Details about Andrew Y. Chen
Access statistics for papers by Andrew Y. Chen.
Last updated 2025-02-08. Update your information in the RePEc Author Service.
Short-id: pch1244
Working Papers
2021
- Open Source Cross-Sectional Asset Pricing
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
View citations (6)
2020
- The Stock Market–Real Economy "Disconnect": A Closer Look
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
- 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 (4)
2019
- 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
- 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
- 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
- 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
- Habit, Production, and the Cross-Section of Stock Returns
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
- Precautionary Volatility and Asset Prices
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
View citations (1)
2013
- External Habit in a Production Economy
2013 Papers, Job Market Papers
View citations (7)