Long Chen : Citation Profile


Are you Long Chen?

Washington University in St. Louis

10

H index

10

i10 index

777

Citations

RESEARCH PRODUCTION:

12

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2005 - 2010). See details.
   Cites by year: 155
   Journals where Long Chen has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 3 (0.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch721
   Updated: 2021-03-27    RAS profile: 2010-11-12    
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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 Long Chen.

Is cited by:

Dionne, Georges (11)

Zhou, Hao (10)

Nejadmalayeri, Ali (7)

Zhang, Lu (7)

Mayordomo, Sergio (7)

Hubert, Paul (7)

Benzoni, Luca (7)

Pedersen, Thomas (6)

Engsted, Tom (6)

Chen, Hui (5)

Mallucci, Enrico (5)

Cites to:

Campbell, John (20)

French, Kenneth (18)

Fama, Eugene (13)

Lettau, Martin (11)

Cochrane, John (10)

Stambaugh, Robert (8)

Zhang, Lu (7)

Lyons, Richard (6)

Ludvigson, Sydney (6)

Payne, Richard (4)

welch, ivo (4)

Main data


Where Long Chen has published?


Journals with more than one article published# docs
Review of Financial Studies3
Journal of Financial Economics2
Proceedings2

Recent works citing Long Chen (2021 and 2020)


YearTitle of citing document
2020Affine Pricing and Hedging of Collateralized Debt Obligations. (2020). Filipovi, Damir ; Eksi, Zehra. In: Papers. RePEc:arx:papers:2011.10101.

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2020FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

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2020How do firms achieve sustainability through green innovation under external pressures of environmental regulation and market turbulence?. (2020). Hu, Die ; Qiu, LU ; Wang, YU. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2695-2714.

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2020Local religious beliefs and municipal bond market outcomes. (2020). Abakah, Alex Annan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:447-471.

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2020A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844.

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2020CORPORATE BONDS AND PRODUCT MARKET COMPETITION. (2020). Platt, Katarzyna. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:615-647.

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2020The Pricing of Bank Bonds, Sovereign Credit Risk and ECBs Asset Purchase Programmes. (2020). Ribeiro, Ricardo ; Pinto, João ; Branco, Ricardo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:012020.

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2020Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

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2020Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets. (2020). Liu, Yi-Sheng ; Tai, Chia-Li ; Chen, Chia-Cheng. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-14.

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2020Do shareholders benefit from green bonds?. (2020). Zhang, Yupu ; Tang, Dragon Yongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301664.

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2020A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300249.

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2020A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301103.

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2020Whats good for you is good for me: The effect of CEO inside debt on the cost of equity. (2020). Zhang, Hao ; Shen, Carl Hsin-Han. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301437.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2020News sentiment, credit spreads, and information asymmetry. (2020). Wang, Xinjie ; Liu, Zhechen ; Yang, Shanxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300760.

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2020Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301078.

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2020A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX. (2020). Yun, Jaeho. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303799.

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2020Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192.

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2020Collateral haircuts and bond yields in the European government bond markets. (2020). Nguyen, Minh. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301113.

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2021Evaluating corporate credit risks in emerging markets. (2021). Chan, Wing ; Kalimipalli, Madhu ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302532.

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2021Adjusted dividend-price ratios and stock return predictability: Evidence from China. (2021). Nie, Jing ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302611.

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2020Is fertility a leading indicator for stock returns?. (2020). Verdickt, Gertjan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309115.

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2020Cyberattacks and impact on bond valuation. (2020). Wang, Heng ; Simkins, Betty J ; Iyer, Subramanian R. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302934.

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2021Stock Return Predictability: Evidence Across US Industries. (2021). Thuy, Quynh Thi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320302646.

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2020Home currency issuance in international bond markets. (2020). Spiegel, Mark ; Jones, Peter C ; Hale, Galina B. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s0022199618302423.

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2020Wheres the greenium?. (2020). Watts, Edward M ; Larcker, David F. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:2:s0165410120300148.

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2020Liquidity risk and expected option returns. (2020). Choy, Siu Kai ; Wei, Jason. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302742.

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2020The effect of supply chain power on bank financing. (2020). Rau, Raghavendra ; al Zaman, Ashraf ; Rahaman, Mohammad M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300698.

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2020Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds. (2020). Goldstein, Michael A ; Hotchkiss, Edith S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:16-40.

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2020Leveraged buyouts and bond credit spreads. (2020). Vig, Vikrant ; Feldhutter, Peter ; Eisenthal-Berkovitz, Yael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:577-601.

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2020Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:297-319.

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2020Why do discount rates vary?. (2020). Santosh, Shrihari ; Kozak, Serhiy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:740-751.

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2020Corporate bond mutual funds and asset fire sales. (2020). Choi, Jaewon ; Tehranian, Hassan ; Shin, Sean Seunghun ; Hoseinzade, Saeid. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:432-457.

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2020Policy uncertainty and corporate credit spreads. (2020). Savor, Pavel ; Maleki, Hosein ; Kryzanowski, Lawrence ; Kaviani, Mahsa S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:838-865.

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2021Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Ko, Kwangsoo ; Ohk, Kiyool ; Wu, Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230.

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2020Risk Shocks and Credit Spreads. (2020). Kwon, Dohyoung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301348.

