2,866) 		23
5.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Ibbotson, Roger G.
Yale School of Management
Hu, Wendy
affiliation not provided to SSRN
Posted:
12 Sep 10
Last Revised:
26 Aug 12
1,887
(3,112) 		4
6.  
Price Impact Costs and the Limit of Arbitrage | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66
Working Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Stanzl, Werner
Yale University - International Center for Finance
Watanabe, Masahiro
University of Alberta - School of Business
Posted:
10 Jul 02
1,782
(3,413) 		20
7.  
An Alternative Valuation Model for Contingent Claims | Show Abstract | Download |
THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS
Working Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
29 Feb 96
966
(9,773) 		29
8.  
Informational Content of Option Volume Prior to Takeovers | Show Abstract | Download |
Yale SOM Working Paper No. ES-31
Working Paper Series
Cao, Charles
Pennsylvania State University
Griffin, John M.
University of Texas at Austin - Department of Finance
Chen, Zhiwu
Yale University - International Center for Finance
Posted:
27 Oct 03
662
(17,317) 		69
9.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
29 Feb 96
Last Revised:
13 Feb 01
279
(52,600) 		28
10.  
Chen, Zhiwu
Yale University - International Center for Finance
Wu, Yangru
Rutgers University, Newark - School of Business - Department of Finance & Economics
Zhang, Hong
INSEAD - Finance
Posted:
26 Feb 08
135
(107,162) 		 
11.  
Chen, Zhiwu
Yale University - International Center for Finance
Wu, Yangru
Rutgers University, Newark - School of Business - Department of Finance & Economics
Zhang, Hong
INSEAD - Finance
Posted:
17 Mar 08
86
(149,358) 		 
12.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
14 Oct 99
 
13.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
24 Aug 98
 
14.  
Portfolio Performance Measurement: Theory and Applications | Show Abstract |
REVIEW OF FINANCIAL STUDIES Vol. 9 No. 2
Accepted Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Knez, Peter J.
affiliation not provided to SSRN
Posted:
20 May 98
 
15.  
Pricing and Hedging Long-Term Options | Show Abstract |
Journal of Econometrics, 1998
Accepted Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
06 May 98
 
16.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Cao, Charles
Pennsylvania State University
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
06 Mar 97
Last Revised:
29 Nov 00
 
17.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Knez, Peter J.
affiliation not provided to SSRN
Posted:
12 Sep 94
Last Revised:
30 Jan 98
 

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