CHUNSHENG ZHOU : Citation Profile

Are you CHUNSHENG ZHOU?

Cheung Kong Graduate School of Business

9

H index

9

i10 index

688

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 29
   Journals where CHUNSHENG ZHOU has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 1 (0.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh551
   Updated: 2024-11-04    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)

Ongena, Steven (9)

Mercadier, Mathieu (9)

Carey, Mark (8)

Visaltanachoti, Nuttawat (6)

Acharya, Viral (6)

Becchetti, Leonardo (5)

Kara, Alper (5)

Mondria, Jordi (5)

Brooks, Chris (5)

Marshall, Ben (5)

Cites to:

Campbell, John (22)

Summers, Lawrence (12)

merton, robert (10)

Shleifer, Andrei (8)

French, Kenneth (6)

Hodrick, Robert (6)

Shiller, Robert (6)

Poterba, James (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 (2024 and 2023)

YearTitle of citing document
2023Universal approximation of credit portfolio losses using Restricted Boltzmann Machines. (2022). Genovese, Giuseppe ; Visentin, Gabriele ; Serra, Nicola ; Nikeghbali, Ashkan. In: Papers. RePEc:arx:papers:2202.11060.

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2023A cross-border market model with limited transmission capacities. (2022). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939.

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2023Probability of Default modelling with L\evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9. (2023). Yannacopoulos, Athanasios N ; Georgiou, Kyriakos. In: Papers. RePEc:arx:papers:2309.12384.

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2023Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

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2023The price impact of analyst revisions and the state of the economy: Evidence around the world. (2023). Su, Chen. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:887-930.

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2023Ride the trend: Is there spread momentum profit in the US commodity markets?. (2023). Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:1:p:24-47.

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2023Model Comparison with Transaction Costs. (2023). Velikov, Mihail ; Novymarx, Robert ; Detzel, Andrew. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1743-1775.

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2023Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision. (2023). Zadow, Frederick ; Jager, Maximilian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_445.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023Optimal trend-following with transaction costs. (2023). Giner, Javier ; Zakamulin, Valeriy. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004441.

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2023The race to exploit anomalies and the cost of slow trading. (2023). Kaplanski, Guy. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465.

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

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2023A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005.

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2023Technical trading rules, loss avoidance, and the business cycle. (2023). Stork, Philip ; Molchanov, Alexander ; Ergun, Lerby. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002433.

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2023Does time series momentum also exist outside traditional financial markets? Near-laboratory evidence from sports betting. (2023). Annaert, Jan ; de Ceuster, Marc ; Vandenbruaene, Jonas. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:104:y:2023:i:c:s221480432300040x.

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2023Evolution of short-term contrarian profits. (2023). Zhang, Huilan ; Yang, Xuebing. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-12-2022-0599.

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2023Crisis Index Prediction Based on Momentum Theory and Earnings Downside Risk Theory: Focusing on South Korea’s Energy Industry. (2023). Hong, Jongyi ; Kim, Hangook ; Park, Kyungbo ; Cha, Jeonghwa. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2153-:d:1077630.

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2023.

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2023Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads. (2023). Goldstein, Robert ; Garlappi, Lorenzo ; Benzoni, Luca. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4331-4352.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023CREDIT RISK ASSESSMENT USING DEFAULT MODELS: A REVIEW. (2023). Jumbe, George. In: OSF Preprints. RePEc:osf:osfxxx:ksb8n.

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2023Time-to-build and capacity expansion. (2023). Jeon, Haejun. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05413-3.

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2023Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century. (2023). Riva, Angelo ; Rezaee, Amir ; Hautcoeur, Pierre-Cyrille. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:2:d:10.1007_s11698-022-00248-7.

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2023Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145.

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2023Pricing risky corporate bonds: An empirical study. (2023). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:90-121.

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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]		article137
2004The illusory nature of momentum profits In: Journal of Financial Economics.
[Full Text][Citation analysis]		article234
2001Credit derivatives in banking: Useful tools for managing risk? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article126
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: 126		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: 126		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]		paper49
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]		article75
2000Time-to-Build and Investment In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article12

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