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

5

DOWNLOADS

944

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Factor Demand and Factor Returns

Number of pages: 59 Posted: 13 Feb 2019 Last Revised: 06 Oct 2021
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 343 (114,401)
Citation 1

Abstract:

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Factor Rebalancing, Mutual Funds, Price Pressure, Factor Returns

2.

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 235 (169,113)
Citation 5

Abstract:

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

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 216 (183,220)
Citation 7

Abstract:

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

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 116 (306,268)

Abstract:

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

5.

Rating Agency Beliefs and Credit Market Distortions

Number of pages: 41 Posted: 20 Dec 2021
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 34 (568,975)

Abstract:

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Credit Rating Agencies, Beliefs, Financing Decisions, Investment Decisions