Andrew Y. Chen : Citation Profile

Ohio State University

4

H index

3

i10 index

108

Citations

RESEARCH PRODUCTION:

10

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 13
   Journals where Andrew Y. Chen has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 5 (4.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1244
   Updated: 2025-12-20    RAS profile: 2025-02-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Y. Chen.

Is cited by:

Zimmermann, Tom (5)

Tsyvinski, Aleh (3)

Smith, Ronald (2)

Natoli, Filippo (2)

Conlon, Thomas (2)

cotter, john (2)

Grasso, Adriana (2)

Pesaran, Mohammad (2)

Zaremba, Adam (1)

Mitra, Indrajit (1)

Leduc, Sylvain (1)

Cites to:

Campbell, John (21)

Cochrane, John (15)

Bansal, Ravi (11)

Lettau, Martin (9)

Carroll, Christopher (8)

Zhang, Lu (7)

Barro, Robert (7)

Wachter, Jessica (7)

Jermann, Urban (7)

Guvenen, Fatih (7)

Gallant, A. (6)

Main data

Where Andrew Y. Chen has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)7
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Andrew Y. Chen (2025 and 2024)

YearTitle of citing document
2024Do t-Statistic Hurdles Need to be Raised?. (2024). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2025Most claimed statistical findings in cross-sectional return predictability are likely true. (2025). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024Missing Values Handling for Machine Learning Portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2025Does Peer-Reviewed Research Help Predict Stock Returns?. (2025). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2025High-Throughput Asset Pricing. (2024). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2024Conditional nonparametric variable screening by neural factor regression. (2024). Fan, Jianqing ; Zhao, Yue ; Wang, Weining. In: Papers. RePEc:arx:papers:2408.10825.

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2025Do Sell-side Analyst Reports Have Investment Value?. (2025). Lv, Linying. In: Papers. RePEc:arx:papers:2502.20489.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks. (2025). Wang, Shunyao ; Cheng, Ming. In: Papers. RePEc:arx:papers:2505.06864.

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2024Evaluation 1 of Biodiversity Risk. (2024). . In: The Unjournal Evaluations. RePEc:bjn:evalua:e1biodiversityrisk.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2024A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720.

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2024A comparison of factor models in China. (2024). Wang, Jinzhe ; Zhu, Yifeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000823.

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2025“Brown” Risk or “Green” Opportunity? The dynamic pricing of climate transition risk on global financial markets. (2025). Fliegel, Philip. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002804.

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2024Zoom in on momentum. (2024). Kim, Jun Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2024VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850.

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2025Can we enhance investment with ESG?. (2025). Cai, Charlie X ; Rudkin, Wanling ; Zhou, You. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007087.

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2024Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997.

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2025Can deep reinforcement learning beat 1N. (2025). Kruthof, Garvin ; Mller, Sebastian. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500131x.

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2024The battle of factors. (2024). Sy, Oumar ; Attig, Najah ; Assoe, Kodjovi. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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2025Mean-variance optimization and the cross-section of stock returns. (2025). Lalwani, Vaibhav. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000572.

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2024Do analysts disseminate anomaly information in China?. (2024). Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001389.

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2024Analyst recommendations and mispricing across the globe. (2024). Mller, Sebastian ; Azevedo, Vitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002103.

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2025Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China. (2025). Fan, Jiacheng ; Lin, Jianhao ; Zhang, Yifan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002851.

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2024Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382.

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2024Comparing factor models with price-impact costs. (2024). Martn-Utrera, Alberto ; Demiguel, Victor ; Li, Sicong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001727.

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2025Investor demand, firm investment, and capital misallocation. (2025). Tian, Xu ; Kargar, Mahyar ; Wu, Yufeng ; Choi, Jaewon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000479.

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2025Which investor corrects mispricing around earnings announcements?. (2025). Goh, Jihoon ; Jeon, Byounghyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000824.

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2025Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589.

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2024Evaluating asset pricing anomalies: Evidence from Latin America. (2024). Lizarzaburu, Edmundo ; Berggrun, Luis ; Cardona, Emilio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001740.

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2024Momentum effect on the Moroccan stock market upon the announcement of the organization of the 2030 World Cup – Analysis by abnormal returns and time series. (2024). MAGHNIWI, Rachid ; Oukassi, Mustapha. In: Post-Print. RePEc:hal:journl:hal-04786632.

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2025Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771.

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2024Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Cakici, Nusret ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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2024Income illusions: challenging the high yield stock narrative. (2024). Chen, Yin ; Israelov, Roni. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00340-1.

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2025Deep parametric portfolio policies. (2025). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301.

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Works by Andrew Y. Chen:

YearTitleTypeCited
2014Habit, Production, and the Cross-Section of Stock Returns In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2014Precautionary Volatility and Asset Prices In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2017A Likelihood-Based Comparison of Macro Asset Pricing Models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Publication Bias and the Cross-Section of Stock Returns In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper25
2019The Limits of p-Hacking : A Thought Experiment In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2020Zeroing in on the Expected Returns of Anomalies In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2021Open Source Cross-Sectional Asset Pricing In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper56
2016Has the Inflation Risk Premium Fallen? Is it Now Negative? In: FEDS Notes.
[Full Text][Citation analysis]		paper15
2020The Stock Market–Real Economy Disconnect: A Closer Look In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2013External Habit in a Production Economy In: 2013 Papers.
[Full Text][Citation analysis]		paper7

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