CHUNSHENG ZHOU : Citation Profile

Cheung Kong Graduate School of Business

9

H index

9

i10 index

724

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 31
   Journals where CHUNSHENG ZHOU has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (0.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh551
   Updated: 2026-01-17    RAS profile: 2023-03-16    
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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 (11)

Mercadier, Mathieu (9)

Ongena, Steven (9)

Carey, Mark (8)

HASAN, IFTEKHAR (7)

Acharya, Viral (6)

Visaltanachoti, Nuttawat (6)

Kara, Alper (5)

Wu, Thomas (5)

Becchetti, Leonardo (5)

Mondria, Jordi (5)

Cites to:

Campbell, John (22)

Summers, Lawrence (12)

merton, robert (10)

Shleifer, Andrei (8)

Shiller, Robert (6)

Poterba, James (6)

French, Kenneth (6)

Hodrick, Robert (6)

Keim, Donald (5)

Subrahmanyam, Avanidhar (5)

Chen, Zhiwu (4)

Main data

Where CHUNSHENG ZHOU has published?

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.)8

Recent works citing CHUNSHENG ZHOU (2025 and 2024)

YearTitle of citing document
2024A cross-border market model with limited transmission capacities. (2024). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939.

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2025Climate Physical Risk Assessment in Asset Management. (2025). Viola, Lorenzo ; Stocco, Davide ; Ghesini, Matteo ; Azzone, Michele. In: Papers. RePEc:arx:papers:2504.19307.

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2025A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS. (2025). Lapolla, Alessio. In: Papers. RePEc:arx:papers:2509.02347.

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2025A hypothesis test for the long-term calibration in rating systems with overlapping time windows. (2025). Kurth, Patrick ; Streicher, Jan ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:735.

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2024Why do banks use credit default swaps (CDS)? A systematic review. (2024). , Tabassum ; Yameen, Mohammad. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:201-231.

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2025CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34.

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2025The Extent to which Contingent Convertible Leasing Protects Bank Deposits:A Barrier Option Approach. (2025). Fathi, Abid ; Asma, Khadimallah. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:113-129:n:1006.

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2025Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums. (2025). Imerman, Michael B ; Ye, Xiaoxia ; Zhao, Ran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000999.

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2024Time-to-build, regulation, and investment. (2024). Jeon, Haejun. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:3:p:999-1019.

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2024The effects of time-to-build and regulation on investment timing and size. (2024). Jeon, Haejun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006732.

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2024Macroeconomic momentum and cross-sectional equity market indices. (2024). Urquhart, Andrew ; Zhang, YU ; Kappou, Konstantina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000404.

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2024Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061.

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2025Asset association and dynamic risk contagion under climate policy uncertainty. (2025). Wu, Wangchun ; Zhang, ZE ; You, Hang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000353.

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2025Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589.

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2024Placebo in the random walk of stock price: Momentum effect of corporate site visits. (2024). Yang, Jinyu ; Xia, Guoen ; Dong, Dayong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001764.

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2024Estimating Asset Parameters Using Levy’s Moment Matching Method. (2024). Miyake, Masatoshi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:170-:d:1379979.

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2024Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching. (2024). Salopek, Donna Mary ; Colwell, David ; Zarban, Ashwaq Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2740-:d:1469922.

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2024A two-factor structural model for valuing corporate securities. (2024). Cherif, Rim ; Ben-Abdellatif, Malek ; Ben-Ameur, Hatem ; Remillard, Bruno. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09203-2.

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2025Investor sentiment, limits to arbitrage, and hard-to-value stocks. (2025). Shen, Dehua ; Zhu, Zhaobo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01353-6.

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2024Contingent Claims and Hedging of Credit Risk with Equity Options. (2024). Salvador, Enrique ; Avino, Davide E. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:310-348..

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2024Corporate bonds: fixed versus stochastic coupons—an empirical study. (2024). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00343-y.

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2024Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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2024Greenium of green securitization: Does external certification matter?. (2024). Li, Xiru ; Zhang, Yufei ; Zhu, BO. In: PLOS ONE. RePEc:plo:pone00:0306814.

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2024Optimal trade execution in cryptocurrency markets. (2024). Bundi, Nils ; Khashanah, Khaldoun ; Wei, Ching-Lin. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00103-y.

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2025Structural credit risk models with stochastic default barriers and jump clustering using Hawkes jump-diffusion processes. (2025). Tardelli, Paola ; Pasricha, Puneet ; Selvamuthu, Dharmaraja. In: OPSEARCH. RePEc:spr:opsear:v:62:y:2025:i:2:d:10.1007_s12597-024-00830-9.

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2024Firm complexity and post-earnings announcement drift. (2024). Yildizhan, Celim ; Park, Shawn Saeyeul ; Barinov, Alexander. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:1:d:10.1007_s11142-022-09727-8.

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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.
[Full Text][Citation analysis]		article2
1999Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article7
1998Dynamic portfolio choice and asset pricing with differential information In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
2001The term structure of credit spreads with jump risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article150
2004The illusory nature of momentum profits In: Journal of Financial Economics.
[Full Text][Citation analysis]		article242
2001Credit derivatives in banking: Useful tools for managing risk? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article129
1997Credit derivatives in banking: useful tools for managing risk?.(1997) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
1999Credit Derivatives in Banking: Useful Tools for Managing Risk?.(1999) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2019Stock Market Fluctuations and the Term Structure In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper10
1996Stock market fluctuations and the term structure.(1996) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2019Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
1996Forecasting long- and short-horizon stock returns in a unified framework.(1996) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1997A jump-diffusion approach to modeling credit risk and valuing defaultable securities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper50
1997Path-dependent option valuation when the underlying path is discontinuous In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
1997Default correlation: an analytical result In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper19
2001An Analysis of Default Correlations and Multiple Defaults. In: The Review of Financial Studies.
[Citation analysis]		article84
2000Time-to-Build and Investment In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article14

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