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Why did individual stocks become more volatile?
Zhang, Chu; Zhang, Chu - In: The journal of business : B 79 (2006) 1, pp. 259-292
Persistent link: https://www.econbiz.de/10003301999
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A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
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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. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
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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. 603-621
Persistent link: https://www.econbiz.de/10002516939
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Why are derivative warrants more expensive than options? : an empirical study
Li, Gang; Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 275-297
Persistent link: https://www.econbiz.de/10008991250
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Why did the investment-cash flow sensitivity decline over time?
Wang, Zhen; Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 2272-2308
Persistent link: https://www.econbiz.de/10012618509
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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. 203-235
Persistent link: https://www.econbiz.de/10001355207