Details about Hui Chen
Access statistics for papers by Hui Chen.
Last updated 2013-05-06. Update your information in the RePEc Author Service.
Short-id: pch718
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Working Papers
2023
- Feedback and Contagion through Distressed Competition
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2019
- Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
- Measuring “Dark Matter” in Asset Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
- Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
2014
- Debt, Taxes, and Liquidity
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
- Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
2013
- Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty
NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)
2012
- Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads
Staff Working Papers, Bank of Canada View citations (45)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (26)
2011
- Generalized Transform Analysis of Affine Processes and Applications in Finance
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
See also Journal Article Generalized Transform Analysis of Affine Processes and Applications in Finance, The Review of Financial Studies, Society for Financial Studies (2012) View citations (31) (2012)
- Market Timing, Investment, and Risk Management
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
2010
- A unified theory of Tobin's q, corporate investment, financing, and risk management
2010 Meeting Papers, Society for Economic Dynamics
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (31)
See also Journal Article A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management, Journal of Finance, American Finance Association (2011) View citations (179) (2011)
- Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
NBER Working Papers, National Bureau of Economic Research, Inc View citations (253)
See also Journal Article Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure, Journal of Finance, American Finance Association (2010) View citations (266) (2010)
- Rare Disasters and Risk Sharing with Heterogeneous Beliefs
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
See also Journal Article Rare Disasters and Risk Sharing with Heterogeneous Beliefs, The Review of Financial Studies, Society for Financial Studies (2012) View citations (57) (2012)
2009
- Dynamic Asset Allocation with Ambiguous Return Predictability
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (21)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (11)
See also Journal Article Dynamic Asset Allocation with Ambiguous Return Predictability, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (31) (2014)
- Entrepreneurial Finance and Non-diversifiable Risk
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
Also in Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2009) View citations (2) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)
See also Journal Article Entrepreneurial Finance and Nondiversifiable Risk, The Review of Financial Studies, Society for Financial Studies (2010) View citations (59) (2010)
2008
- Asset Pricing with Uncertainty About the Long Run
2008 Meeting Papers, Society for Economic Dynamics View citations (1)
Undated
- Rational Overreaction and Underreaction in Fixed Income and Equity Markets - The Role of Time-Varying Timing Premium
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
Journal Articles
2014
- Dynamic Asset Allocation with Ambiguous Return Predictability
Review of Economic Dynamics, 2014, 17, (4), 799-823 View citations (31)
See also Working Paper Dynamic Asset Allocation with Ambiguous Return Predictability, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2009) View citations (21) (2009)
2012
- Generalized Transform Analysis of Affine Processes and Applications in Finance
The Review of Financial Studies, 2012, 25, (7), 2225-2256 View citations (31)
See also Working Paper Generalized Transform Analysis of Affine Processes and Applications in Finance, NBER Working Papers (2011) View citations (2) (2011)
- Rare Disasters and Risk Sharing with Heterogeneous Beliefs
The Review of Financial Studies, 2012, 25, (7), 2189-2224 View citations (57)
See also Working Paper Rare Disasters and Risk Sharing with Heterogeneous Beliefs, NBER Working Papers (2010) View citations (9) (2010)
2011
- A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management
Journal of Finance, 2011, 66, (5), 1545-1578 View citations (179)
See also Working Paper A unified theory of Tobin's q, corporate investment, financing, and risk management, 2010 Meeting Papers (2010) (2010)
2010
- Affine Disagreement and Asset Pricing
American Economic Review, 2010, 100, (2), 522-26 View citations (6)
- Entrepreneurial Finance and Nondiversifiable Risk
The Review of Financial Studies, 2010, 23, (12), 4348-4388 View citations (59)
See also Working Paper Entrepreneurial Finance and Non-diversifiable Risk, NBER Working Papers (2009) View citations (4) (2009)
- Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
Journal of Finance, 2010, 65, (6), 2171-2212 View citations (266)
See also Working Paper Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure, NBER Working Papers (2010) View citations (253) (2010)
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