Academic Profile

Academic Profile

Asst Prof Chen Zhanhui

Assistant Professor
Division of Banking & Finance
College of Business (Nanyang Business School)

Phone: (+65)6790 6133
Office: S3-B1B-72

  • PhD in Finance Texas A&M University 2011
  • PhD in Economics Tsinghua University 2004
  • MA in Economics Tsinghua University 2004
  • BA Tsinghua University 1999
  • BS in Chemical Engng Tsinghua University 1999
Chen Zhanhui join NTU from Texas A&M University, College Station, Texas. Zhanhui's research interests include theoretical and empirical asset pricing, in connection with corporate finance and macroeconomics.
Research Interests
Theoretical and empirical asset pricing, in connection with corporate finance and macroeconomics
Current Projects
  • A Risk Aversion Sensitive Real Business Cycle Economy: Implications for Asset Prices and Macroeconomic Quantities
  • Protection, Corporate Decisions, and Asset Pricing
  • The financial impact of Longevity risk pricing and optimal investment choices in the stock markets
Selected Publications
  • Zhanhui Chen, Bowen Yang. (2017). In Search of Preference Shock Risks: Evidence from Longevity Risks and Momentum Profits. Journal of Financial Economics, forthcoming.
  • Zhanhui Chen. (2016). Time-to-Produce, Inventory, and Asset Prices. Journal of Financial Economics, 120(2), 330-345.
  • Zhanhui Chen and Ralitsa Petkova. (2012). Does Idiosyncratic Volatility Proxy for Risk Exposure?. The Review of Financial Studies, 25(9), 2745-2787.

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