Chu Zhang

Chu Zhang is a Professor of Finance at the Department of Finance, Hong Kong University of Science and Technology (HKUST), based in Clear Water Bay, Kowloon, Hong Kong. His office is located in Room 5006 of the LSK Building, and he can be contacted via email at czhang@ust.hk.

His research focuses on asset pricing models, volatility dynamics, and empirical finance. He has extensively studied options pricing using affine models and VIX data, investigated cross-sectional stock returns and idiosyncratic risk, and analyzed financial markets in China and Japan. Key contributions include work on monetary policy, repo markets, and bankruptcy prediction in Asian contexts.

Analysis of his recent publications (2009-2012) reveals a strong emphasis on asset pricing and volatility modeling. His work frequently tests factor models like APT, examines risk-return relationships, and applies theoretical frameworks to derivative pricing and emerging markets—particularly China and Japan—demonstrating a consistent blend of theoretical rigor and empirical application.

At HKUST, Professor Zhang teaches graduate finance courses including FINA 536, FINA 557, and FINA 790, covering advanced topics in financial economics and asset pricing.