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Information about:
Long Chen

Personal Details | Affiliation | Works
This is information that was supplied by Long Chen in registering through RePEc. If you are Long Chen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Long
Middle Name:
Last Name: Chen
Suffix:

RePEc Short-ID: pch721

Email:
Homepage: http://www.olin.wustl.edu/facultyandresearch/Faculty/Pages/FacultyDetail.aspx?username=chenl
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Long Chen & Lu Zhang, 2007. "Neoclassical Factors," NBER Working Papers 13282, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Long Chen & Ralitsa Petkova & Lu Zhang, 2006. "The Expected Value Premium," NBER Working Papers 12183, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  3. Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis. [Downloadable!]

  4. Murillo Campello & Long Chen & Lu Zhang, 2005. "Expected Returns, Yield Spreads, and Asset Pricing Tests," NBER Working Papers 11323, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

Articles

  1. Chen, Long & Petkova, Ralitsa & Zhang, Lu, 2008. "The expected value premium," Journal of Financial Economics, Elsevier, vol. 87(2), pages 269-280, February. [Downloadable!] (restricted)
    Other versions:

  2. Murillo Campello & Long Chen & Lu Zhang, 2008. "Expected returns, yield spreads, and asset pricing tests," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(3), pages 1297-1338, May. [Downloadable!] (restricted)
    Other versions:
    Published as:

  3. Long Chen & David A. Lesmond & Jason Wei, 2007. "Corporate Yield Spreads and Bond Liquidity," Journal of Finance, American Finance Association, vol. 62(1), pages 119-149, 02. [Downloadable!] (restricted)

  4. Chen, Long & Zhao, Xinlei, 2007. "Mechanical mean reversion of leverage ratios," Economics Letters, Elsevier, vol. 95(2), pages 223-229, May. [Downloadable!] (restricted)

  5. Chen, Long & Zhao, Xinlei, 2006. "On the relation between the market-to-book ratio, growth opportunity, and leverage ratio," Finance Research Letters, Elsevier, vol. 3(4), pages 253-266, December. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-03-18 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2006-03-18 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2006-03-18 Author is listed
  4. NEP-FIN: Finance (2) 2006-03-18 2006-05-13 Author is listed
  5. NEP-FMK: Financial Markets (2) 2006-03-18 2006-05-13 Author is listed
  6. NEP-RMG: Risk Management (3) 2006-03-18 2006-05-13 2007-07-27 Author is listed
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This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.