|Academic Profile |
| || |
Asst Prof Chen Zhanhui
Assistant Professor, College of Business (Nanyang Business School)
Phone: +65 67906133
Office: S3 B1B 72
|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.|
|Theoretical and empirical asset pricing, in connection with corporate finance and macroeconomics|
- 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
- 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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