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

  • University of Hong Kong

  • Yale University - International Center for Finance

    • Email
    • Tel: 203-432-5948
    • Fax: 203-432-6970

  • Zebra Capital Management, LLC

SCHOLARLY PAPERS

20

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SSRN CITATIONS
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59

CROSSREF CITATIONS

131

Scholarly Papers (20)

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1.

Stock Valuation and Investment Strategies

Number of pages: 55 Posted: 26 Jul 2001
Ming Dong, Zhiwu Chen and Zhiwu Chen
York University - Schulich School of Business and University of Hong KongYale University - International Center for Finance
Downloads 10,341 (591)
Citation 5

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Stock Valuation, Book/Market, Earnings/Price, Firm Size, Price Momentum, Stock Returns, Investment Management

2.

Liquidity as an Investment Style

Downloads 3,946 ( 3,186)
Citation 7

Liquidity as an Investment Style

Yale SOM Working Paper
Number of pages: 31 Posted: 12 Sep 2010 Last Revised: 15 Sep 2010
Zhiwu Chen, Zhiwu Chen, Roger G. Ibbotson and Wendy Hu
University of Hong KongYale University - International Center for Finance, Yale School of Management and affiliation not provided to SSRN
Downloads 2,175 (8,426)
Citation 2

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Liquidity, Stocks, Investment Style

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, Zhiwu Chen, Daniel Kim and Wendy Yunchun Hu
Yale School of Management, University of Hong KongYale University - International Center for Finance, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
Downloads 1,771 (11,774)
Citation 6

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liquidity, investment style, size, value, momentum, turnover, stock returns, factors, Sharpe

3.

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, Zhiwu Chen and Jan Jindra
University of Hong KongYale University - International Center for Finance and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 2,850 (5,545)
Citation 4

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4.

Discounts on Illiquid Stocks: Evidence from China

Number of pages: 44 Posted: 14 Oct 2001
Zhiwu Chen, Zhiwu Chen and Peng Xiong
University of Hong KongYale University - International Center for Finance and Beijing University
Downloads 2,395 (7,350)
Citation 68

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5.

Stock Valuation in Dynamic Economics

Number of pages: 52 Posted: 12 Jun 2001
Zhiwu Chen, Zhiwu Chen, Gurdip Bakshi and Gurdip Bakshi
University of Hong KongYale University - International Center for Finance and Temple University - Fox School of Business and ManagementFox School of Business
Downloads 2,232 (8,239)
Citation 6

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6.

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, Zhiwu Chen, Werner Stanzl and Masahiro Watanabe
University of Hong KongYale University - International Center for Finance, Yale University - International Center for Finance and University of Alberta - School of Business
Downloads 2,068 (9,298)
Citation 31

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Stock market anomaly, Price-impact function, Arbitrage, Fund size limit

7.

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, Zhiwu Chen, Gurdip Bakshi and Gurdip Bakshi
University of Hong KongYale University - International Center for Finance and Temple University - Fox School of Business and ManagementFox School of Business
Downloads 1,118 (24,219)
Citation 13

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8.

Informational Content of Option Volume Prior to Takeovers

Number of pages: 58 Posted: 27 Oct 2003
Charles Cao, John M. Griffin, Zhiwu Chen and Zhiwu Chen
Pennsylvania State University, University of Texas at Austin - Department of Finance and University of Hong KongYale University - International Center for Finance
Downloads 919 (32,105)
Citation 14

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9.

The Confucian Clan as a Risk-Sharing Institution: How Pre-Industrial China Became the Most Populous Nation

Number of pages: 48 Posted: 04 Jun 2021
Zhiwu Chen, Zhiwu Chen and Chicheng Ma
University of Hong KongYale University - International Center for Finance and The University of Hong Kong
Downloads 457 (79,973)

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Confucianism, clan, population growth, risk-sharing institution, China

10.

Equilibrium Valuation of Foreign Exchange Claims

Downloads 317 (120,944)
Citation 9

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, Zhiwu Chen, Gurdip Bakshi and Gurdip Bakshi
University of Hong KongYale University - International Center for Finance and Temple University - Fox School of Business and ManagementFox School of Business
Downloads 317 (120,221)
Citation 9

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Equilibrium Valuation of Foreign Exchange Claims

J. OF FINANCE
Posted: 12 Sep 1996
Zhiwu Chen, Zhiwu Chen, Gurdip Bakshi and Gurdip Bakshi
University of Hong KongYale University - International Center for Finance and Temple University - Fox School of Business and ManagementFox School of Business

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11.

Banking on the Confucian Clan: Why China Developed Financial Markets So Late

Number of pages: 52 Posted: 25 Sep 2020 Last Revised: 06 May 2021
Zhiwu Chen, Zhiwu Chen, Chicheng Ma and Andrew Sinclair
University of Hong KongYale University - International Center for Finance, The University of Hong Kong and The University of Hong Kong
Downloads 279 (138,277)

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financial development, financial history, Confucianism, clan, risk sharing, resource pooling, banking

12.

Productivity, Asset Return, and International Index Momentum

EFA 2008 Athens Meetings
Number of pages: 38 Posted: 26 Feb 2008
Zhiwu Chen, Zhiwu Chen, Yangru Wu and Hong Zhang
University of Hong KongYale University - International Center for Finance, Rutgers University, Newark - School of Business - Department of Finance & Economics and Tsinghua University - PBC School of Finance
Downloads 163 (228,233)

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13.

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, Zhiwu Chen and Shijun He
ShanghaiTech University - School of Entrepreneurship and Management, University of Hong KongYale University - International Center for Finance and Southwestern University of Finance and Economics (SWUFE)
Downloads 149 (246,029)
Citation 5

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14.

Productivity, Asset Returns, and International Index Momentum

Number of pages: 38 Posted: 17 Mar 2008
Zhiwu Chen, Zhiwu Chen, Yangru Wu and Hong Zhang
University of Hong KongYale University - International Center for Finance, Rutgers University, Newark - School of Business - Department of Finance & Economics and Tsinghua University - PBC School of Finance
Downloads 119 (293,997)
Citation 1

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15.

Do Call Prices and the Underlying Stock Always Move in the Same Direction?

Posted: 14 Oct 1999
Zhiwu Chen, Zhiwu Chen, Gurdip Bakshi, Gurdip Bakshi and Charles Cao
University of Hong KongYale University - International Center for Finance, Temple University - Fox School of Business and ManagementFox School of Business and Pennsylvania State University

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16.

Inflation, Asset Prices and the Term Structure of Interest Rates in Monetary Economies

REVIEW OF FINANCIAL STUDIES, Vol 9 No 1
Posted: 24 Aug 1998
Zhiwu Chen, Zhiwu Chen, Gurdip Bakshi and Gurdip Bakshi
University of Hong KongYale University - International Center for Finance and Temple University - Fox School of Business and ManagementFox School of Business

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17.

Portfolio Performance Measurement: Theory and Applications

REVIEW OF FINANCIAL STUDIES Vol. 9 No. 2
Posted: 20 May 1998
Zhiwu Chen, Zhiwu Chen and Peter J. Knez
University of Hong KongYale University - International Center for Finance and affiliation not provided to SSRN

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18.

Pricing and Hedging Long-Term Options

Journal of Econometrics, 1998
Posted: 06 May 1998
Zhiwu Chen, Zhiwu Chen, Gurdip Bakshi, Gurdip Bakshi and Charles Cao
University of Hong KongYale University - International Center for Finance, Temple University - Fox School of Business and ManagementFox School of Business and Pennsylvania State University

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19.

Empirical Performance of Alternative Option Pricing Models

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Empirical Performance of Alternative Option Pricing Models

J. OF FINANCE
Posted: 30 Apr 1997
Zhiwu Chen, Zhiwu Chen, Charles Cao, Gurdip Bakshi and Gurdip Bakshi
University of Hong KongYale University - International Center for Finance, Pennsylvania State University and Temple University - Fox School of Business and ManagementFox School of Business

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Empirical Performance of Alternative Option Pricing Models

Posted: 06 Mar 1997
Zhiwu Chen, Zhiwu Chen, Charles Cao, Gurdip Bakshi and Gurdip Bakshi
University of Hong KongYale University - International Center for Finance, Pennsylvania State University and Temple University - Fox School of Business and ManagementFox School of Business

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20.

Measurement of Market Integration and Arbitrage

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Measurement of Market Integration and Arbitrage

REVIEW OF FINANCIAL STUDIES, Vol 8 No 2, June 1995
Posted: 28 Jun 1995
Zhiwu Chen, Zhiwu Chen and Peter J. Knez
University of Hong KongYale University - International Center for Finance and affiliation not provided to SSRN

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Measurement of Market Integration and Arbitrage

Posted: 12 Sep 1994
Zhiwu Chen, Zhiwu Chen and Peter J. Knez
University of Hong KongYale University - International Center for Finance and affiliation not provided to SSRN

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