Concepedia

Zhiyao Chen

ZC

Statistics

Publications

9

Citations

436

H-Index

9

Active since

2006

Affiliations

University of Washington(Current)

Stanford University

Florida International University

Chinese University of Hong Kong

Zhiyao Chen is an author at University of Washington specializing in financial economics, economics, and finance.

Publications per year

2006–2022

9

Publications

9

Operating Leverage, Profitability, and Capital Structure

Zhiyao Chen, Jarrad Harford, Avraham Kamara · Journal of Financial and Quantitative Analysis · 2018 · 222 citations

Management, Business Economics, Economics +15

Persistence of volatility in futures markets

Zhiyao Chen, Robert T. Daigler, Ali M. Parhizgari · Journal of Futures Markets · 2006 · 45 citations

Business, Economics, Finance +15

An examination of the complementary volume–volatility information theories

Zhiyao Chen, Robert T. Daigler · Journal of Futures Markets · 2008 · 44 citations

Social Sciences, Economics, Finance +17

Macroeconomic Risk and Idiosyncratic Risk-taking

Zhiyao Chen, Ilya A. Strebulaev · Review of Financial Studies · 2018 · 33 citations

Social Sciences, Economics, Finance +17

A simplified pricing model for volatility futures

Brice V. Dupoyet, Robert T. Daigler, Zhiyao Chen · Journal of Futures Markets · 2010 · 27 citations · Full text

Business, Economics, Finance +17

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