Long Chen

Finance · with Zhang · 2005–2013

A researcher in the Science corpus: 8 papers; trusts 38 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

• Finance — 150 citations into it; #1,202 of 10,518 by trust here, #634 by citations
• Accounting — 78 citations into it; #2,071 of 8,970 by trust here, #2,166 by citations
• Economics and Econometrics — 69 citations into it; #10,752 of 23,481 by trust here, #10,133 by citations
• Strategy and Management — 42 citations into it; #3,095 of 10,874 by trust here, #3,971 by citations
• Management Science and Operations Research — 9 citations into it; #5,159 of 11,946 by trust here, #3,705 by citations

Whom Long Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John Y. Campbell
2. Tuomo Vuolteenaho
3. Lu Zhang
4. Martin Lettau
5. Ravi Bansal
6. Eugene F. Fama
7. Edwin J. Elton
8. William E. Simon
9. Edith S. Hotchkiss
10. Darrell Duffie

Who trusts Long Chen overall

1. Robert Novy-Marx
2. Pepa Kraft
3. Tom Engsted
4. Hui Chi Chen
5. Berardino Palazzo
6. Alexander David
7. Jin Seo Cho
8. Simon Gilchrist
9. Thomas Quistgaard Pedersen
10. Dimitri Vayanos

Papers from Long Chen's perspective

Ordered by how strongly the researchers Long Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Consumption, aggregate wealth and expected stock returns
3. Default Risk in Equity Returns
4. The Cross‐Section of Expected Stock Returns
5. Dividends, Share Repurchases, and the Substitution Hypothesis
6. The Value Premium
7. The Determinants of Credit Spread Changes
8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
9. Asset Growth and the Cross-Section of Stock Returns
10. In Search of Distress Risk (Social Science Research Network)

Their papers

• An Alternative Three-Factor Model (2011) — 338 citations
• What Drives Stock Price Movements (2013) — 182 citations
• On the reversal of return and dividend growth predictability: A tale of two periods (2009) — 221 citations
• On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle (2009) — 395 citations
• The Expected Value Premium (2008) — 129 citations
• Corporate Yield Spreads and Bond Liquidity (2007) — 1,031 citations
• On the Relation Between the Market-to-Book Ratio, Growth Opportunity, and Leverage Ratio (2006) — 228 citations
• Expected Returns, Yield Spreads, and Asset Pricing Tests (2005) — 168 citations