Role(s) Lecturer in Finance
Phone number +44 (0)118 378 4388
Biography
Dr, Nicholas Zhiyao Chen joined the ICMA center as a Lecturer (Assistant Professor) in Finance in July 2011. He received a Master degree in Business Administration and a Ph.D. in Finance from the University of Washington, the United States. His research interests include theoretical and empirical asset pricing and corporate finance.
Academic Activity
Publications
A Simplified Pricing Model for Volatility Futures, with Brice Dupoyet and Robert Daigler, The Journal of Futures Markets, April 2011.
An Examination of the Complementary Volume-Volatility Information Theories, with Robert Daigler, The Journal of Futures Markets, October 2008.
Persistence of Volatility in Futures Markets, with Robert Daigler and Ali Parhizgari, The Journal of Futures Markets, June 2006.
Working Papers
Dynamic Risk Shifting, Costly Risk Adjustment and Asset Pricing.
Operating Inflexibility, Profitability and the Capital Structure,  with Jarrad Harford and Avraham Kamara.
