Chen Wang

University of Notre Dame - Mendoza College of Business

Assistant Professor of Finance

Notre Dame, IN 46556-5646

United States

http://chenwang.one/

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 31,142

SSRN RANKINGS

Top 31,142

in Total Papers Downloads

3,385

TOTAL CITATIONS

8

Scholarly Papers (7)

1.

Quantity, Risk, and Return

Number of pages: 62 Posted: 06 May 2022 Last Revised: 14 Nov 2024
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 1,080 (42,652)

Abstract:

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quantity, flow, noise trader, risk and return, return prediction, Lasso, PCA, BTQ, cross section of return, factor zoo

2.

Factor Rebalancing

Number of pages: 64 Posted: 13 Feb 2019 Last Revised: 15 Jul 2024
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 741 (71,439)
Citation 2

Abstract:

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Factor Rebalancing, Mutual Funds, Price Pressure, Factor Returns

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 525 (110,536)
Citation 6

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

Categorical Thinking about Interest Rates

Number of pages: 75 Posted: 23 Apr 2024 Last Revised: 26 Oct 2024
Kelly Shue, Richard Townsend and Chen Wang
Yale School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Downloads 480 (121,687)

Abstract:

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categorical thinking, interest rates, expectations, subjective beliefs

Categorical Thinking About Interest Rates

CESifo Working Paper Series No. 11558
Number of pages: 77 Posted: 23 Dec 2024
Kelly Shue, Richard Townsend and Chen Wang
Yale School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Downloads 27 (1,026,180)

Abstract:

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categorical thinking, interest rates, expectations, subjective beliefs

5.

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

Number of pages: 52 Posted: 20 Dec 2021 Last Revised: 30 May 2024
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 235 (267,232)

Abstract:

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Subjective Beliefs, Credit Rating Agencies, Credit Market Conditions, Corporate Bond Market, Financing Decisions,

6.

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 165 (369,989)

Abstract:

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

7.

Slicing an Asset to Learn about Its Future: A New Perspective on Return and Cash-Flow Forecasting

Number of pages: 82 Posted: 23 Oct 2023 Last Revised: 27 Jun 2024
Ye Li and Chen Wang
University of Washington - Foster School of Business and University of Notre Dame - Mendoza College of Business
Downloads 132 (443,821)

Abstract:

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state space dimension, cash flow expectations, return predictability, valuation term structure, machine learning