Empirical performance of alternative option pricing models G Bakshi, C Cao, Z Chen The Journal of finance 52 (5), 2003-2049, 1997 | 3620 | 1997 |
Baby boom, population aging, and capital markets GS Bakshi, Z Chen Journal of business, 165-202, 1994 | 693 | 1994 |
The spirit of capitalism and stock-market prices GS Bakshi, Z Chen The American Economic Review, 133-157, 1996 | 593 | 1996 |
Informational content of option volume prior to takeovers C Cao, Z Chen, JM Griffin The Journal of Business 78 (3), 1073-1109, 2005 | 588 | 2005 |
Portfolio performance measurement: Theory and applications Z Chen, PJ Knez The Review of Financial Studies 9 (2), 511-555, 1996 | 459 | 1996 |
Pricing and hedging long-term options G Bakshi, C Cao, Z Chen Journal of econometrics 94 (1-2), 277-318, 2000 | 366 | 2000 |
Measurement of market integration and arbitrage Z Chen, PJ Knez The Review of Financial Studies 8 (2), 287-325, 1995 | 345 | 1995 |
Inflation, asset prices, and the term structure of interest rates in monetary economics GS Bakshi, Z Chen The Review of Financial Studies 9 (1), 241-275, 1996 | 284 | 1996 |
Do call prices and the underlying stock always move in the same direction? G Bakshi, C Cao, Z Chen The Review of Financial Studies 13 (3), 549-584, 2000 | 271 | 2000 |
Discounts on illiquid stocks: Evidence from China Z Chen, P Xiong Available at SSRN 286169, 2001 | 246 | 2001 |
An alternative valuation model for contingent claims GS Bakshi, Z Chen Journal of Financial Economics 44 (1), 123-165, 1997 | 219 | 1997 |
Capital markets and legal development: The China case C Zhiwu China Economic Review 14 (4), 451-472, 2003 | 183 | 2003 |
Stock valuation in dynamic economies G Bakshi, Z Chen Journal of Financial Markets 8 (2), 111-151, 2005 | 181 | 2005 |
Equilibrium valuation of foreign exchange claims GS Bakshi, Z Chen The Journal of Finance 52 (2), 799-826, 1997 | 166 | 1997 |
Liquidity as an investment style RG Ibbotson, Z Chen, DYJ Kim, WY Hu Financial Analysts Journal 69 (3), 30-44, 2013 | 157 | 2013 |
Banking on the Confucian clan: why China developed financial markets so late Z Chen, C Ma, AJ Sinclair The Economic Journal 132 (644), 1378-1413, 2022 | 114 | 2022 |
Financial innovation and arbitrage pricing in frictional economies Z Chen Journal of Economic Theory 65 (1), 117-135, 1995 | 101 | 1995 |
Price impact costs and the limit of arbitrage Z Chen, W Stanzl, M Watanabe EFA 2002 Berlin Meetings Presented Paper, 00-66, 2002 | 99 | 2002 |
The illiquidity discount in China Z Chen, P Xiong International Center for Financial Research, Yale University, 2002 | 83 | 2002 |
Social norms and household savings rates in China YJ Chen, Z Chen, S He Review of Finance 23 (5), 961-991, 2019 | 67 | 2019 |