| Why did individual stocks become more volatile? SX Wei, C Zhang The Journal of Business 79 (1), 259-292, 2006 | 515 | 2006 |
| Two‐pass tests of asset pricing models with useless factors R Kan, C Zhang the Journal of Finance 54 (1), 203-235, 1999 | 403 | 1999 |
| Bankruptcy prediction: the case of Japanese listed companies M Xu, C Zhang Review of accounting studies 14, 534-558, 2009 | 201 | 2009 |
| Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities SX Wei, C Zhang Journal of Banking & Finance 29 (3), 603-621, 2005 | 163 | 2005 |
| GMM tests of stochastic discount factor models with useless factors R Kan, C Zhang Journal of Financial Economics 54 (1), 103-127, 1999 | 128 | 1999 |
| A reexamination of the causes of time-varying stock return volatilities C Zhang Journal of financial and quantitative analysis 45 (3), 663-684, 2010 | 105 | 2010 |
| An empirical evaluation of China’s monetary policies L Fan, Y Yu, C Zhang Journal of Macroeconomics 33 (2), 358-371, 2011 | 99 | 2011 |
| The explanatory power of R&D for the cross-section of stock returns: Japan 1985–2000 M Xu, C Zhang Pacific-Basin Finance Journal 12 (3), 245-269, 2004 | 97 | 2004 |
| Tests of the relations among marketwide factors, firm‐specific variables, and stock returns using a conditional asset pricing model J He, R Kan, L Ng, C Zhang The Journal of Finance 51 (5), 1891-1908, 1996 | 80 | 1996 |
| Is information risk priced? Evidence from abnormal idiosyncratic volatility YC Yang, B Zhang, C Zhang Journal of Financial Economics 135 (2), 528-554, 2020 | 61 | 2020 |
| Why are derivative warrants more expensive than options? An empirical study G Li, C Zhang Journal of Financial and Quantitative Analysis 46 (1), 275-297, 2011 | 53 | 2011 |
| Beyond segmentation: The case of China’s repo markets L Fan, C Zhang Journal of banking & finance 31 (3), 939-954, 2007 | 42 | 2007 |
| On the number of state variables in options pricing G Li, C Zhang Management Science 56 (11), 2058-2075, 2010 | 37 | 2010 |
| On the explanatory power of firm-specific variables in cross-sections of expected returns C Zhang Journal of Empirical Finance 16 (2), 306-317, 2009 | 28 | 2009 |
| Statistical and economic significance of stock return predictability: a mean–variance analysis SX Wei, C Zhang Journal of Multinational Financial Management 13 (4-5), 443-463, 2003 | 28 | 2003 |
| Counterparty credit risk and derivatives pricing G Li, C Zhang Journal of financial Economics 134 (3), 647-668, 2019 | 25 | 2019 |
| Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system L Fan, S Tian, C Zhang Journal of Banking & Finance 36 (1), 239-248, 2012 | 21 | 2012 |
| The Chinese interbank repo market: An analysis of term premiums L Fan, C Zhang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 17 | 2006 |
| Asset pricing specification errors and performance evaluation J He, L Ng, C Zhang Review of Finance 3 (2), 205-232, 1999 | 15 | 1999 |
| Why Did the Investment–Cash Flow Sensitivity Decline over Time? Z Wang, C Zhang Journal of Financial and Quantitative Analysis 56 (6), 2272-2308, 2021 | 12 | 2021 |
