Details about Long Chen

Access statistics for papers by Long Chen.

Last updated 2010-11-12. Update your information in the RePEc Author Service.

Short-id: pch721

Working Papers

2009

1. The stock market and aggregate employment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2007

2. Neoclassical Factors
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2006

3. Equity market volatility and expected risk premium
   Working Papers, Federal Reserve Bank of St. Louis View citations (2)
4. The Expected Value Premium
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article The expected value premium, Journal of Financial Economics, Elsevier (2008) View citations (37) (2008)

2005

5. Expected Returns, Yield Spreads, and Asset Pricing Tests
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
   See also Journal Article Expected returns, yield spreads, and asset pricing tests, The Review of Financial Studies, Society for Financial Studies (2008) View citations (46) (2008)

Journal Articles

2010

1. Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stock Returns
   Journal of Money, Credit and Banking, 2010, 42, (6), 1185-1198 View citations (66)
2. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?
   International Journal of Finance & Economics, 2010, 15, (3), 228-246 View citations (13)

2009

3. On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
   The Review of Financial Studies, 2009, 22, (9), 3367-3409 View citations (164)
4. On the reversal of return and dividend growth predictability: A tale of two periods
   Journal of Financial Economics, 2009, 92, (1), 128-151 View citations (86)
5. Return Decomposition
   The Review of Financial Studies, 2009, 22, (12), 5213-5249 View citations (105)

2008

6. Expected returns, yield spreads, and asset pricing tests
   The Review of Financial Studies, 2008, 21, (3), 1297-1338 View citations (46)
   Also in Proceedings, 2005 (2005) View citations (1)
   See also Working Paper Expected Returns, Yield Spreads, and Asset Pricing Tests, NBER Working Papers (2005) View citations (8) (2005)
7. The expected value premium
   Journal of Financial Economics, 2008, 87, (2), 269-280 View citations (37)
   See also Working Paper The Expected Value Premium, NBER Working Papers (2006) View citations (1) (2006)

2007

8. Corporate Yield Spreads and Bond Liquidity
   Journal of Finance, 2007, 62, (1), 119-149 View citations (466)
9. Mechanical mean reversion of leverage ratios
   Economics Letters, 2007, 95, (2), 223-229 View citations (24)

2006

10. On the relation between the market-to-book ratio, growth opportunity, and leverage ratio
    Finance Research Letters, 2006, 3, (4), 253-266 View citations (44)

2005

11. Heterogeneous beliefs, trading risk, and the equity premium
    Proceedings, 2005