Chen Nicholas Z. Y.
Assistant professor
Dept of Finance
Asia-Pacific Institute of Business, The (APIB)
China
Biography
Dr. Nicholas Zhiyao Chen joined the CUHK Business School as a Research Assistant Professor in Finance in 2015. Prior to this, he was an Assistant Professor at the Henley Business School, University of Reading in the UK. He received a Ph.D. in Finance from the Foster School of Business, University of Washington, in 2011. His current research interests mainly focus on corporate finance (capital structure) in connection with asset pricing. He has presented his research papers at the annual meetings of American Financial Association, Western Financial Association, European Finance Association, China International Conference in Finance, the North American Econometric Society Summer Meeting and ASU Sonoran Winter Finance Conference.
Research Interest
Corporate Finance, in connection with asset pricing, agency conflicts, and capital structure
Publications
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Strategic risk-shifting and the idiosyncratic volatility puzzle, with Ilya Strebulav (Stanford) , Yuhang Xing (Rice), Xiaoyan Zhang (Purdue), presented at the 2015 EFA (Vienna), 2015 WFA (Seattle) and the 2014 North American Econometric Society Summer Meeting (Minnesota)
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Dupoyet, B., Daigler, R. T. and Chen, N. (2011) A simplified pricing model for volatility futures. The Journal of Futures Markets, 31 (4). pp. 307-339.