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2020Seasonal liquidity effects and their determinants on the covered bond market. (2020). Weigerding, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:288-303.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2021Impact of managerial ownership on investment and liquidity constraints: Evidence from Chinese listed companies. (2021). Vijayakumaran, Ratnam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309284.

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2021The Impact of Environmental Sustainability Disclosure on Stock Return of Saudi Listed Firms: The Moderating Role of Financial Constraints. (2021). Ammer, Mohammed Abdullah ; Chebbi, Kaouther ; Alsahlawi, Abdulaziz Mohammed. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:1:p:4-:d:474799.

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2020Corporate Bond Market in Poland—Prospects for Development. (2020). Kubiczek, Jakub. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:306-:d:455213.

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2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). Giouvris, Evangelos ; Korley, Maud. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

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2020Green Social Responsibility and Company Financing Cost-Based on Empirical Studies of Listed Companies in China. (2020). Sun, Wenyan ; An, Jingjing ; Zhang, Lin ; Liu, Yuyu ; Ji, Duan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6238-:d:393795.

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2020On the Effect of Green Bonds on the Profitability and Credit Quality of Project Financing. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana-Belen. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6695-:d:400707.

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2021The Impact of CSR on Corporate Value of Restaurant Businesses Using Triple Bottom Line Theory. (2021). Chung, Namho ; Lee, Won Seok ; Moon, Joonho ; Shim, Jimin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2131-:d:500640.

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2020Does Easing Access to Foreign Financing Matter for Firm Performance?. (2020). Mallick, Sushanta ; Bose, Udichibarna ; Tsoukas, Serafeim. In: Working Papers. RePEc:gla:glaewp:2020_12.

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2020Gender board diversity and the cost of bank loans. (2020). Tsoukas, Serafeim ; Kokas, Sotirios ; Karavitis, Panagiotis. In: Working Papers. RePEc:gla:glaewp:2020_25.

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2020Where the Heart Is: Information Production and the Home Bias. (2020). Cornaggia, Kimberly J ; Israelsen, Ryan D. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5532-5557.

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2020Dividend Growth Predictability and the Price–Dividend Ratio. (2020). Trojani, Fabio ; Piatti, Ilaria . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:130-158.

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2020Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market. (2020). Huang, Jingzhi ; Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:932-957.

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2020Information Aggregation and P-Hacking. (2020). Zhong, Xun ; Rytchkov, Oleg. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1605-1626.

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2020Growth Options and Credit Risk. (2020). Gamba, Andrea ; Saretto, Alessio. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:4269-4291.

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2020Aggregate insider trading and the prediction of corporate credit spread changes. (2020). Launhardt, Patrick ; Hable, Patrick. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00344-6.

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2020The Wealth Effects of REIT Property Acquisitions and Dispositions: the Creditors’ Perspective. (2020). Ong, Seow Eng ; Mori, Masaki ; Ling, David C. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:3:d:10.1007_s11146-018-9677-9.

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2020Distress risk, product market competition, and corporate bond yield spreads. (2020). Lee, Han-Hsing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00869-6.

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2021Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03.

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2020Measuring the Perceived Liquidity of the Corporate Bond Market. (2020). Sunderam, Adi ; Chernenko, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:27092.

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2020A Liberalization Spillover: From Equities to Loans. (2020). Wei, Shang-Jin ; Zhou, Yifan ; Liu, Xin. In: NBER Working Papers. RePEc:nbr:nberwo:27305.

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2020Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns. (2020). Grinblatt, Mark ; Bartram, Söhnke ; Nozawa, Yoshio. In: NBER Working Papers. RePEc:nbr:nberwo:27655.

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2020Stock market evidence on the international transmission channels of US monetary policy surprises. (2020). Nitschka, Thomas ; Maurer, Tim D. In: Working Papers. RePEc:snb:snbwpa:2020-10.

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2020The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content. (2020). Georgiou, Catherine. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:13:y:2020:i:3:p:56-69.

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2020Yield curve risks in currency carry forwards. (2020). Lee, Jeong Wan ; Oh, Kyong Joo ; Baek, Seungho. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:651-670.

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Works by Long Chen:


YearTitleTypeCited
2007Corporate Yield Spreads and Bond Liquidity In: Journal of Finance.
[Full Text][Citation analysis]
article336
2007Mechanical mean reversion of leverage ratios In: Economics Letters.
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article21
2006On the relation between the market-to-book ratio, growth opportunity, and leverage ratio In: Finance Research Letters.
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article26
2008The expected value premium In: Journal of Financial Economics.
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article32
2006The Expected Value Premium.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2009On the reversal of return and dividend growth predictability: A tale of two periods In: Journal of Financial Economics.
[Full Text][Citation analysis]
article62
2005Expected returns, yield spreads, and asset pricing tests In: Proceedings.
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article36
2005Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2008Expected returns, yield spreads, and asset pricing tests.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2005Heterogeneous beliefs, trading risk, and the equity premium In: Proceedings.
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article0
2006Equity market volatility and expected risk premium In: Working Papers.
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paper0
2010Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more? In: International Journal of Finance & Economics.
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article10
2010Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stock Returns In: Journal of Money, Credit and Banking.
[Citation analysis]
article43
2007Neoclassical Factors In: NBER Working Papers.
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paper4
2009The stock market and aggregate employment In: NBER Working Papers.
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paper1
2009Return Decomposition In: Review of Financial Studies.
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article87
2009On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle In: Review of Financial Studies.
[Full Text][Citation analysis]
article119

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