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Dongchen Zou

Indiana University - Kelley School of Business - Department of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

  • Indiana University - Kelley School of Business - Department of Finance

SCHOLARLY PAPERS

3

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Rank 36,615

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Top 36,615

in Total Papers Downloads

3,452

TOTAL CITATIONS

6

Scholarly Papers (3)

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1.

Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux

The Wharton School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 95 Posted: 13 Feb 2024 Last Revised: 05 Nov 2024
Zhongtian Chen, Nikolai L. Roussanov, Xiaoliang Wang and Dongchen Zou
University of Wisconsin-Madison - Department of Finance, Investment and Banking, University of Pennsylvania - The Wharton School, University of Pennsylvania and Indiana University - Kelley School of Business - Department of Finance
Downloads 2,593 (13,443)
Citation 4

Abstract:

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common factors, linear factor models, cross section, stock returns, corporate bond, option, nonparametric

2.

Speculation, Forward Exchange Demand, and CIP Deviations in Emerging Economies

The Wharton School Research Paper
Number of pages: 79 Posted: 11 Oct 2024 Last Revised: 13 Mar 2026
Pierre De Leo, Lorena Keller and Dongchen Zou
University of Maryland, Texas A&M University and Indiana University - Kelley School of Business - Department of Finance
Downloads 755 (84,033)
Citation 2

Abstract:

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JEL classification: F31, G15, O16 CIP deviations, emerging economies, spot and forward exchange rates, currency speculation

3.

Buying the Dip in Retail Trading

Number of pages: 48 Posted: 29 May 2026
Xiao Yin and Dongchen Zou
University College London and Indiana University - Kelley School of Business - Department of Finance
Downloads 104 (860,052)

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buying the dip, retail order flow, retail investors