Zhiyao Chen

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Jarrad HarfordProfessor of Finance, University of WashingtonVerified email at uw.edu
Ilya A StrebulaevProfessor of Finance, Graduate School of Business, Stanford UniversityVerified email at stanford.edu
Avraham KamaraUniversity of WashingtonVerified email at uw.edu
Ran DuchinCarroll School of Management - Boston CollegeVerified email at bc.edu
Dirk HackbarthProfessor of Finance, Boston UniversityVerified email at bu.edu
Yuhang XingRice UniversityVerified email at rice.edu
Xiaoyan ZhangXinyuan Chair Professor of Finance, Tsinghua UniversityVerified email at pbcsf.tsinghua.edu.cn
Xiaofei ZhaoProfessor of Finance, McDonough School of Business, Georgetown UniversityVerified email at georgetown.edu
Hamed MahmudiAssistant Professor of Finance, Lerner College of Business and Economics, University of DelawareVerified email at udel.edu
Hui ChenProfessor of Finance, MITVerified email at mit.edu
Jun LiAssociate Professor of Finance, UT DallasVerified email at utdallas.edu
Huijun WangAuburn UniversityVerified email at auburn.edu

Zhiyao Chen

City University of Hong Kong

Verified email at cityu.edu.hk - Homepage

Applied theoretical and empirical corporate finance in connection with asset pricing


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Operating leverage, profitability, and capital structure Z Chen, J Harford, A Kamara Journal of financial and quantitative analysis 54 (1), 369-392, 2019	314	2019
Macroeconomic Risk and Idiosyncratic Risk-taking Z Chen, I Strebulaev Review of Financial Studies 32 (3), 1148–1187, 2019	39	2019
A simplified pricing model for volatility futures B Dupoyet, RT Daigler, Z Chen Journal of Futures Markets 31 (4), 307-339, 2011	34	2011
Do nonfinancial firms use financial assets to risk-shift? Z Chen, R Duchin The Review of Corporate Finance Studies 13 (1), 1-37, 2024	32*	2024
A Unified Model of Distress Risk Puzzles Z Chen, D Hackbarth, I Strebulaev Journal of Financial Economics, 2021	27	2021
Strategic risk shifting and the idiosyncratic volatility puzzle: An empirical investigation Z Chen, IA Strebulaev, Y Xing, X Zhang Management Science, 2020	23*	2020
Why Are Bidder Termination Provisions Included In Takeovers? Z Chen, H Mahmudi, A Virani, X Zhao Journal of Financial and Quantitative Analysis, 2021	17*	2021
The Debt-Equity Spread Z Chen, H Chen, J Li working paper, 2021	7	2021
Contingent Claim-Based Expected Stock Returns Z Chen, IA Strebulaev AFA, and EFA, 2014	6	2014
Operating Inflexibility Z Chen, J Harford, A Kamara Profitability and Capital Structure, EFA 2013 Cambridge Meetings Paper, 2013	3	2013
Bargaining power, business cycle and levered equity risk Z Chen, IA Strebulaev Business Cycle and Levered Equity Risk (September 12, 2021), 2021	2	2021
Sowing Public Seeds, Reaping Private Blooms: A Q-theoretical Approach to Government Investment Z Chen, R Duchin, D Kim Reaping Private Blooms: A Q-theoretical Approach to Government Investment …, 2025		2025
Maturity Overhang: Evidence from M&A Z Chen, D Hackbarth, J Harford, Y Luo Boston University Questrom School of Business Research Paper, 2023		2023
Cash Holding, Rollover Risk and M&A Z Chen, D Hackbarth, J Harford, Y Luo Cash Holding, Rollover Risk and M&A: Chen, Zhiyao\| uHackbarth, Dirk …, 2023		2023

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