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

6

DOWNLOADS

1,214

SSRN CITATIONS

5

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Factor Demand and Factor Returns

Number of pages: 58 Posted: 13 Feb 2019 Last Revised: 04 Apr 2022
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 412 (99,392)
Citation 1

Abstract:

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Factor Rebalancing, Mutual Funds, Price Pressure, Factor Returns

2.

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 264 (160,445)
Citation 7

Abstract:

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

3.

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
Ohio State University (OSU) and University of Notre Dame - Mendoza College of Business
Downloads 243 (173,987)
Citation 5

Abstract:

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

4.

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
Ohio State University (OSU) and University of Notre Dame - Mendoza College of Business
Downloads 121 (314,534)

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

5.

Flow-Based Asset Pricing: Maximum Price Impact Ratio

Number of pages: 63 Posted: 06 May 2022 Last Revised: 15 Jun 2022
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 106 (349,124)

Abstract:

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asset pricing, cross section, flow, price impact, risk

6.

Rating Agency Beliefs and Credit Market Distortions

Number of pages: 42 Posted: 20 Dec 2021 Last Revised: 13 May 2022
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 68 (448,853)

Abstract:

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Credit Rating Agencies, Beliefs, Financing Decisions, Investment Decisions