Zhiwu Chen

University of Hong Kong

Professor

Pokfulam Road

Hong Kong

China

Yale University - International Center for Finance

Professor of Finance

Box 208200

New Haven, CT 06520-8200

United States

Zebra Capital Management, LLC

612 Wheelers Farms Road

Milford, CT 06461

United States

SCHOLARLY PAPERS

18

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25,306

CITATIONS

69

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Scholarly Papers (18)

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Stock Valuation and Investment Strategies

Yale ICF Working Paper No. 00-46

Number of pages: 55 Posted: 26 Jul 2001

Ming Dong and Zhiwu Chen

York University - Schulich School of Business and University of Hong Kong

Downloads 9,915 (440)

Citation 4

Abstract:

Liquidity as an Investment Style

Downloads 3,479 ( 2,759)

Citation 12

Liquidity as an Investment Style

Yale SOM Working Paper

Number of pages: 31 Posted: 12 Sep 2010 Last Revised: 15 Sep 2010

Zhiwu Chen, Roger G. Ibbotson and Wendy Hu

University of Hong Kong, Yale School of Management and affiliation not provided to SSRN

Downloads 2,025 (6,776)

Citation 7

Abstract:

Liquidity as an Investment Style

Financial Analysts Journal, Vol. 69, No. 3, 2013

Number of pages: 34 Posted: 24 Apr 2011 Last Revised: 24 May 2013

Roger G. Ibbotson, Zhiwu Chen, Daniel Kim and Wendy Yunchun Hu

Yale School of Management, University of Hong Kong, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC

Downloads 1,454 (11,738)

Citation 7

Abstract:

A Valuation Study of Stock-Market Seasonality and Firm Size

Journalof Portfolio Management, Vol. 36, 2010, Yale ICF Working Paper No. 00-37

Number of pages: 47 Posted: 12 Jun 2001 Last Revised: 11 Mar 2013

Zhiwu Chen and Jan Jindra

University of Hong Kong and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis

Downloads 2,799 (4,032)

Citation 5

Abstract:

Discounts on Illiquid Stocks: Evidence from China

Yale ICF Working Paper No. 00-56

Number of pages: 44 Posted: 14 Oct 2001

Zhiwu Chen and Peng Xiong

University of Hong Kong and Beijing University

Downloads 2,308 (5,557)

Citation 58

Abstract:

Stock Valuation in Dynamic Economics

Yale ICF Working Paper No. 00-36

Number of pages: 52 Posted: 12 Jun 2001

Zhiwu Chen and Gurdip Bakshi

University of Hong Kong and Fox School of Business

Downloads 2,182 (6,098)

Citation 15

Abstract:

Price Impact Costs and the Limit of Arbitrage

EFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66

Number of pages: 60 Posted: 10 Jul 2002

Zhiwu Chen, Werner Stanzl and Masahiro Watanabe

University of Hong Kong, Yale University - International Center for Finance and University of Alberta - School of Business

Downloads 2,004 (7,054)

Citation 27

Abstract:

An Alternative Valuation Model for Contingent Claims

THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS

Number of pages: 36 Posted: 29 Feb 1996

Zhiwu Chen and Gurdip Bakshi

University of Hong Kong and Fox School of Business

Downloads 1,087 (18,816)

Citation 31

Abstract:

Informational Content of Option Volume Prior to Takeovers

Yale SOM Working Paper No. ES-31

Number of pages: 58 Posted: 27 Oct 2003

Charles Cao, John M. Griffin and Zhiwu Chen

Pennsylvania State University, University of Texas at Austin - Department of Finance and University of Hong Kong

Downloads 883 (25,548)

Citation 73

Abstract:

Equilibrium Valuation of Foreign Exchange Claims

Downloads 306 ( 97,341)

Citation 35

Equilibrium Valuation of Foreign Exchange Claims

THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS

Number of pages: 39 Posted: 29 Feb 1996

Zhiwu Chen and Gurdip Bakshi

University of Hong Kong and Fox School of Business

Downloads 306 (96,828)

Citation 35

Abstract:

Equilibrium Valuation of Foreign Exchange Claims

J. OF FINANCE

Posted: 12 Sep 1996

Zhiwu Chen and Gurdip Bakshi

University of Hong Kong and Fox School of Business

Abstract:

10.

Productivity, Asset Return, and International Index Momentum

EFA 2008 Athens Meetings

Number of pages: 38 Posted: 26 Feb 2008

Zhiwu Chen, Yangru Wu and Hong Zhang

University of Hong Kong, Rutgers University, Newark - School of Business - Department of Finance & Economics and Tsinghua University - PBC School of Finance

Downloads 155 (187,685)

Abstract:

11.

Productivity, Asset Returns, and International Index Momentum

Number of pages: 38 Posted: 17 Mar 2008

Zhiwu Chen, Yangru Wu and Hong Zhang

University of Hong Kong, Rutgers University, Newark - School of Business - Department of Finance & Economics and Tsinghua University - PBC School of Finance

Downloads 110 (244,946)

Abstract:

12.

Confucianism, Social Norms and Household Savings Rates in China

Lee Kuan Yew School of Public Policy Research Paper No. 17-14

Number of pages: 50 Posted: 06 Jul 2017

Yvonne Chen, Zhiwu Chen and Shijun He

National University of Singapore (NUS) - Lee Kuan Yew School of Public Policy, University of Hong Kong and Southwestern University of Finance and Economics (SWUFE)

Downloads 78 (305,618)

Citation 1