CHUNSHENG ZHOU : Citation Profile


Are you CHUNSHENG ZHOU?

Cheung Kong Graduate School of Business

8

H index

6

i10 index

409

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (1996 - 2004). See details.
   Cites by year: 51
   Journals where CHUNSHENG ZHOU has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 1 (0.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh551
   Updated: 2018-09-22    RAS profile: 2014-11-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with CHUNSHENG ZHOU.

Is cited by:

Marques-Ibanez, David (8)

Ongena, Steven (6)

Kara, Alper (5)

Marshall, Ben (4)

Brooks, Chris (4)

Stulz, René (4)

Wagner, Wolf (4)

Nicolo', Antonio (3)

Acharya, Viral (3)

Mondria, Jordi (3)

Pelizzon, Loriana (3)

Cites to:

Campbell, John (20)

merton, robert (9)

Summers, Lawrence (8)

Shleifer, Andrei (5)

Subrahmanyam, Avanidhar (5)

Keim, Donald (5)

Cochrane, John (5)

Shiller, Robert (5)

Chen, Zhiwu (4)

Jarrow, Robert (4)

Poterba, James (4)

Main data


Where CHUNSHENG ZHOU has published?


Journals with more than one article published# docs
Journal of Financial Research2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6

Recent works citing CHUNSHENG ZHOU (2018 and 2017)


YearTitle of citing document
2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2018Transition probability of Brownian motion in the octant and its application to default modeling. (2018). Kaushansky, Vadim ; Reisinger, Christoph ; Lipton, Alexander. In: Papers. RePEc:arx:papers:1801.00362.

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2017Australian momentum: performance, capacity and the GFC effect. (2017). Vanstone, Bruce J ; Hahn, Tobias ; Smith, Tom . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:261-287.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2017Securitization and credit quality. (2017). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20172009.

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2017Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps. (2017). Beyhaghi, Mehdi ; Saunders, Anthony ; Massoud, Nadia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:335-355.

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2017Expropriation risk by block holders, institutional quality and expected stock returns. (2017). Hearn, Bruce ; Piesse, Jenifer ; Phylaktis, Kate . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:122-149.

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2018Tax avoidance and cost of debt: The case for loan-specific risk mitigation and public debt financing. (2018). Isin, Adnan Anil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:344-378.

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2017The impact of lead time on capital investments. (2017). Genc, Talat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:142-164.

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2017Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks. (2017). Lin, Shih-Kuei ; Xu, Lian-Wen ; Chen, Carl R ; Wang, Shin-Yun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:359-373.

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2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Patari, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville . In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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2017Digesting anomalies in emerging European markets: A comparison of factor pricing models. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:1-15.

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2017Informed retail investors: Evidence from retail short sales. (2017). Gamble, Keith Jacks ; Xu, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:59-72.

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2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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2018Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

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2017The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

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2018Evolution of historical prices in momentum investing. (2018). Chen, Li-Wen ; Wang, Wen-Kai ; Yu, Hsin-Yi. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:120-135.

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2018Stock options and credit default swaps in risk management. (2018). Al-Own, Bassam ; Gao, Simon ; Minhat, Marizah . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:200-214.

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2018Momentum and funding conditions. (2018). Garcia-Feijoo, Luis ; Jensen, Tyler K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:312-329.

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2017Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis. (2017). Hett, Florian ; Schmidt, Alexander . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:635-651.

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2017Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

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2017Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk. (2017). Chen, Zhizhen ; Zhou, Mingming ; Opong, Kwaku ; Liu, Frank Hong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:48-74.

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2017Momentum, idiosyncratic volatility and market dynamics: Evidence from China. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:109-123.

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2017Entropy measure of credit risk in highly correlated markets. (2017). Gottschalk, Sylvia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:478:y:2017:i:c:p:11-19.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318.

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2017Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check. (2017). Nazarov, Nikolai ; Teplova, Tamara ; Mikova, Evgeniya . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:240-258.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017Does the equity premium puzzle persist during financial crisis? The case of the French equity market. (2017). Bellelah, M A ; ben Ameur, H ; ben Hafsia, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:851-866.

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2017A General Framework for Incorporating Stochastic Recovery in Structural Models of Credit Risk. (2017). Cohen, Albert ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:65-:d:123567.

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2017The Impact of Lead Time on Capital Investments. (2017). Genc, Talat. In: Working Papers. RePEc:gue:guelph:2017-04.

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2017Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

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2017Structural default model with mutual obligations. (2017). Itkin, Andrey ; Lipton, Alexander. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:1:d:10.1007_s11147-016-9123-1.

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2017The R&D-abnormal return anomaly: a transaction cost explanation. (2017). Brockman, Paul ; Chung, Dennis Y ; Shaw, Kenneth W. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0555-3.

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2017Factor Investing: The Rocky Road from Long-Only to Long-Short. (2017). Szafarz, Ariane ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/249918.

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2017Generically distributed investments on flexible projects and endogenous growth. (2017). Gozzi, Fausto ; federico, salvatore ; Girolami, Cristina ; Bambi, Mauro. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:2:d:10.1007_s00199-015-0946-z.

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2018Credit Risk Capital Estimation Under IRB Approach for Banks in India. (2018). Bajaj, Richa Verma . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0082-7.

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2018.

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2017HEDGING OF CREDIT DERIVATIVES, SYSTEMATIC FLUCTUATION AND BANKING STABILITY IN CHINA. (2017). Chen, Qi-An ; Du, Fangzhou. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:04:n:s0217590817400288.

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2017Habitat momentum. (2017). Weron, Rafał ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1705.

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Works by CHUNSHENG ZHOU:


YearTitleTypeCited
2000A State-Space Model of Short- and Long-Horizon Stock Returns In: Journal of Financial Research.
[Citation analysis]
article1
2000A STATE-SPACE MODEL OF SHORT- AND LONG-HORIZON STOCK RETURNS.(2000) In: Journal of Financial Research.
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This paper has another version. Agregated cites: 1
article
1999Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle In: Journal of Financial and Quantitative Analysis.
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article6
1998Dynamic portfolio choice and asset pricing with differential information In: Journal of Economic Dynamics and Control.
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article8
2001The term structure of credit spreads with jump risk In: Journal of Banking & Finance.
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article71
2004The illusory nature of momentum profits In: Journal of Financial Economics.
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article128
2001Credit derivatives in banking: Useful tools for managing risk? In: Journal of Monetary Economics.
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article96
1997Credit derivatives in banking: useful tools for managing risk?.(1997) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 96
paper
1999Credit Derivatives in Banking: Useful Tools for Managing Risk?.(1999) In: Research Program in Finance Working Papers.
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This paper has another version. Agregated cites: 96
paper
1997A jump-diffusion approach to modeling credit risk and valuing defaultable securities In: Finance and Economics Discussion Series.
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paper23
1997Path-dependent option valuation when the underlying path is discontinuous In: Finance and Economics Discussion Series.
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paper0
1997Default correlation: an analytical result In: Finance and Economics Discussion Series.
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paper16
1996Stock market fluctuations and the term structure In: Finance and Economics Discussion Series.
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paper8
1996Forecasting long- and short-horizon stock returns in a unified framework In: Finance and Economics Discussion Series.
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paper0
2001An Analysis of Default Correlations and Multiple Defaults. In: Review of Financial Studies.
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article47
2000Time-to-Build and Investment In: The Review of Economics and Statistics.
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article5

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