The financing of local government in China: Stimulus loan wanes and shadow banking waxes Z Chen, Z He, C Liu Journal of Financial Economics 137 (1), 42-71, 2020 | 486 | 2020 |
Empirical investigation of an equity pairs trading strategy H Chen, S Chen, Z Chen, F Li Management Science 65 (1), 370-389, 2019 | 128 | 2019 |
Pledgeability and asset prices: Evidence from the Chinese corporate bond markets H Chen, Z Chen, Z He, J Liu, R Xie The Journal of Finance 78 (5), 2563-2620, 2023 | 82 | 2023 |
COVID-19 vaccines and global stock markets KF Chan, Z Chen, Y Wen, T Xu Finance Research Letters, 102774, 2022 | 71* | 2022 |
A market-based funding liquidity measure Z Chen, A Lu Review of Asset Pricing Studies 9 (2), 356-393, 2019 | 61 | 2019 |
Slow diffusion of information and price momentum in stocks: Evidence from options markets Z Chen, A Lu Journal of Banking & Finance 75, 98-108, 2017 | 61 | 2017 |
Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk Z Chen, A Lu Review of Finance 22 (3), 977-1009, 2018 | 24 | 2018 |
Growing pains: international instability and equity market returns Z Chen, AY Lu, Z Yang Financial Management 46 (1), 59-87, 2017 | 21* | 2017 |
Characteristics-based factors Z Chen, B Liu, H Wang, Z Wang, J Yu Available at SSRN 3112835, 2020 | 19 | 2020 |
Carbon dioxide and asset pricing: Evidence from international stock markets Z Chen, J Liu, A Lu, L Tao Journal of Empirical Finance 75, 101461, 2024 | 10* | 2024 |
Assessing and Addressing the Coronavirus-Induced Economic Crisis: Evidence From 1.5 Billion Business Transactions in China Z Chen, P Li, L Liao, Z Wang Available at SSRN 3661014, 2020 | 9* | 2020 |
Investor Sentiment and the Pricing of Characteristics-Based Factors Z Chen, B Liu, H Wang, Z Wang, J Yu Available at SSRN, 2020 | 4 | 2020 |
A Performance Comparison of Large-n Factor Estimators Z Chen, G Connor, RA Korajczyk The Review of Asset Pricing Studies 8 (1), 153-182, 2018 | 4 | 2018 |
Investor Sentiment and the Pricing of Macro Risks for Hedge Funds Z Chen, A Lu, X Zhu Management Science, forthcoming, 2023 | 2 | 2023 |
空气污染是否加剧了新冠病毒的传播?——来自中国城市的实证研究 陈卓, 陈珂琪, 李洁 经济学报 8 (3), 843-866, 2021 | 2 | 2021 |
From Wall Street to Hong Kong: The Value of Dual Listing for China Concept Stocks Z Chen, GX Hu, Z Xi, X Zhu Available at SSRN 4293637, 2022 | 1 | 2022 |
Local Political-Turnover-Induced Uncertainty and Bond Market Pricing Z Chen, A Lu, H Xiao, X Zhu | 1 | 2020 |
Leveraged trading and stock returns: Evidence from international stock markets | 1* | 2021 |
违约风险传染的避险效应与溢出效应:隐性担保预期的视角 祝小全, 陈卓, 施展, 何治国 经济研究 662, 174-190, 2022 | | 2022 |
缓兵之计?地方债务展期与隐性违约风险——来自地方融资平台“借新还旧”的经验证据 郁芸君, 张一林, 陈卓, 蒲明 经济学(季刊) 22 (3), 955-976, 2022 | | 2022 |