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Chunsheng Zhou

Personal Details

First Name:Chunsheng
Middle Name:
Last Name:Zhou
Suffix:
RePEc Short-ID:pzh551
[This author has chosen not to make the email address public]

Affiliation

Cheung Kong Graduate School of Business

Beijing, China
http://www.ckgsb.edu.cn/

:


RePEc:edi:ckgsbcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chunsheng Zhou, 1997. "Path-dependent option valuation when the underlying path is discontinuous," Finance and Economics Discussion Series 1997-16, Board of Governors of the Federal Reserve System (US).
  2. Chunsheng Zhou, 1997. "A jump-diffusion approach to modeling credit risk and valuing defaultable securities," Finance and Economics Discussion Series 1997-15, Board of Governors of the Federal Reserve System (US).
  3. Chunsheng Zhou, 1997. "Default correlation: an analytical result," Finance and Economics Discussion Series 1997-27, Board of Governors of the Federal Reserve System (US).
  4. Gregory R. Duffee & Chunsheng Zhou, 1997. "Credit derivatives in banking: useful tools for managing risk?," Finance and Economics Discussion Series 1997-13, Board of Governors of the Federal Reserve System (US).
  5. Chunsheng Zhou, 1996. "Forecasting long- and short-horizon stock returns in a unified framework," Finance and Economics Discussion Series 96-4, Board of Governors of the Federal Reserve System (US).
  6. Chunsheng Zhou, 1996. "Stock market fluctuations and the term structure," Finance and Economics Discussion Series 96-3, Board of Governors of the Federal Reserve System (US).

Articles

  1. Lesmond, David A. & Schill, Michael J. & Zhou, Chunsheng, 2004. "The illusory nature of momentum profits," Journal of Financial Economics, Elsevier, vol. 71(2), pages 349-380, February.
  2. Duffee, Gregory R. & Zhou, Chunsheng, 2001. "Credit derivatives in banking: Useful tools for managing risk?," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 25-54, August.
  3. Zhou, Chunsheng, 2001. "The term structure of credit spreads with jump risk," Journal of Banking & Finance, Elsevier, vol. 25(11), pages 2015-2040, November.
  4. Zhou, Chunsheng, 2001. "An Analysis of Default Correlations and Multiple Defaults," Review of Financial Studies, Society for Financial Studies, vol. 14(2), pages 555-576.
  5. Chunsheng Zhou & Chang Qing, 2000. "A State-Space Model Of Short- And Long-Horizon Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(4), pages 523-544, December.
  6. Chunsheng Zhou, 2000. "Time-to-Build and Investment," The Review of Economics and Statistics, MIT Press, vol. 82(2), pages 273-282, May.
  7. Zhou, Chunsheng, 1999. "Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(04), pages 445-464, December.
  8. Zhou, Chunsheng, 1998. "Dynamic portfolio choice and asset pricing with differential information," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1027-1051, May.
    RePEc:bla:jfnres:v:23:y:2000:i:4:p:523-44 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2000-01-24
  2. NEP-IAS: Insurance Economics (1) 2000-01-24

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