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The Chinese interbank repo market: An analysis of term premiums
Fan, Longzhen; Zhang, Chu - In: The journal of futures markets 26 (2006) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10006809445
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Why Did Individual Stocks Become More Volatile?
Wei, Steven X.; Zhang, Chu - In: The journal of business : B 79 (2006) 1, pp. 259-292
Persistent link: https://www.econbiz.de/10006010632
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Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
Wei, Steven X.; Zhang, Chu - In: Journal of banking & finance 29 (2005) 3, pp. 603-622
Persistent link: https://www.econbiz.de/10005879204
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On the explanatory power of firm-specific variables in cross-sections of expected returns
Zhang, Chu - In: Journal of empirical finance 16 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10008172657
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Bankruptcy prediction: the case of Japanese listed companies
Xu, Ming; Zhang, Chu - In: Review of accounting studies 14 (2009) 4, pp. 534-558
Persistent link: https://www.econbiz.de/10008314775
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Testing the APT with the Maximum Sharpe Ratio of Extracted Factors
Zhang, Chu - In: Management science : journal of the Institute for … 55 (2009) 7, pp. 1255
Persistent link: https://www.econbiz.de/10008274850
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Statistical and economic significance of stock return predictability: a mean-variance analysis
Wei, Steven X.; Zhang, Chu - In: Journal of multinational financial management 13 (2003) 4, pp. 443-464
Persistent link: https://www.econbiz.de/10007104910
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ARTICLES - Two-Pass Tests of Asset Pricing Models with Useless Factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-236
Persistent link: https://www.econbiz.de/10007344326
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Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model
He, Jia; Kan, Raymond; Ng, Lilian; Zhang, Chu - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1891-1908
Persistent link: https://www.econbiz.de/10007320943
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Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
Fan, Longzhen; Tian, Shu; Zhang, Chu - In: Journal of banking & finance 36 (2012) 1, pp. 239-249
Persistent link: https://www.econbiz.de/10009818177