Long Chen
Personal Details
First Name: | Long |
Middle Name: | |
Last Name: | Chen |
Suffix: | |
RePEc Short-ID: | pch721 |
| |
http://www.olin.wustl.edu/facultyandresearch/Faculty/Pages/FacultyDetail.aspx?username=chenl | |
Affiliation
Olin School of Business
Washington University in St. Louis
St. Louis, Missouri (United States)http://www.olin.wustl.edu/
RePEc:edi:oswusus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Long Chen & Lu Zhang, 2009. "The stock market and aggregate employment," NBER Working Papers 15219, National Bureau of Economic Research, Inc.
- Long Chen & Lu Zhang, 2007. "Neoclassical Factors," NBER Working Papers 13282, National Bureau of Economic Research, Inc.
- Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis.
- Long Chen & Ralitsa Petkova & Lu Zhang, 2006.
"The Expected Value Premium,"
NBER Working Papers
12183, National Bureau of Economic Research, Inc.
- Chen, Long & Petkova, Ralitsa & Zhang, Lu, 2008. "The expected value premium," Journal of Financial Economics, Elsevier, vol. 87(2), pages 269-280, February.
- Murillo Campello & Long Chen & Lu Zhang, 2005.
"Expected Returns, Yield Spreads, and Asset Pricing Tests,"
NBER Working Papers
11323, National Bureau of Economic Research, Inc.
- Murillo Campello & Long Chen & Lu Zhang, 2008. "Expected returns, yield spreads, and asset pricing tests," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1297-1338, May.
- Murillo Campello & Long Chen & Lu Zhang, 2005. "Expected returns, yield spreads, and asset pricing tests," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
Articles
- Kate Phylaktis & Long Chen, 2010. "Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 228-246.
- Murillo Campello & Long Chen, 2010. "Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stock Returns," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1185-1198, September.
- Chen, Long, 2009. "On the reversal of return and dividend growth predictability: A tale of two periods," Journal of Financial Economics, Elsevier, vol. 92(1), pages 128-151, April.
- Long Chen & Xinlei Zhao, 2009. "Return Decomposition," The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5213-5249, December.
- Long Chen & Pierre Collin-Dufresne & Robert S. Goldstein, 2009. "On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3367-3409, September.
- Chen, Long & Petkova, Ralitsa & Zhang, Lu, 2008.
"The expected value premium,"
Journal of Financial Economics, Elsevier, vol. 87(2), pages 269-280, February.
- Long Chen & Ralitsa Petkova & Lu Zhang, 2006. "The Expected Value Premium," NBER Working Papers 12183, National Bureau of Economic Research, Inc.
- Murillo Campello & Long Chen & Lu Zhang, 2008.
"Expected returns, yield spreads, and asset pricing tests,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1297-1338, May.
- Murillo Campello & Long Chen & Lu Zhang, 2005. "Expected returns, yield spreads, and asset pricing tests," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Murillo Campello & Long Chen & Lu Zhang, 2005. "Expected Returns, Yield Spreads, and Asset Pricing Tests," NBER Working Papers 11323, National Bureau of Economic Research, Inc.
- Long Chen & David A. Lesmond & Jason Wei, 2007. "Corporate Yield Spreads and Bond Liquidity," Journal of Finance, American Finance Association, vol. 62(1), pages 119-149, February.
- Chen, Long & Zhao, Xinlei, 2007. "Mechanical mean reversion of leverage ratios," Economics Letters, Elsevier, vol. 95(2), pages 223-229, May.
- Chen, Long & Zhao, Xinlei, 2006. "On the relation between the market-to-book ratio, growth opportunity, and leverage ratio," Finance Research Letters, Elsevier, vol. 3(4), pages 253-266, December.
- Alexander David, 2005. "Heterogeneous beliefs, trading risk, and the equity premium," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Euclidian citation score
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (3) 2006-03-18 2006-05-13 2007-07-27
- NEP-FIN: Finance (2) 2006-03-18 2006-05-13
- NEP-FMK: Financial Markets (2) 2006-03-18 2006-05-13
- NEP-BEC: Business Economics (1) 2006-03-18
- NEP-CFN: Corporate Finance (1) 2006-03-18
- NEP-ETS: Econometric Time Series (1) 2006-03-18
- NEP-LAB: Labour Economics (1) 2009-08-16
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