John C. Chu

Monash University

Associate Professor

Department of Banking and Finance

Caufield East, Victoria 3145

Australia

http://johnchungyenchu.org/

  • Monash University

    • Email
    • Tel: 61-3-9903-4546
SCHOLARLY PAPERS

16

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SSRN CITATIONS
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76

CROSSREF CITATIONS

13

Ideas:
“  I'm currently working on household borrowing and its links to banking crises and household risk-taking. I am also working on corporate liquidity management when entrepreneurs expose to stochastic cash flows.  ”

  • Monash University

    • Email
    • Tel: 61-3-9903-4546

Scholarly Papers (16)

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1.

Where Have All the IPOs Gone?

Number of pages: 56 Posted: 05 Nov 2011 Last Revised: 26 Sep 2013
Jay R. Ritter, Xiaohui Gao and John C. Chu
University of Florida - Department of Finance, Insurance and Real Estate, Fox School of Business, Temple University and Monash University
Downloads 2,356 (8,614)
Citation 67

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IPO volume, trade sales, economies of scope, effects of Sarbanes-Oxley, VC exits

2.

Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk

Downloads 784 ( 45,104)
Citation 9

Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk

Journal of Finance Forthcoming, Columbia Business School Research Paper No. 15-9
Number of pages: 60 Posted: 16 Jan 2015 Last Revised: 05 Aug 2020
Wei Jiang, Jitao Ou and John C. Chu
Emory University Goizueta Business School, Hong Kong Applied Science and Technology Research Institute and Monash University
Downloads 636 (58,631)
Citation 7

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credit default spread (CDS), mutual funds, liquidity management, reach for yield, risk-taking

Mutual Fund Holdings of Credit Default Swaps: Liquidity Management and Risk Taking

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference, Columbia Business School Research Paper No. 16-21
Number of pages: 53 Posted: 23 Feb 2016
John C. Chu and Wei Jiang
Monash University and Emory University Goizueta Business School
Downloads 148 (274,394)
Citation 1

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3.

Informed Trading by Adviser Banks: Evidence from Options Holdings

Forthcoming, Review of Financial Studies
Number of pages: 65 Posted: 18 Mar 2015 Last Revised: 16 Jun 2018
Michelle Lowry, Marco Rossi and John C. Chu
Drexel University, Texas A&M and Monash University
Downloads 442 (92,979)
Citation 4

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Conflict of Interest, Merger, Informed Trading, Dodd Frank, Volcker Rule

4.

The Financial Implications of Supply Chain Changes

Number of pages: 46 Posted: 31 Dec 2014
Joel F. Houston, Chen Lin and John C. Chu
University of Florida - Department of Finance, Insurance and Real Estate, The University of Hong Kong - Faculty of Business and Economics and Monash University
Downloads 426 (97,094)
Citation 8

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5.

Can the Performance of Structural Corporate Bond Models Be Improved?

Number of pages: 58 Posted: 19 Mar 2010
Craig W. Holden and John C. Chu
Indiana University - Kelley School of Business - Department of Finance and Monash University
Downloads 164 (251,484)

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credit risk modeling, structural model, default risk, corporate bond pricing, non-Gaussian distribution, jump-diffusion, stochastic volatility

6.

Can the Performance of Structural Corporate Bond Models Be Improved?

Number of pages: 51 Posted: 21 Sep 2008 Last Revised: 11 Sep 2015
John C. Chu
Monash University
Downloads 163 (252,792)

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credit risk modeling, structural model, default risk, corporate bond pricing, non-Gaussian distribution, jump-diffusion, stochastic volatility

7.

Financial Intermediaries, Corporate Debt Financing, and The Transmission of Systemic Risk

Institute of Global Finance Working Paper No. 8, 28th Australasian Finance and Banking Conference
Number of pages: 51 Posted: 28 Nov 2014 Last Revised: 01 Aug 2018
Christian T. Lundblad and John C. Chu
University of North Carolina Kenan-Flagler Business School and Monash University
Downloads 122 (316,951)

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financial crisis, liquidity provision, systemic crisis, and financial contagion

8.

