Academic Profile

Academic Profile

Asst Prof Chen Zhanhui

Assistant Professor, College of Business (Nanyang Business School)

Email: chenzh@ntu.edu.sg
Phone: +65 67906133
Office: S3 B1B 72
Asst Prof Chen Zhanhui

Biography
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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