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Details about Long Chen

E-mail:
Homepage:http://www.olin.wustl.edu/facultyandresearch/Faculty/Pages/FacultyDetail.aspx?username=chenl
Workplace:Olin School of Business, Washington University in St. Louis, (more information at EDIRC)

Access statistics for papers by Long Chen.

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

Short-id: pch721


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Working Papers

2009

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

2007

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

2006

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

2005

  1. Expected Returns, Yield Spreads, and Asset Pricing Tests
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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) Downloads 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 (61)
  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 Downloads View citations (13)

2009

  1. On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
    The Review of Financial Studies, 2009, 22, (9), 3367-3409 Downloads View citations (157)
  2. On the reversal of return and dividend growth predictability: A tale of two periods
    Journal of Financial Economics, 2009, 92, (1), 128-151 Downloads View citations (83)
  3. Return Decomposition
    The Review of Financial Studies, 2009, 22, (12), 5213-5249 Downloads View citations (103)

2008

  1. Expected returns, yield spreads, and asset pricing tests
    The Review of Financial Studies, 2008, 21, (3), 1297-1338 Downloads View citations (46)
    Also in Proceedings, 2005 (2005) Downloads View citations (1)

    See also Working Paper Expected Returns, Yield Spreads, and Asset Pricing Tests, NBER Working Papers (2005) Downloads View citations (8) (2005)
  2. The expected value premium
    Journal of Financial Economics, 2008, 87, (2), 269-280 Downloads View citations (37)
    See also Working Paper The Expected Value Premium, NBER Working Papers (2006) Downloads View citations (1) (2006)

2007

  1. Corporate Yield Spreads and Bond Liquidity
    Journal of Finance, 2007, 62, (1), 119-149 Downloads View citations (455)
  2. Mechanical mean reversion of leverage ratios
    Economics Letters, 2007, 95, (2), 223-229 Downloads View citations (24)

2006

  1. On the relation between the market-to-book ratio, growth opportunity, and leverage ratio
    Finance Research Letters, 2006, 3, (4), 253-266 Downloads View citations (42)

2005

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