Zhiyao Chen

The Chinese University of Hong Kong (CUHK) - Department of Finance

Shatin, N.T.

Hong Kong

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 19,087

SSRN RANKINGS

Top 19,087

in Total Papers Downloads

3,326

SSRN CITATIONS
Rank 29,016

SSRN RANKINGS

Top 29,016

in Total Papers Citations

20

CROSSREF CITATIONS

11

Scholarly Papers (8)

1.

Operating Leverage, Profitability and Capital Structure

CICF 2013 Shanghai, China; EFA 2013, Cambridge UK; 24th CFEA (Kenan-Flagler Business School)
Number of pages: 41 Posted: 31 Jan 2013 Last Revised: 22 Oct 2017
Zhiyao Chen, Jarrad Harford and Avraham Kamara
The Chinese University of Hong Kong (CUHK) - Department of Finance, University of Washington and University of Washington - Michael G. Foster School of Business
Downloads 1,678 (13,006)
Citation 15

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operating leverage, capital structure, financial leverage, trade-off theory,profitability, default risk

2.

Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle

Rock Center for Corporate Governance at Stanford University Working Paper No. 182
Number of pages: 65 Posted: 31 Mar 2014 Last Revised: 29 Feb 2020
The Chinese University of Hong Kong (CUHK) - Department of Finance, Stanford University - Graduate School of Business, Rice University and Tsinghua University - PBC School of Finance
Downloads 623 (54,160)
Citation 6

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risk-shifting, idiosyncratic volatility puzzle, profitability, agency conflict

3.

A Unified Model of Distress Risk Puzzles

Stanford University Graduate School of Business Research Paper No. 19-9
Number of pages: 93 Posted: 16 Dec 2018 Last Revised: 25 Jun 2021
The Chinese University of Hong Kong (CUHK) - Department of Finance, Boston University - Department of Finance & Economics and Stanford University - Graduate School of Business
Downloads 416 (88,805)
Citation 2

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financial distress, distress risk premium, failure probability, structural model

4.

Do Nonfinancial Firms Use Financial Assets to Take Risk?

Number of pages: 50 Posted: 08 Dec 2018 Last Revised: 15 Jun 2021
Zhiyao Chen and Ran Duchin
The Chinese University of Hong Kong (CUHK) - Department of Finance and Boston College - Carroll School of Management
Downloads 258 (149,405)
Citation 3

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Cash Holdings, Short-term debt, Rollover Risk, Investment Securities, SFAS 157, Fair Value

5.

Macroeconomic Risk and Idiosyncratic Risk-Taking

Review of Financial Studies, Forthcoming
Number of pages: 73 Posted: 21 Oct 2017 Last Revised: 26 Apr 2018
Zhiyao Chen and Ilya A. Strebulaev
The Chinese University of Hong Kong (CUHK) - Department of Finance and Stanford University - Graduate School of Business
Downloads 224 (171,388)
Citation 3

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risk-shifting, macroeconomic risk, business cycle, agency conflicts, bankruptcy, financial leverage, simulated method of moments, idiosyncratic volatility puzzle

6.

Why Are Bidder Termination Provisions Included In Takeovers?

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 47 Posted: 31 Aug 2012 Last Revised: 14 Aug 2020
The Chinese University of Hong Kong (CUHK) - Department of Finance, University of Delaware - Department of Finance, University of Arizona - Department of Finance and Georgetown University - Robert Emmett McDonough School of Business
Downloads 83 (371,890)
Citation 2

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Mergers and Acquisitions, Takeovers, Termination Fees

7.

A Simplified Pricing Model for Volatility Futures

Journal of Future Markets, Volume 31, Issue 4, April 2011, Pages 307-339
Number of pages: 39 Posted: 23 May 2019
Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 44 (504,146)
Citation 3

Abstract:

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volatility, VIX futures

8.

The Debt-Equity Spread

Number of pages: 1
Zhiyao Chen, Hui Chen and Jun Li
The Chinese University of Hong Kong (CUHK) - Department of Finance, Massachusetts Institute of Technology and University of Texas at Dallas
Downloads 0

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credit risk, market integration, stock and bond return predictions, mispricing