Author Page for Zhiwu Chen

Yale School of Management, University of Hong Kong, Faculty of Business Economics (HKU Business School), Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC

Downloads 1,848 (12,586)

Citation 6

Abstract:

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 and Jan Jindra

University of Hong Kong, Faculty of Business Economics (HKU Business School) and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis

Downloads 2,876 (6,315)

Citation 4

Abstract:

4.

Discounts on Illiquid Stocks: Evidence from China

Number of pages: 44 Posted: 14 Oct 2001

Zhiwu Chen and Peng Xiong

University of Hong Kong, Faculty of Business Economics (HKU Business School) and Beijing University

Downloads 2,443 (8,151)

Citation 68

Abstract:

5.

Stock Valuation in Dynamic Economics

Number of pages: 52 Posted: 12 Jun 2001

Zhiwu Chen, Gurdip Bakshi and Gurdip Bakshi

University of Hong Kong, Faculty of Business Economics (HKU Business School) and Temple University - Fox School of Business and ManagementFox School of Business

Downloads 2,244 (9,308)

Citation 6

Abstract:

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, Werner Stanzl and Masahiro Watanabe

University of Hong Kong, Faculty of Business Economics (HKU Business School), Yale University - International Center for Finance and University of Alberta - School of Business

Downloads 2,098 (10,435)

Citation 31

Abstract:

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, Gurdip Bakshi and Gurdip Bakshi

University of Hong Kong, Faculty of Business Economics (HKU Business School) and Temple University - Fox School of Business and ManagementFox School of Business

Downloads 1,138 (26,672)

Citation 13

Abstract:

8.

Informational Content of Option Volume Prior to Takeovers

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, Faculty of Business Economics (HKU Business School)

Downloads 928 (35,688)

Citation 14

Abstract:

9.

Prioritizing Stability over Productivity: How Confucianism Facilitated Population Growth in Preindustrial China

Number of pages: 26 Posted: 04 Jun 2021 Last Revised: 14 Feb 2022

Zhiwu Chen and Chicheng Ma

University of Hong Kong, Faculty of Business Economics (HKU Business School) and The University of Hong Kong

Downloads 626 (60,561)

Abstract:

10.

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, Chicheng Ma and Andrew Sinclair

University of Hong Kong, Faculty of Business Economics (HKU Business School), The University of Hong Kong and The University of Hong Kong

Downloads 518 (76,665)

Abstract:

11.

Equilibrium Valuation of Foreign Exchange Claims

Downloads 391 (106,847)

Citation 8

2

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, Gurdip Bakshi and Gurdip Bakshi

University of Hong Kong, Faculty of Business Economics (HKU Business School) and Temple University - Fox School of Business and ManagementFox School of Business

Downloads 391 (105,989)

Citation 8

Abstract:

Equilibrium Valuation of Foreign Exchange Claims

J. OF FINANCE

Posted: 12 Sep 1996

Zhiwu Chen, Gurdip Bakshi and Gurdip Bakshi

University of Hong Kong, Faculty of Business Economics (HKU Business School) and Temple University - Fox School of Business and ManagementFox School of Business

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

ShanghaiTech University - School of Entrepreneurship and Management, University of Hong Kong, Faculty of Business Economics (HKU Business School) and Southwestern University of Finance and Economics (SWUFE)

Downloads 178 (233,990)

Citation 5

Abstract:

13.

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, Faculty of Business Economics (HKU Business School), Rutgers University, Newark - School of Business - Department of Finance & Economics and Tsinghua University - PBC School of Finance

Downloads 167 (246,934)

Abstract:

14.

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, Faculty of Business Economics (HKU Business School), Rutgers University, Newark - School of Business - Department of Finance & Economics and Tsinghua University - PBC School of Finance

Downloads 122 (316,045)

Citation 1

Abstract:

15.

Hedging Desperation: How the Confucian Clan as an Internal Financial Market Reduced Cannibalism in Historical China

Number of pages: 55 Posted: 08 Nov 2021

Zhiwu Chen, Zhan Lin and Xiaoming Zhang

University of Hong Kong, Faculty of Business Economics (HKU Business School), Institute of Qing History, Renmin University of China and The University of Hong Kong - Faculty of Business and Economics

Downloads 77 (427,420)

Abstract:

16.

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

Posted: 14 Oct 1999

Zhiwu Chen, Gurdip Bakshi, Gurdip Bakshi and Charles Cao

University of Hong Kong, Faculty of Business Economics (HKU Business School), Temple University - Fox School of Business and ManagementFox School of Business and Pennsylvania State University

Abstract:

17.

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, Gurdip Bakshi and Gurdip Bakshi

University of Hong Kong, Faculty of Business Economics (HKU Business School) and Temple University - Fox School of Business and ManagementFox School of Business

Abstract:

18.

Portfolio Performance Measurement: Theory and Applications

REVIEW OF FINANCIAL STUDIES Vol. 9 No. 2

Posted: 20 May 1998

Zhiwu Chen and Peter J. Knez

University of Hong Kong, Faculty of Business Economics (HKU Business School) and affiliation not provided to SSRN

Abstract:

19.

Pricing and Hedging Long-Term Options

Journal of Econometrics, 1998

Posted: 06 May 1998

Zhiwu Chen, Gurdip Bakshi, Gurdip Bakshi and Charles Cao

University of Hong Kong, Faculty of Business Economics (HKU Business School), Temple University - Fox School of Business and ManagementFox School of Business and Pennsylvania State University

Abstract:

20.

Empirical Performance of Alternative Option Pricing Models

Downloads 0 (906,128)

2

Empirical Performance of Alternative Option Pricing Models

J. OF FINANCE

Posted: 30 Apr 1997

Zhiwu Chen, Charles Cao, Gurdip Bakshi and Gurdip Bakshi

University of Hong Kong, Faculty of Business Economics (HKU Business School), Pennsylvania State University and Temple University - Fox School of Business and ManagementFox School of Business

Abstract:

Empirical Performance of Alternative Option Pricing Models

Posted: 06 Mar 1997

Zhiwu Chen, Charles Cao, Gurdip Bakshi and Gurdip Bakshi

University of Hong Kong, Faculty of Business Economics (HKU Business School), Pennsylvania State University and Temple University - Fox School of Business and ManagementFox School of Business

Abstract:

21.

Measurement of Market Integration and Arbitrage

Downloads 0 (906,128)

2

Measurement of Market Integration and Arbitrage

REVIEW OF FINANCIAL STUDIES, Vol 8 No 2, June 1995

Posted: 28 Jun 1995

Zhiwu Chen and Peter J. Knez

University of Hong Kong, Faculty of Business Economics (HKU Business School) and affiliation not provided to SSRN

Abstract:

Measurement of Market Integration and Arbitrage

Posted: 12 Sep 1994

Zhiwu Chen and Peter J. Knez

University of Hong Kong, Faculty of Business Economics (HKU Business School) and affiliation not provided to SSRN

Zhiwu Chen

University of Hong Kong, Faculty of Business Economics (HKU Business School)

Chair Professor of Finance, Victor and William Fung Professor in Economics

Asia Global Institute, University of Hong Kong

21

Top 1,444

28,315

Top 6,919

59

130

Scholarly Papers (21)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: