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)

• 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., 2010, Why are derivative warrants more expensive than options? an empirical study, Journal of Financial and Quantitative Analysis, forthcoming.

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

• 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