Andrew Y. Chen
Personal Details
First Name: | Andrew |
Middle Name: | Y. |
Last Name: | Chen |
Suffix: | |
RePEc Short-ID: | pch1244 |
http://andrewychen.com | |
Affiliation
Fisher College of Business
Ohio State University
Columbus, Ohio (United States)http://fisher.osu.edu/
RePEc:edi:cbohsus (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Andrew Y. Chen & Mihail Velikov, 2020. "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series 2020-039, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen, 2019. "The Limits of p-Hacking : A Thought Experiment," Finance and Economics Discussion Series 2019-016, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen & Thomas Zimmermann, 2018. "Publication Bias and the Cross-Section of Stock Returns," Finance and Economics Discussion Series 2018-033, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen & Eric Engstrom & Olesya V. Grishchenko, 2016. "Has the Inflation Risk Premium Fallen? Is it Now Negative?," FEDS Notes 2016-04-04, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen, 2014. "Habit, Production, and the Cross-Section of Stock Returns," Finance and Economics Discussion Series 2014-103, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen, 2014. "Precautionary Volatility and Asset Prices," Finance and Economics Discussion Series 2014-59, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen, 2013. "External Habit in a Production Economy," 2013 Papers pch1244, Job Market Papers.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Andrew Y. Chen & Thomas Zimmermann, 2018.
"Publication Bias and the Cross-Section of Stock Returns,"
Finance and Economics Discussion Series
2018-033, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Andrei, Daniel & Cujean, Julien & Fournier, Mathieu, 2019. "The Low-Minus-High Portfolio and the Factor Zoo," CEPR Discussion Papers 14153, C.E.P.R. Discussion Papers.
- Andrew C. Chang & Trace J. Levinson, 2020. "Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting," Finance and Economics Discussion Series 2020-090, Board of Governors of the Federal Reserve System (U.S.).
- Jacobs, Heiko & Müller, Sebastian, 2020. "Anomalies across the globe: Once public, no longer existent?," Journal of Financial Economics, Elsevier, vol. 135(1), pages 213-230.
- Ruoxuan Xiong & Markus Pelger, 2019. "Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference," Papers 1910.08273, arXiv.org, revised Nov 2020.
- Jiří Witzany, 2021. "A Bayesian Approach to Measurement of Backtest Overfitting," Risks, MDPI, Open Access Journal, vol. 9(1), pages 1-22, January.
- Yukun Liu & Aleh Tsyvinski, 2018. "Risks and Returns of Cryptocurrency," NBER Working Papers 24877, National Bureau of Economic Research, Inc.
- Andrew Y. Chen & Eric Engstrom & Olesya V. Grishchenko, 2016.
"Has the Inflation Risk Premium Fallen? Is it Now Negative?,"
FEDS Notes
2016-04-04, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne, 2019.
"Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1053-1096, August.
- Olesya V. Grishchenko & Sarah Mouabbi & Jean-Paul Renne, 2017. "Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison," Finance and Economics Discussion Series 2017-102, Board of Governors of the Federal Reserve System (U.S.).
- Dongho Song, 2016.
"Bond Market Exposures to Macroeconomic and Monetary Policy Risks,"
Boston College Working Papers in Economics
915, Boston College Department of Economics, revised 19 Jul 2016.
- Dongho Song, 2014. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive 14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
- Marente Vlekke & Martin Mellens, 2020. "An assessment of the Phillips curve over time: evidence for the United States and the euro area," CPB Discussion Paper 416.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Leo Krippner & Michael Callaghan, 2016. "Short-term risk premiums and policy rate expectations in the United States," Reserve Bank of New Zealand Analytical Notes series AN2016/07, Reserve Bank of New Zealand.
- Lael Brainard, 2018. "Sustaining Full Employment and Inflation around Target : a speech at the Forecasters Club of New York, New York, New York, May 31, 2018," Speech 1005, Board of Governors of the Federal Reserve System (U.S.).
- Lael Brainard, 2016. "The Economic Outlook and Implications for Monetary Policy: a speech at the Council on Foreign Relations, Washington, D.C., June 3, 2016," Speech 899, Board of Governors of the Federal Reserve System (U.S.).
- Lael Brainard, 2018. "What Do We Mean by Neutral and What Role Does It Play in Monetary Policy?: a speech at the Detroit Economic Club, Detroit, Michigan," Speech 1011, Board of Governors of the Federal Reserve System (U.S.).
- Robert Amano & Thomas Carter & Sylvain Leduc, 2019. "Precautionary Pricing: The Disinflationary Effects of ELB Risk," Working Paper Series 2019-26, Federal Reserve Bank of San Francisco.
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Jonathan Goldberg & Elizabeth C. Klee & Edward Simpson Prescott & Paul R. Wood, 2020. "Monetary Policy Strategies and Tools: Financial Stability Considerations," Finance and Economics Discussion Series 2020-074, Board of Governors of the Federal Reserve System (U.S.).
- Alberto Di Iorio & Marco Fanari, 2020. "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers) 578, Bank of Italy, Economic Research and International Relations Area.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne, 2019.
"Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1053-1096, August.
- Andrew Y. Chen, 2014.
"Precautionary Volatility and Asset Prices,"
Finance and Economics Discussion Series
2014-59, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Andrew Y. Chen, 2014. "Habit, Production, and the Cross-Section of Stock Returns," Finance and Economics Discussion Series 2014-103, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen, 2013.
"External Habit in a Production Economy,"
2013 Papers
pch1244, Job Market Papers.
Cited by:
- Weiwei Liu, 2019. "An empirical study of the risk-free rate and the expected consumption growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(6), pages 1-5.
- Grasso, Adriana & Natoli, Filippo, 2018.
"Consumption volatility risk and the inversion of the yield curve,"
Working Paper Series
2141, European Central Bank.
- Adriana Grasso & Filippo Natoli, 2018. "Consumption volatility risk and the inversion of the yield curve," Temi di discussione (Economic working papers) 1169, Bank of Italy, Economic Research and International Relations Area.
- Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (3) 2013-11-02 2016-09-04 2017-03-26. Author is listed
- NEP-DGE: Dynamic General Equilibrium (2) 2013-11-02 2014-10-03. Author is listed
- NEP-FMK: Financial Markets (2) 2015-01-09 2020-06-15. Author is listed
- NEP-UPT: Utility Models & Prospect Theory (2) 2014-10-03 2016-09-04. Author is listed
- NEP-ECM: Econometrics (1) 2018-06-18
- NEP-HPE: History & Philosophy of Economics (1) 2019-04-01
- NEP-MST: Market Microstructure (1) 2020-06-15
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