Zhiyao Chen

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

Shatin, N.T.

Hong Kong

SCHOLARLY PAPERS

8

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2,921

SSRN CITATIONS
Rank 35,929

SSRN RANKINGS

Top 35,929

in Total Papers Citations

8

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 1,448 (13,604)
Citation 6

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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 500 (60,607)
Citation 5

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

3.

Is the Size Premium Really Driven by Firm Size

Number of pages: 47 Posted: 17 Jan 2017 Last Revised: 30 May 2019
Zhiyao Chen, Jun Li and Huijun Wang
The Chinese University of Hong Kong (CUHK) - Department of Finance, University of Texas at Dallas and Auburn University
Downloads 289 (114,333)
Citation 2

Abstract:

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Firm Size, Size Premium, Decomposition

4.

A Unified Model of Distress Risk Puzzles

Stanford University Graduate School of Business Research Paper No. 19-9
Number of pages: 80 Posted: 16 Dec 2018 Last Revised: 27 Feb 2020
The Chinese University of Hong Kong (CUHK) - Department of Finance, Boston University - Department of Finance & Economics and Stanford University - Graduate School of Business
Downloads 283 (116,943)
Citation 2

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

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 201 (164,818)
Citation 1

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

6.

Do Nonfinancial Firms Use Financial Assets to Take Risk?

Number of pages: 42 Posted: 08 Dec 2018 Last Revised: 28 Apr 2020
Zhiyao Chen and Ran Duchin
The Chinese University of Hong Kong (CUHK) - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 145 (217,828)
Citation 1

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Investment Securities, SFAS 157, Fair Value, Cash Holdings, Collateral, Distress

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 30 (504,208)
Citation 3

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volatility, VIX futures

8.

Why Are Bidder Termination Provisions Included In Takeovers?

Number of pages: 44 Posted: 31 Aug 2012 Last Revised: 20 Mar 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 25 (531,958)

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Mergers and Acquisitions, Takeovers, Termination Fees