The Source of Superior Information: M&A Advisors’ Holdings of Call Options on Targets

Number of pages: 58 Posted: 15 Nov 2014 Last Revised: 09 Dec 2014
John C. Chu
Monash University
Downloads 90 (388,039)

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insider information, Chinese wall, financial institutions network, proprietary trading, M&A advisory service, M&A targets

9.

Household Delinquency, Bank Capital Reserves, and Risk-Taking Spillover

Downloads 58 (491,996)

Household Delinquency, Bank Capital Reserves, and Risk-Taking Spillover

Number of pages: 61 Posted: 05 Nov 2021 Last Revised: 16 Aug 2022
John C. Chu and Jitao Ou
Monash University and Hong Kong Applied Science and Technology Research Institute
Downloads 42 (575,148)

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household default, capital reserves, risk-taking crisis, nonperforming debt, systemic risk

Household Delinquency, Bank Capital Reserves, and Risk-Taking Spillover

Number of pages: 61 Posted: 08 Aug 2022 Last Revised: 16 Aug 2022
John C. Chu and Jitao Ou
Monash University and Hong Kong Applied Science and Technology Research Institute
Downloads 16 (761,893)

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Household default, capital reserves, risk-taking crisis, nonperforming debt, systemic risk

10.

Zero Lower Bound and Investors’ Risk Taking on Fixed Income Mutual Funds

Number of pages: 52 Posted: 24 Jan 2018
Woon Sau Leung and John C. Chu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 54 (508,132)

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Zero lower bound, risk-taking, mutual fund, investors, and fund flow

11.

Credit Lines, Two-Player Standby Liquidity

Number of pages: 60 Posted: 25 Feb 2021 Last Revised: 01 Nov 2021
Zhanbing Xiao and John C. Chu
The University of British Columbia and Monash University
Downloads 53 (512,345)

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total liquidity management, cash holdings, cash flows, lines of credit, demand-side shock

12.

Large Banks and Systemic Spillovers

Number of pages: 58 Posted: 18 Feb 2021
Christian T. Lundblad, Jitao Ou and John C. Chu
University of North Carolina Kenan-Flagler Business School, Hong Kong Applied Science and Technology Research Institute and Monash University
Downloads 47 (539,089)

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bank risk-taking, regulatory capital, lending channel, systemic risk, and syndicated debt offering

13.

Hurdle Rate, the Zero Lower Bound, and Investors’ Active Risk Taking

31st Australasian Finance and Banking Conference 2018
Number of pages: 56 Posted: 30 Jul 2018
Woon Sau Leung and John C. Chu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 37 (589,637)

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Hurdle rate, zero lower bound, fixed-income, fund flows, risk-taking, mutual fund

14.

Household Needs Priority and Risky Investments

Number of pages: 61 Posted: 06 Nov 2020 Last Revised: 01 Nov 2021
Woon Sau Leung and John C. Chu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 36 (595,236)

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Household Finance; Limited Participation in Equity; Condition for Mean-Variance Optimization; Fixed-Income Mutual Funds; Fund Flows

15.

Hurdle Rate, Zero Lower Bound and Investors’ Active Risk Taking

Number of pages: 55 Posted: 04 Jun 2018
Woon Sau Leung and John C. Chu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 8 (811,864)

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hurdle rate, zero lower bound, risk-taking

16.

Prioritizing Needs and Household Investments

Number of pages: 61 Posted: 06 Nov 2020
John C. Chu and Woon Sau Leung
Monash University and The University of Edinburgh Business School, The University of Edinburgh
Downloads 36

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Household Finance; Limited Participation; Condition for Mean-Variance Optimization; Fixed-Income Mutual Fund; Fund Flows