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Symposium on Household Finance
Value Partners Center for Investing
HKUST Finance Symposium
Global Market Integration and Financial Crises Conference
Finance Sports Day
2010 Asian Finance Association Meetings
2008 HKUST Summer Symposium on Family Business Research
New Faculty and Visitors
 
 
   
   
 
 

 

Chu ZHANG
Professor
Email: czhang@ust.hk

PhD 1992 University of Chicago, Finance
MBA 1988 University of Chicago, Finance
M.S. 1984 Fudan University, Quantitative Economics
B.S. 1982 East-China Normal University, Mathematics

Personal Home Page (http://ihome.ust.hk/~czhang)


ACADEMIC AND PROFESSIONAL EXPERIENCE
  • Professor of Finance, Hong Kong University of Science and Technology (HKUST), 2010-present
  • Assistant and Associate Professor of Finance, Hong Kong University of Science and Technology (HKUST), 1997-2010
  • Assistant and Associate Professor of Finance, University of Alberta, 1991-2000
  • Lecturer, School of Management, Fudan University, 1984-1985


RECENT PUBLICATIONS
 

  • Li, G. and Zhang, C., 2012, Diagnosing affine models of options pricing: Evidence from VIX, Journal of Financial Economics, forthcoming.
     

  • Li, G. and Zhang, C., 2011, Why are derivative warrants more expensive than options? an empirical study, Journal of Financial and Quantitative Analysis, 46, 275-297.
     

  • Li, G. and Zhang, C., 2010, On the number of state variables in options pricing, Management Science, 55, 2058-2075.
     

  • Zhang, C., 2010, A re-examination of the causes of time-varying stock return volatilities, Journal of Financial and Quantitative Analysis, 45, 663-684.
     

  • Xu, M. and Zhang, C., 2009, Bankruptcy prediction: the case of Japanese listed companies, Review of Accounting Studies, 14, 534-558.
     

  • Zhang, C., 2009, Testing the APT with the maximum Sharpe ratio of extracted factors, Management Science, 55, 1255-1266.
     

  • Zhang, C., 2009, On the explanatory power of firm-specific variables in cross-sections of expected returns, Journal of Empirical Finance, 16, 306-317.


HONORS

  • Financial Management Association Competitive Paper Award, 1996


PROFESSIONAL ASSOCIATION MEMBERSHIPS

  • American Finance Association
  • Society for Financial Studies