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Chen, Long's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
22,154 |
Total
Citations
517 |
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1.
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Chen, Long
Cheung Kong Graduate School of Business Novy-Marx, Robert
University of Rochester - Simon Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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19 May 10
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Last Revised:
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09 Jun 11
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5,916
(411)
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82
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Anomalies, Alphas, Factor Regressions, Asset Pricing Tests
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2.
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Chen, Long
Cheung Kong Graduate School of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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2,160
(2,481)
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11
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Capital structure, target leverage ratio, pecking order theory, market timing hypothesis, market-to-book ratio, growth opportunity
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3.
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Lesmond, David A.
Tulane University - A.B. Freeman School of Business Chen, Long
Cheung Kong Graduate School of Business Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
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1,944
(2,963)
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140
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4.
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Chen, Long
Cheung Kong Graduate School of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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1,804
(3,340)
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11
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Capital structure, tradeoff theory, pecking order theory, profitability
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5.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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18 Apr 08
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Last Revised:
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24 Mar 12
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1,508
(4,616)
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19
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Expected return, discount rate news, cash flow news, predictability, analyst forecast
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6.
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Expected Returns, Yield Spreads, and Asset Pricing Tests
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Show Abstracts |
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Versions (3)
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Campello, Murillo
Cornell University Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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Posted:
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12 Dec 04
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Last Revised:
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16 Sep 09
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1,311
(5,884)
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32
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Campello, Murillo
Cornell University Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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193
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32
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Expected returns, risk factors, systematic risk, yield spreads
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Campello, Murillo
Cornell University Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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40
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32
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Campello, Murillo
Cornell University Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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1,078
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32
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Expected Returns, Risk Factors, Systematic Risk, Yield Spreads
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7.
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On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle
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Versions (2)
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Chen, Long
Cheung Kong Graduate School of Business Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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Posted:
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16 Mar 05
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Last Revised:
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01 Jul 11
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1,114
(7,745)
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88
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Chen, Long
Cheung Kong Graduate School of Business Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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0
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Chen, Long
Cheung Kong Graduate School of Business Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management
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16 Mar 05
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Last Revised:
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01 Jul 11
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1,114
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88
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Equity premium, credit spread, habit formation model
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8.
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Return Decomposition
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Versions (3)
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Export Bibliographic Info |
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Chen, Long
Cheung Kong Graduate School of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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Posted:
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10 Sep 05
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Last Revised:
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29 Jul 10
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1,025
(8,911)
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40
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Chen, Long
Cheung Kong Graduate School of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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0
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G11, G12
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Chen, Long
Cheung Kong Graduate School of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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0
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return decomposition, discount rate, cash flow, value stock, growth stock
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Chen, Long
Cheung Kong Graduate School of Business Zhao, Xinlei Shelly
Kent State University - Department of Finance
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| Posted: |
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10 Sep 05
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Last Revised:
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25 May 08
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1,025
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40
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Return decomposition, discount rate news, cash flow news, value stock, growth stock
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9.
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The Expected Value Premium
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Chen, Long
Cheung Kong Graduate School of Business Petkova, Ralitsa
Purdue University - Krannert School of Management Zhang, Lu
Ohio State University - Fisher College of Business
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Posted:
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13 Mar 06
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Last Revised:
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16 Sep 09
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922
(10,521)
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26
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Chen, Long
Cheung Kong Graduate School of Business Petkova, Ralitsa
Purdue University - Krannert School of Management Zhang, Lu
Ohio State University - Fisher College of Business
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293
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26
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The Value Strategy, Expected Returns, Dividend Growth, Dividend Price Ratio, Capital Gains
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Chen, Long
Cheung Kong Graduate School of Business Petkova, Ralitsa
Purdue University - Krannert School of Management Zhang, Lu
Ohio State University - Fisher College of Business
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27
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26
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Chen, Long
Cheung Kong Graduate School of Business Petkova, Ralitsa
Purdue University - Krannert School of Management Zhang, Lu
Ohio State University - Fisher College of Business
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602
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26
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The Value Premium, Expected Returns, Dividend Growth, Dividend Price Ratio
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10.
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Campello, Murillo
Cornell University Chen, Long
Cheung Kong Graduate School of Business
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19 Mar 05
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Last Revised:
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18 Feb 10
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811
(12,865)
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3
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Financial constraints, equity returns, credit spreads, systematic risk, macroeconomic shocks
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11.
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Neoclassical Factors
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Versions (2)
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Zhang, Lu
Ohio State University - Fisher College of Business Chen, Long
Cheung Kong Graduate School of Business
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Posted:
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25 Jun 07
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Last Revised:
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16 Sep 09
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789
(13,407)
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8
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Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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46
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8
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Zhang, Lu
Ohio State University - Fisher College of Business Chen, Long
Cheung Kong Graduate School of Business
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| Posted: |
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25 Jun 07
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Last Revised:
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16 Sep 09
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743
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8
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The cross-section of returns, anomalies, neoclassical economics, factor regressions
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12.
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Chen, Long
Cheung Kong Graduate School of Business Moise, Claudia E.
Case Western Reserve University Zhao, Xinlei Shelly
Kent State University - Department of Finance
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| Posted: |
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04 Jul 09
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Last Revised:
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10 Nov 09
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668
(17,095)
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2
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Momentum, reversal, analyst forecast, earnings, expected return, realized return
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13.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Priestley, Richard
Norwegian Business School
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| Posted: |
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12 Oct 08
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Last Revised:
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16 Mar 11
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622
(18,945)
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18
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Dividend-price ratio, earning-price ratio, dividend growth, earnings growth, predictability, dividend smoothing
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14.
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On the Reversal of Return and Dividend Growth Predictability: A Tale of Two Periods
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Versions (2)
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hide multiple versions |
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Chen, Long
Cheung Kong Graduate School of Business
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Posted:
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25 Mar 08
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Last Revised:
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28 May 08
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576
(21,069)
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33
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Chen, Long
Cheung Kong Graduate School of Business
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0
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Dividend yield, equity return, dividend growth, predictability
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Chen, Long
Cheung Kong Graduate School of Business
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25 Mar 08
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Last Revised:
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27 May 08
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576
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33
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Dividend price ratio, equity return, dividend growth, predictability
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15.
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Chen, Long
Cheung Kong Graduate School of Business Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Zhang, Lu
Ohio State University - Fisher College of Business
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431
(30,923)
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Expected return, equity market volatility, systematic risk, yield spreads
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16.
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The Stock Market and Aggregate Employment
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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Posted:
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16 Jul 09
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Last Revised:
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05 Aug 10
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285
(51,135)
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1
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Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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5
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1
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Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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| Posted: |
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16 Jul 09
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Last Revised:
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16 Sep 09
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280
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1
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Time-varying risk premiums, payroll growth, unemployment rate, search and matching, time-to-build
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17.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Larrain, Borja
Universidad Catolica de Chile
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| Posted: |
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01 Oct 09
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Last Revised:
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18 Mar 10
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137
(105,816)
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1
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aggregate investment, variance decomposition, q-theory, earnings shocks, cash flow news, discount rate news.
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18.
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Chen, Long
Cheung Kong Graduate School of Business Da, Zhi
University of Notre Dame - Mendoza College of Business Larrain, Borja
Universidad Catolica de Chile
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71
(167,859)
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aggregate investment, variance decomposition, q-theory, earnings shocks, cash flow news, discount rate news
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19.
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Chen, Long
Cheung Kong Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
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60
(183,703)
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2
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Time-varying risk premiums, payroll growth, hiring rate, search and matching, time-to-build, time-to-plan
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