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
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,
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.
- Financial Management Association Competitive
Paper Award, 1996
PROFESSIONAL ASSOCIATION MEMBERSHIPS
- American Finance Association
- Society for Financial Studies