Details about Andrew Y. Chen

Access statistics for papers by Andrew Y. Chen.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: pch1244

Working Papers

2021

1. Open Source Cross-Sectional Asset Pricing
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2020

2. The Stock Market–Real Economy "Disconnect": A Closer Look
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
3. Zeroing in on the Expected Returns of Anomalies
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

2019

4. The Limits of p-Hacking: A Thought Experiment
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2018

5. Publication Bias and the Cross-Section of Stock Returns
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)

2017

6. A Likelihood-Based Comparison of Macro Asset Pricing Models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2016

7. Has the Inflation Risk Premium Fallen? Is it Now Negative?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (15)

2014

8. Habit, Production, and the Cross-Section of Stock Returns
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
9. Precautionary Volatility and Asset Prices
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2013

10. External Habit in a Production Economy
    2013 Papers, Job Market Papers View citations (7)

Journal Articles

2026

1. An Irrelevance Theorem for Risk Aversion and Time-Varying Risk
   Review of Economic Dynamics, 2026, 61