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Details about Hui Chen

E-mail:
Homepage:http://www.mit.edu/~huichen
Workplace:Sloan School of Management, Massachusetts Institute of Technology (MIT), (more information at EDIRC)

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

2019

  1. Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Measuring “Dark Matter” in Asset Pricing Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  3. Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2014

  1. Debt, Taxes, and Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2013

  1. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads

2012

  1. Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads
    Staff Working Papers, Bank of Canada Downloads View citations (32)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (13)

2011

  1. Generalized Transform Analysis of Affine Processes and Applications in Finance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Review of Financial Studies (2012)
  2. Market Timing, Investment, and Risk Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2010

  1. A unified theory of Tobin's q, corporate investment, financing, and risk management
    2010 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (7)

    See also Journal Article in Journal of Finance (2011)
  2. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (116)
    See also Journal Article in Journal of Finance (2010)
  3. Rare Disasters and Risk Sharing with Heterogeneous Beliefs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Review of Financial Studies (2012)

2009

  1. 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 Downloads View citations (19)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (10)

    See also Journal Article in Review of Economic Dynamics (2014)
  2. Entrepreneurial Finance and Non-diversifiable Risk
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)

    See also Journal Article in Review of Financial Studies (2010)

2008

  1. Asset Pricing with Uncertainty About the Long Run
    2008 Meeting Papers, Society for Economic Dynamics Downloads

Undated

  1. 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 Downloads View citations (1)

Journal Articles

2014

  1. Dynamic Asset Allocation with Ambiguous Return Predictability
    Review of Economic Dynamics, 2014, 17, (4), 799-823 Downloads View citations (6)
    See also Working Paper (2009)

2012

  1. Generalized Transform Analysis of Affine Processes and Applications in Finance
    Review of Financial Studies, 2012, 25, (7), 2225-2256 Downloads View citations (27)
    See also Working Paper (2011)
  2. Rare Disasters and Risk Sharing with Heterogeneous Beliefs
    Review of Financial Studies, 2012, 25, (7), 2189-2224 Downloads View citations (32)
    See also Working Paper (2010)

2011

  1. A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management
    Journal of Finance, 2011, 66, (5), 1545-1578 Downloads View citations (115)
    See also Working Paper (2010)

2010

  1. Affine Disagreement and Asset Pricing
    American Economic Review, 2010, 100, (2), 522-26 Downloads View citations (2)
  2. Entrepreneurial Finance and Nondiversifiable Risk
    Review of Financial Studies, 2010, 23, (12), 4348-4388 Downloads View citations (35)
    See also Working Paper (2009)
  3. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
    Journal of Finance, 2010, 65, (6), 2171-2212 Downloads View citations (147)
    See also Working Paper (2010)

Software Items

 
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