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

8

DOWNLOADS
Rank 36,660

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Top 36,660

in Total Papers Downloads

2,586

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

A Factor Framework for Cross-Sectional Price Impacts

Number of pages: 70 Posted: 06 May 2022 Last Revised: 05 Mar 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 859 (53,214)

Abstract:

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

2.

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 689 (71,229)
Citation 1

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 446 (121,926)
Citation 6

Abstract:

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

4.

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

Number of pages: 64 Posted: 20 Dec 2021 Last Revised: 19 Oct 2023
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 199 (282,024)

Abstract:

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

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 155 (350,954)

Abstract:

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

6.

Pre-Refunding Announcement Gains in U.S. Treasurys

Number of pages: 66 Posted: 12 Apr 2024 Last Revised: 29 Apr 2024
Chen Wang and Kevin Zhao
University of Notre Dame - Mendoza College of Business and Office of Financial Research, US Department of the Treasury
Downloads 105 (472,980)

Abstract:

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Treasury market; Treasury Refunding Announcement; Bond returns

7.

Valuation Duration of the Stock Market

Number of pages: 80 Posted: 23 Oct 2023 Last Revised: 26 Feb 2024
Ye Li and Chen Wang
University of Washington - Foster School of Business and University of Notre Dame - Mendoza College of Business
Downloads 79 (566,722)

Abstract:

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stock market duration, state space dimension, cash flow expectations, return predictability

8.

Categorical Thinking about Interest Rates

Number of pages: 77 Posted: 23 Apr 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 54 (689,656)

Abstract:

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categorical thinking, interest rates, expectations, subjective beliefs