Denghui Chen

Government of the United States of America - Risk Analysis Division

400 7th Street SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

7

DOWNLOADS

448

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Investor Sentiment and the Market Reaction to Macroeconomic News

Journal of Futures Markets, 41, 1412– 1426.
Number of pages: 32 Posted: 28 May 2021 Last Revised: 23 Aug 2022
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, Government of the United States of America - Risk Analysis Division and University of Minnesota - Duluth
Downloads 184 (231,934)

Abstract:

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Investor sentiment, Macroeconomic announcements, Market efficiency, Intraday data

2.

The Uncertainty Resolution of FOMC Meeting Days

Number of pages: 26 Posted: 22 Aug 2010
Kevin Krieger, Nathan Mauck and Denghui Chen
University of West Florida, University of Missouri - Kansas City and Government of the United States of America - Risk Analysis Division
Downloads 162 (257,215)
Citation 3

Abstract:

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VIX, FOMC federal funds target rate, monetary policy

3.

Resolution of Financial Market Uncertainty Around the Release of Unemployment Rate Announcements

International Review of Economics and Finance, 80, 586-596.
Number of pages: 30 Posted: 18 Apr 2022 Last Revised: 23 Aug 2022
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, Government of the United States of America - Risk Analysis Division and University of Minnesota - Duluth
Downloads 35 (608,829)

Abstract:

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Unemployment News, Financial Market Uncertainty, Implied Volatility, Intraday Data, Asymmetric Effect

4.

Estimation of Discrete Choice Network Models with Missing Outcome Data

FDIC Center for Financial Research Paper No. 2021-03
Number of pages: 36 Posted: 11 Aug 2021 Last Revised: 23 Aug 2022
Hua Kiefer, Denghui Chen and Xiaodong Liu
FDIC, Government of the United States of America - Risk Analysis Division and University of Colorado at Boulder - Department of Economics
Downloads 34 (614,712)

Abstract:

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missing data, mortgage defaults, networks, NPL, rational expectation

5.

It Is Not Just What You Say, but How You Say It: Why Tonality Matters in Central Bank Communication

Journal of Empirical Finance, Forthcoming
Number of pages: 43 Posted: 20 Jul 2022 Last Revised: 23 Aug 2022
Chen Gu, Denghui Chen, Raluca Stan and Aizhong Shen
Shanghai Business School - Research Center of Finance, Government of the United States of America - Risk Analysis Division, University of Minnesota - Duluth and Shanghai Business School
Downloads 24 (682,119)

Abstract:

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FOMC Minutes; Monetary Policy; Textual Analysis; Stock Returns; Tonality; Intraday data

6.

Risk Aversion Decomposition and The Impact of Monetary Policy Surprises

Journal of Risk Finance, 19 (2018), 564-590
Number of pages: 42 Posted: 19 Apr 2022
Denghui Chen
Government of the United States of America - Risk Analysis Division
Downloads 9 (814,536)

Abstract:

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Risk aversion, tail events, risk premium, monetary policy

7.

Post-Accident Stock Returns of Aircraft Manufacturers Based on Potential Fault

Journal of Air Transport Management, Vol. 43, pp. 20-28, 2015
Posted: 08 Jun 2020
Kevin Krieger and Denghui Chen
University of West Florida and Government of the United States of America - Risk Analysis Division

Abstract:

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Stock returns, Airline accident, Potential fault