Chunsheng Zhou

Peking University - Guanghua School of Management - Finance

Professor

Beijing, 100871

China

SCHOLARLY PAPERS

12

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8,559

CITATIONS
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SSRN RANKINGS

Top 2,888

in Total Papers Citations

193

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 2,796 (4,009)
Citation 40

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 1,971 (7,219)
Citation 119

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 (8,741)
Citation 20

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 1,310 (14,042)
Citation 6

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 (91,844)

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 221 (135,565)
Citation 8

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 203 (146,972)

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

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