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Chu Zhang 0003

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affiliation: Hong Kong University of Science and Technology, Department of Finances, Clear Water Bay, Kowloon, Hong Kong

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Journal Articles

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2024
[j4]
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  dblp key:
  - journals/mansci/000324
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  - https://dblp.org/rec/journals/mansci/000324
Chu Zhang:
Testing Pricing Errors of Models with Latent Factors and Firm Characteristics as Covariances. Manag. Sci. 70(3): 1706-1728 (2024)
2021
[j3]
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Chengzhu Sun, Shujing Wang, Chu Zhang:
Corporate Payout Policy and Credit Risk: Evidence from Credit Default Swap Markets. Manag. Sci. 67(9): 5755-5775 (2021)
2010
[j2]
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  - journals/mansci/LiZ10
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Gang Li, Chu Zhang:
On the Number of State Variables in Options Pricing. Manag. Sci. 56(11): 2058-2075 (2010)
2009
[j1]
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  - journals/mansci/Zhang09a
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Chu Zhang:
Testing the APT with the Maximum Sharpe Ratio of Extracted Factors. Manag. Sci. 55(7): 1255-1266 (2009)

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