Chunsheng Zhou

Peking University - Guanghua School of Management - Finance

Professor

Beijing, 100871

China

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 4,735

SSRN RANKINGS

Top 4,735

in Total Papers Downloads

8,587

CITATIONS
Rank 11,223

SSRN RANKINGS

Top 11,223

in Total Papers Citations

68

Scholarly Papers (12)

1.

A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities

Number of pages: 49 Posted: 11 Jun 1997
Chunsheng Zhou
Peking University - Guanghua School of Management - Finance
Downloads 2,810 (4,039)
Citation 55

Abstract:

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2.

The Illusory Nature of Momentum Profits

Journal of Financial Economics, Vol. 71, No. 2, pp. 349-380
Number of pages: 48 Posted: 29 May 2003
David A. Lesmond, Michael J. Schill and Chunsheng Zhou
Tulane University - A.B. Freeman School of Business, University of Virginia - Darden School of Business and Peking University - Guanghua School of Management - Finance
Downloads 1,977 (7,289)
Citation 7

Abstract:

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Trading Strategies, Momentum, Transaction Costs

Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs

AFA 2001 New Orleans; EFA 0062
Number of pages: 48 Posted: 02 Dec 1999
Michael J. Schill and Chunsheng Zhou
University of Virginia - Darden School of Business and Peking University - Guanghua School of Management - Finance
Downloads 1,737 (8,881)
Citation 10

Abstract:

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Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs

Financial Management, Vol. 30, Iss. 3, Autumn 2001
Posted: 14 Feb 2002
Michael J. Schill and Chunsheng Zhou
University of Virginia - Darden School of Business and Peking University - Guanghua School of Management - Finance

Abstract:

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4.

Behavior Based Manipulation: Theory and Prosecution Evidence

Number of pages: 50 Posted: 15 Nov 2003
Jianping Mei, Guojun Wu and Chunsheng Zhou
New York University (NYU) - Department of Finance, University of Houston and Peking University - Guanghua School of Management - Finance
Downloads 1,314 (14,187)
Citation 17

Abstract:

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Manipulation, behavioral finance, loss aversion

5.

Path-Dependent Option Valuation When the Underlying Path is Discontinuous

Number of pages: 21 Posted: 11 Jun 1997
Chunsheng Zhou
Peking University - Guanghua School of Management - Finance
Downloads 321 (93,005)

Abstract:

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6.

Behavior Based Manipulation

NYU Working Paper No. FIN-03-028
Number of pages: 46 Posted: 11 Nov 2008
Chunsheng Zhou and Jianping Mei
Peking University - Guanghua School of Management - Finance and New York University (NYU) - Department of Finance
Downloads 224 (135,492)

Abstract:

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7.

Optimal Investment Rule in an Inefficient Financial Market

Number of pages: 46 Posted: 16 Feb 2005
Yaping Wang, Yunhong Yang and Chunsheng Zhou
Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management - Finance
Downloads 204 (148,103)

Abstract:

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Capital budgeting, optimal rule, inefficient market

8.

An Analysis of Default Correlations and Multiple Defaults

Review of Financial Studies, Vol. 14, No. 2
Posted: 10 Feb 2001
Chunsheng Zhou
Peking University - Guanghua School of Management - Finance

Abstract:

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9.

A State-Space Model of Short- and Long-Horizon Stock Returns

Journal of Financial Research
Posted: 16 May 2000
Chunsheng Zhou and Chang Qing
Peking University - Guanghua School of Management - Finance and Inner Mongolia Polytechnic University

Abstract:

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10.

Stock Market Fluctuations and the Term Structure

Board of Governors of the Federal Reserve System Finance and Economics DiscussionSeries FEDS Paper Number: 96-3
Posted: 08 Jul 1998
Chunsheng Zhou
Peking University - Guanghua School of Management - Finance

Abstract:

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11.

Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework

Board of Governors of the Federal Reserve System Finance and Economics DiscussionSeries FEDS Paper Number: 96-4
Posted: 08 Jul 1998
Chunsheng Zhou
Peking University - Guanghua School of Management - Finance

Abstract:

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12.

Banks and Credit Derivatives: Is it Always Good to Have More Risk Management Tools?

96-42
Posted: 03 Apr 1997
Gregory R. Duffee and Chunsheng Zhou
Johns Hopkins and Peking University - Guanghua School of Management - Finance

Abstract:

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