Advanced Search
MyIDEAS: Login

Long Chen

Contents:

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

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
Postal Address:
Phone:

Affiliation

Olin School of Business
Washington University in St. Louis
Location: St. Louis, Missouri (United States)
Homepage: http://www.olin.wustl.edu/
Email:
Phone:
Fax:
Postal: Campus Box 1133, One Brookings Drive, St. Louis MO 63130-4899
Handle: RePEc:edi:oswusus (more details at EDIRC)

Works

as in new window

Working papers

  1. Long Chen & Lu Zhang, 2009. "The stock market and aggregate employment," NBER Working Papers 15219, National Bureau of Economic Research, Inc.
  2. Long Chen & Lu Zhang, 2007. "Neoclassical Factors," NBER Working Papers 13282, National Bureau of Economic Research, Inc.
  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.
  4. Long Chen & Ralitsa Petkova & Lu Zhang, 2006. "The Expected Value Premium," NBER Working Papers 12183, National Bureau of Economic Research, Inc.
  5. 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.

Articles

  1. Murillo Campello & Long Chen, 2010. "Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stock Returns," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1185-1198, 09.
  2. Kate Phylaktis & Long Chen, 2010. "Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 228-246.
  3. Chen, Long, 2009. "On the reversal of return and dividend growth predictability: A tale of two periods," Journal of Financial Economics, Elsevier, vol. 92(1), pages 128-151, April.
  4. Long Chen & Pierre Collin-Dufresne & Robert S. Goldstein, 2009. "On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3367-3409, September.
  5. Long Chen & Xinlei Zhao, 2009. "Return Decomposition," Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5213-5249, December.
  6. Chen, Long & Petkova, Ralitsa & Zhang, Lu, 2008. "The expected value premium," Journal of Financial Economics, Elsevier, vol. 87(2), pages 269-280, February.
  7. Murillo Campello & Long Chen & Lu Zhang, 2008. "Expected returns, yield spreads, and asset pricing tests," Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1297-1338, May.
  8. Chen, Long & Zhao, Xinlei, 2007. "Mechanical mean reversion of leverage ratios," Economics Letters, Elsevier, vol. 95(2), pages 223-229, May.
  9. 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.
  10. 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.
  11. Alexander David, 2005. "Heterogeneous beliefs, trading risk, and the equity premium," Proceedings, Board of Governors of the Federal Reserve System (U.S.).

NEP Fields

4 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-LAB: Labour Economics (1) 2009-08-16. Author is listed
  7. NEP-RMG: Risk Management (3) 2006-03-18 2006-05-13 2007-07-27. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  3. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Long Chen should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.