Contact Information

 

Address:

Kellogg School of Management

Northwestern University

2001 Sheridan Rd.

4th Floor, Finance Dept.

Evanston IL 60208

 

Phone: 919-452-9635

Fax: 847-491-5719  

 

Email: zhuo-chen@

kellogg.northwestern.edu

Personal Website:

https://sites.google.com/site

/zhuochenfinance

 

Zhuo Chen

Ph.D. Candidate in Finance

Curriculum Vitae

Ph.D. in Finance, Kellogg School of Management, Northwestern University (Expected 2014)
M.A. in Economics, Duke University (2009)
B.E. in Engineering Structure Analysis and B.A. in Economics, Peking University (2007)

 

Research Interests: Asset Pricing, Financial Market Frictions, Financial Econometrics, Quantitative Portfolio Management

Job Market Paper

  • "A Market-based Funding Liquidity Measure," with Andrea Lu (Local download)

    - Presented at 2013 AFBC Conference (scheduled), 2013 AFBC PhD Forum (scheduled), FDIC/JFSR 13th Bank Research Conference

Working Papers

  • "Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets," with Andrea Lu (Local download)
    - Presented at 2013 FMA Doctoral Student Consortium, 2013 Chicago Quantitative Alliance Academic Competition, 2013 PKU-Tsinghua-Stanford Conference in Quantitative Finance
  • "Seeing the Unobservable from the Invisible: the Role of CO2 in Measuring Consumption Risk," with Andrea Lu (Local download)
    - Presented at 2013 AFBC Conference (scheduled), 2013 AFBC PhD Forum (scheduled), 2013 FMA Annual Meeting, 2013 FMA Doctoral Student Consortium, 2013 EFA Annual Conference
  • "International Instability and Asset Pricing," with Andrea Lu and Zhuqing Yang (Local download)
    - Presented at 2013 CFEA at UNC-Chapel Hill, 2013 FMA Annual Meeting, 2013 MFA Annual Conference, 2012 AFBC Conference, 2012 AFBC PhD Forum
  • "Small-sample Properties of Factor Mimicking Portfolio Estimates," with Gregory Connor and Robert A. Korajczyk (Local download)
    - Presented at 2013 SoFiE Large-Scale Factor Models in Finance Conference
  • "Carbon Dioxide Emissions and Asset Pricing," with Andrea Lu (Available upon request)

    - Presented at 2013 MFA Annual Conference, 2012 AFBC Conference

References

Prof. Ravi Jagannathan (Co-Chair)
Prof. Arvind Krishnamurthy (Co-Chair)
Prof. Zhi Da
Prof. Kathleen Hagerty
Prof. Robert Korajczyk
Prof. Todd Pulvino

Kellogg School of Management
2001 Sheridan Road
Evanston, IL 60208-2800
847.491.3300