Chenjie Xu

Shanghai University of Finance and Economics - Department of Finance

Shanghai, 200433

China

SCHOLARLY PAPERS

3

DOWNLOADS

311

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Learning and the Capital Age Premium

Number of pages: 99 Posted: 16 Aug 2018 Last Revised: 27 Oct 2020
Kai Li, Chi-Yang Tsou and Chenjie Xu
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Shanghai University of Finance and Economics - Department of Finance
Downloads 164 (207,826)

Abstract:

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parameter learning, capital age, cross-section of expected returns, capital misallocation, cash flow duration

2.

Intermediary-Based Equity Term Structure

Number of pages: 58 Posted: 07 Oct 2019 Last Revised: 27 Oct 2020
Kai Li and Chenjie Xu
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Shanghai University of Finance and Economics - Department of Finance
Downloads 80 (347,787)
Citation 1

Abstract:

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equity term structure, financial intermediary, mean reversion, discount rate

3.

Idiosyncratic Tail Risk and the Credit Spread Puzzle

Number of pages: 62 Posted: 08 Dec 2018
Chenjie Xu
Shanghai University of Finance and Economics - Department of Finance
Downloads 67 (383,937)

Abstract:

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Idiosyncratic Tail Risk, Labor Income, Incomplete Market, Credit Spread