Chen Wang

University of Notre Dame - Mendoza College of Business

Assistant Professor of Finance

Notre Dame, IN 46556-5646

United States

http://chenwang.one/

  • University of Notre Dame - Mendoza College of Business

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Factor Demand and Factor Returns

Number of pages: 68 Posted: 13 Feb 2019 Last Revised: 09 Mar 2023
Cameron Peng and Chen Wang
London School of Economics & Political Science (LSE) - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 564 (79,056)
Citation 1

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Factor Rebalancing, Mutual Funds, Price Pressure, Factor Returns

2.

Flow-Based Asset Pricing: A Factor Framework of Cross-Sectional Price Impacts

Number of pages: 65 Posted: 06 May 2022 Last Revised: 30 May 2023
Yu An, Yinan Su and Chen Wang
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School and University of Notre Dame - Mendoza College of Business
Downloads 559 (79,791)

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cross-section, factor, flow, price impact, risk

3.

Under- and Overreaction in Yield Curve Expectations

Number of pages: 96 Posted: 05 Dec 2019 Last Revised: 06 Oct 2021
Chen Wang
University of Notre Dame - Mendoza College of Business
Downloads 366 (131,819)
Citation 7

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expectations formation, yield curve, autocorrelation averaging, bond return predictability

4.

Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends

Fisher College of Business Working Paper No. 2018-03-016, Charles A. Dice Center Working Paper No. 2018-16, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69 Posted: 14 Feb 2018 Last Revised: 17 Oct 2018
Ye Li and Chen Wang
University of Washington - Foster School of Business and University of Notre Dame - Mendoza College of Business
Downloads 264 (186,011)
Citation 1

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return predictability, cash flow predictability, dividend strip price, ICAPM, time-varying expected return

5.

Delegation Uncertainty

Columbia Business School Research Paper No. 15-54, Fisher College of Business Working Paper No. 2018-03-022, Charles A. Dice Center Working Paper No. 2018-22
Number of pages: 71 Posted: 25 Apr 2015 Last Revised: 27 Nov 2018
Ye Li and Chen Wang
University of Washington - Foster School of Business and University of Notre Dame - Mendoza College of Business
Downloads 145 (319,617)

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Model Uncertainty, Delegated Portfolio Management, Ambiguity Premium, Heterogeneous Belief, Cross-Sectional Asset Pricing

6.

The Impact of Beliefs on Credit Markets: Evidence from Rating Agencies

Number of pages: 57 Posted: 20 Dec 2021 Last Revised: 01 Feb 2023
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 121 (366,925)

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Beliefs, Credit Rating Agencies, Financing Decisions, Credit Market Conditions, Investment Decisions